CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
988-0 |
983-0 |
-5-0 |
-0.5% |
985-4 |
| High |
988-0 |
988-0 |
0-0 |
0.0% |
1008-4 |
| Low |
972-4 |
975-4 |
3-0 |
0.3% |
972-4 |
| Close |
983-0 |
977-4 |
-5-4 |
-0.6% |
977-4 |
| Range |
15-4 |
12-4 |
-3-0 |
-19.4% |
36-0 |
| ATR |
23-6 |
23-0 |
-0-6 |
-3.4% |
0-0 |
| Volume |
96,997 |
111,756 |
14,759 |
15.2% |
591,411 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1017-7 |
1010-1 |
984-3 |
|
| R3 |
1005-3 |
997-5 |
981-0 |
|
| R2 |
992-7 |
992-7 |
979-6 |
|
| R1 |
985-1 |
985-1 |
978-5 |
982-6 |
| PP |
980-3 |
980-3 |
980-3 |
979-1 |
| S1 |
972-5 |
972-5 |
976-3 |
970-2 |
| S2 |
967-7 |
967-7 |
975-2 |
|
| S3 |
955-3 |
960-1 |
974-0 |
|
| S4 |
942-7 |
947-5 |
970-5 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1094-1 |
1071-7 |
997-2 |
|
| R3 |
1058-1 |
1035-7 |
987-3 |
|
| R2 |
1022-1 |
1022-1 |
984-1 |
|
| R1 |
999-7 |
999-7 |
980-6 |
993-0 |
| PP |
986-1 |
986-1 |
986-1 |
982-6 |
| S1 |
963-7 |
963-7 |
974-2 |
957-0 |
| S2 |
950-1 |
950-1 |
970-7 |
|
| S3 |
914-1 |
927-7 |
967-5 |
|
| S4 |
878-1 |
891-7 |
957-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1008-4 |
972-4 |
36-0 |
3.7% |
16-5 |
1.7% |
14% |
False |
False |
118,282 |
| 10 |
1008-4 |
879-0 |
129-4 |
13.2% |
18-7 |
1.9% |
76% |
False |
False |
110,427 |
| 20 |
1008-4 |
879-0 |
129-4 |
13.2% |
19-2 |
2.0% |
76% |
False |
False |
88,257 |
| 40 |
1017-0 |
879-0 |
138-0 |
14.1% |
20-2 |
2.1% |
71% |
False |
False |
85,064 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.8% |
20-5 |
2.1% |
54% |
False |
False |
83,471 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.8% |
22-0 |
2.3% |
54% |
False |
False |
81,969 |
| 100 |
1099-0 |
879-0 |
220-0 |
22.5% |
21-3 |
2.2% |
45% |
False |
False |
74,572 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.5% |
20-5 |
2.1% |
45% |
False |
False |
66,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1041-1 |
|
2.618 |
1020-6 |
|
1.618 |
1008-2 |
|
1.000 |
1000-4 |
|
0.618 |
995-6 |
|
HIGH |
988-0 |
|
0.618 |
983-2 |
|
0.500 |
981-6 |
|
0.382 |
980-2 |
|
LOW |
975-4 |
|
0.618 |
967-6 |
|
1.000 |
963-0 |
|
1.618 |
955-2 |
|
2.618 |
942-6 |
|
4.250 |
922-3 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
981-6 |
990-4 |
| PP |
980-3 |
986-1 |
| S1 |
978-7 |
981-7 |
|