CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
962-0 |
979-0 |
17-0 |
1.8% |
989-0 |
| High |
973-0 |
989-4 |
16-4 |
1.7% |
1025-4 |
| Low |
960-0 |
975-0 |
15-0 |
1.6% |
980-0 |
| Close |
968-4 |
985-4 |
17-0 |
1.8% |
1006-0 |
| Range |
13-0 |
14-4 |
1-4 |
11.5% |
45-4 |
| ATR |
22-0 |
21-7 |
-0-1 |
-0.3% |
0-0 |
| Volume |
108,434 |
82,106 |
-26,328 |
-24.3% |
480,784 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1026-7 |
1020-5 |
993-4 |
|
| R3 |
1012-3 |
1006-1 |
989-4 |
|
| R2 |
997-7 |
997-7 |
988-1 |
|
| R1 |
991-5 |
991-5 |
986-7 |
994-6 |
| PP |
983-3 |
983-3 |
983-3 |
984-7 |
| S1 |
977-1 |
977-1 |
984-1 |
980-2 |
| S2 |
968-7 |
968-7 |
982-7 |
|
| S3 |
954-3 |
962-5 |
981-4 |
|
| S4 |
939-7 |
948-1 |
977-4 |
|
|
| 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 |
960-0 |
65-4 |
6.6% |
20-3 |
2.1% |
39% |
False |
False |
101,120 |
| 10 |
1025-4 |
960-0 |
65-4 |
6.6% |
18-5 |
1.9% |
39% |
False |
False |
99,761 |
| 20 |
1025-4 |
879-0 |
146-4 |
14.9% |
19-5 |
2.0% |
73% |
False |
False |
103,311 |
| 40 |
1025-4 |
879-0 |
146-4 |
14.9% |
20-2 |
2.0% |
73% |
False |
False |
89,538 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.7% |
20-4 |
2.1% |
58% |
False |
False |
86,550 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.7% |
20-7 |
2.1% |
58% |
False |
False |
84,273 |
| 100 |
1099-0 |
879-0 |
220-0 |
22.3% |
21-6 |
2.2% |
48% |
False |
False |
80,058 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.3% |
20-5 |
2.1% |
48% |
False |
False |
72,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1051-1 |
|
2.618 |
1027-4 |
|
1.618 |
1013-0 |
|
1.000 |
1004-0 |
|
0.618 |
998-4 |
|
HIGH |
989-4 |
|
0.618 |
984-0 |
|
0.500 |
982-2 |
|
0.382 |
980-4 |
|
LOW |
975-0 |
|
0.618 |
966-0 |
|
1.000 |
960-4 |
|
1.618 |
951-4 |
|
2.618 |
937-0 |
|
4.250 |
913-3 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
984-3 |
982-1 |
| PP |
983-3 |
978-7 |
| S1 |
982-2 |
975-4 |
|