CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1011-0 |
983-0 |
-28-0 |
-2.8% |
989-0 |
| High |
1013-0 |
991-0 |
-22-0 |
-2.2% |
1025-4 |
| Low |
982-0 |
971-0 |
-11-0 |
-1.1% |
980-0 |
| Close |
986-4 |
973-4 |
-13-0 |
-1.3% |
1006-0 |
| Range |
31-0 |
20-0 |
-11-0 |
-35.5% |
45-4 |
| ATR |
22-7 |
22-5 |
-0-2 |
-0.9% |
0-0 |
| Volume |
108,072 |
106,461 |
-1,611 |
-1.5% |
480,784 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1038-4 |
1026-0 |
984-4 |
|
| R3 |
1018-4 |
1006-0 |
979-0 |
|
| R2 |
998-4 |
998-4 |
977-1 |
|
| R1 |
986-0 |
986-0 |
975-3 |
982-2 |
| PP |
978-4 |
978-4 |
978-4 |
976-5 |
| S1 |
966-0 |
966-0 |
971-5 |
962-2 |
| S2 |
958-4 |
958-4 |
969-7 |
|
| S3 |
938-4 |
946-0 |
968-0 |
|
| S4 |
918-4 |
926-0 |
962-4 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1140-3 |
1118-5 |
1031-0 |
|
| R3 |
1094-7 |
1073-1 |
1018-4 |
|
| R2 |
1049-3 |
1049-3 |
1014-3 |
|
| R1 |
1027-5 |
1027-5 |
1010-1 |
1038-4 |
| PP |
1003-7 |
1003-7 |
1003-7 |
1009-2 |
| S1 |
982-1 |
982-1 |
1001-7 |
993-0 |
| S2 |
958-3 |
958-3 |
997-5 |
|
| S3 |
912-7 |
936-5 |
993-4 |
|
| S4 |
867-3 |
891-1 |
981-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1025-4 |
971-0 |
54-4 |
5.6% |
23-0 |
2.4% |
5% |
False |
True |
108,742 |
| 10 |
1025-4 |
971-0 |
54-4 |
5.6% |
19-3 |
2.0% |
5% |
False |
True |
103,054 |
| 20 |
1025-4 |
879-0 |
146-4 |
15.0% |
20-2 |
2.1% |
65% |
False |
False |
101,076 |
| 40 |
1025-4 |
879-0 |
146-4 |
15.0% |
20-5 |
2.1% |
65% |
False |
False |
89,422 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.9% |
20-5 |
2.1% |
51% |
False |
False |
86,544 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.9% |
21-6 |
2.2% |
51% |
False |
False |
84,517 |
| 100 |
1099-0 |
879-0 |
220-0 |
22.6% |
21-7 |
2.2% |
43% |
False |
False |
79,064 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.6% |
20-5 |
2.1% |
43% |
False |
False |
71,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1076-0 |
|
2.618 |
1043-3 |
|
1.618 |
1023-3 |
|
1.000 |
1011-0 |
|
0.618 |
1003-3 |
|
HIGH |
991-0 |
|
0.618 |
983-3 |
|
0.500 |
981-0 |
|
0.382 |
978-5 |
|
LOW |
971-0 |
|
0.618 |
958-5 |
|
1.000 |
951-0 |
|
1.618 |
938-5 |
|
2.618 |
918-5 |
|
4.250 |
886-0 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
981-0 |
998-2 |
| PP |
978-4 |
990-0 |
| S1 |
976-0 |
981-6 |
|