CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
985-4 |
1001-0 |
15-4 |
1.6% |
879-0 |
| High |
1000-4 |
1005-0 |
4-4 |
0.4% |
968-0 |
| Low |
981-0 |
989-4 |
8-4 |
0.9% |
879-0 |
| Close |
999-0 |
993-0 |
-6-0 |
-0.6% |
964-0 |
| Range |
19-4 |
15-4 |
-4-0 |
-20.5% |
89-0 |
| ATR |
24-7 |
24-2 |
-0-5 |
-2.7% |
0-0 |
| Volume |
132,235 |
123,947 |
-8,288 |
-6.3% |
512,868 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1042-3 |
1033-1 |
1001-4 |
|
| R3 |
1026-7 |
1017-5 |
997-2 |
|
| R2 |
1011-3 |
1011-3 |
995-7 |
|
| R1 |
1002-1 |
1002-1 |
994-3 |
999-0 |
| PP |
995-7 |
995-7 |
995-7 |
994-2 |
| S1 |
986-5 |
986-5 |
991-5 |
983-4 |
| S2 |
980-3 |
980-3 |
990-1 |
|
| S3 |
964-7 |
971-1 |
988-6 |
|
| S4 |
949-3 |
955-5 |
984-4 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1204-0 |
1173-0 |
1013-0 |
|
| R3 |
1115-0 |
1084-0 |
988-4 |
|
| R2 |
1026-0 |
1026-0 |
980-3 |
|
| R1 |
995-0 |
995-0 |
972-1 |
1010-4 |
| PP |
937-0 |
937-0 |
937-0 |
944-6 |
| S1 |
906-0 |
906-0 |
955-7 |
921-4 |
| S2 |
848-0 |
848-0 |
947-5 |
|
| S3 |
759-0 |
817-0 |
939-4 |
|
| S4 |
670-0 |
728-0 |
915-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1005-0 |
905-0 |
100-0 |
10.1% |
20-6 |
2.1% |
88% |
True |
False |
114,961 |
| 10 |
1005-0 |
879-0 |
126-0 |
12.7% |
21-0 |
2.1% |
90% |
True |
False |
99,097 |
| 20 |
1005-0 |
879-0 |
126-0 |
12.7% |
19-6 |
2.0% |
90% |
True |
False |
86,768 |
| 40 |
1017-0 |
879-0 |
138-0 |
13.9% |
20-0 |
2.0% |
83% |
False |
False |
82,721 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.5% |
21-0 |
2.1% |
62% |
False |
False |
81,179 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.5% |
22-1 |
2.2% |
62% |
False |
False |
79,781 |
| 100 |
1099-0 |
879-0 |
220-0 |
22.2% |
21-2 |
2.1% |
52% |
False |
False |
72,110 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.2% |
20-6 |
2.1% |
52% |
False |
False |
64,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1070-7 |
|
2.618 |
1045-5 |
|
1.618 |
1030-1 |
|
1.000 |
1020-4 |
|
0.618 |
1014-5 |
|
HIGH |
1005-0 |
|
0.618 |
999-1 |
|
0.500 |
997-2 |
|
0.382 |
995-3 |
|
LOW |
989-4 |
|
0.618 |
979-7 |
|
1.000 |
974-0 |
|
1.618 |
964-3 |
|
2.618 |
948-7 |
|
4.250 |
923-5 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
997-2 |
985-3 |
| PP |
995-7 |
977-7 |
| S1 |
994-3 |
970-2 |
|