CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
987-0 |
985-0 |
-2-0 |
-0.2% |
985-4 |
| High |
994-4 |
1014-0 |
19-4 |
2.0% |
1008-4 |
| Low |
980-0 |
985-0 |
5-0 |
0.5% |
972-4 |
| Close |
982-4 |
1008-4 |
26-0 |
2.6% |
977-4 |
| Range |
14-4 |
29-0 |
14-4 |
100.0% |
36-0 |
| ATR |
22-2 |
22-7 |
0-5 |
3.0% |
0-0 |
| Volume |
78,976 |
97,505 |
18,529 |
23.5% |
591,411 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1089-4 |
1078-0 |
1024-4 |
|
| R3 |
1060-4 |
1049-0 |
1016-4 |
|
| R2 |
1031-4 |
1031-4 |
1013-7 |
|
| R1 |
1020-0 |
1020-0 |
1011-1 |
1025-6 |
| PP |
1002-4 |
1002-4 |
1002-4 |
1005-3 |
| S1 |
991-0 |
991-0 |
1005-7 |
996-6 |
| S2 |
973-4 |
973-4 |
1003-1 |
|
| S3 |
944-4 |
962-0 |
1000-4 |
|
| S4 |
915-4 |
933-0 |
992-4 |
|
|
| 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 |
1014-0 |
972-4 |
41-4 |
4.1% |
17-5 |
1.7% |
87% |
True |
False |
91,572 |
| 10 |
1014-0 |
916-0 |
98-0 |
9.7% |
20-1 |
2.0% |
94% |
True |
False |
105,351 |
| 20 |
1014-0 |
879-0 |
135-0 |
13.4% |
19-2 |
1.9% |
96% |
True |
False |
90,365 |
| 40 |
1017-0 |
879-0 |
138-0 |
13.7% |
20-1 |
2.0% |
94% |
False |
False |
85,442 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.2% |
20-7 |
2.1% |
70% |
False |
False |
84,779 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.2% |
22-2 |
2.2% |
70% |
False |
False |
82,827 |
| 100 |
1099-0 |
879-0 |
220-0 |
21.8% |
21-6 |
2.2% |
59% |
False |
False |
76,147 |
| 120 |
1099-0 |
879-0 |
220-0 |
21.8% |
20-5 |
2.0% |
59% |
False |
False |
68,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1137-2 |
|
2.618 |
1089-7 |
|
1.618 |
1060-7 |
|
1.000 |
1043-0 |
|
0.618 |
1031-7 |
|
HIGH |
1014-0 |
|
0.618 |
1002-7 |
|
0.500 |
999-4 |
|
0.382 |
996-1 |
|
LOW |
985-0 |
|
0.618 |
967-1 |
|
1.000 |
956-0 |
|
1.618 |
938-1 |
|
2.618 |
909-1 |
|
4.250 |
861-6 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1005-4 |
1004-5 |
| PP |
1002-4 |
1000-7 |
| S1 |
999-4 |
997-0 |
|