CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
986-0 |
1015-4 |
29-4 |
3.0% |
1011-0 |
| High |
1018-0 |
1016-0 |
-2-0 |
-0.2% |
1013-0 |
| Low |
986-0 |
993-0 |
7-0 |
0.7% |
960-0 |
| Close |
1006-6 |
995-4 |
-11-2 |
-1.1% |
978-0 |
| Range |
32-0 |
23-0 |
-9-0 |
-28.1% |
53-0 |
| ATR |
22-5 |
22-5 |
0-0 |
0.1% |
0-0 |
| Volume |
24,869 |
29,920 |
5,051 |
20.3% |
488,884 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1070-4 |
1056-0 |
1008-1 |
|
| R3 |
1047-4 |
1033-0 |
1001-7 |
|
| R2 |
1024-4 |
1024-4 |
999-6 |
|
| R1 |
1010-0 |
1010-0 |
997-5 |
1005-6 |
| PP |
1001-4 |
1001-4 |
1001-4 |
999-3 |
| S1 |
987-0 |
987-0 |
993-3 |
982-6 |
| S2 |
978-4 |
978-4 |
991-2 |
|
| S3 |
955-4 |
964-0 |
989-1 |
|
| S4 |
932-4 |
941-0 |
982-7 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1142-5 |
1113-3 |
1007-1 |
|
| R3 |
1089-5 |
1060-3 |
992-5 |
|
| R2 |
1036-5 |
1036-5 |
987-6 |
|
| R1 |
1007-3 |
1007-3 |
982-7 |
995-4 |
| PP |
983-5 |
983-5 |
983-5 |
977-6 |
| S1 |
954-3 |
954-3 |
973-1 |
942-4 |
| S2 |
930-5 |
930-5 |
968-2 |
|
| S3 |
877-5 |
901-3 |
963-3 |
|
| S4 |
824-5 |
848-3 |
948-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1018-0 |
965-0 |
53-0 |
5.3% |
22-5 |
2.3% |
58% |
False |
False |
53,708 |
| 10 |
1025-4 |
960-0 |
65-4 |
6.6% |
21-2 |
2.1% |
54% |
False |
False |
82,318 |
| 20 |
1025-4 |
916-0 |
109-4 |
11.0% |
20-5 |
2.1% |
73% |
False |
False |
93,834 |
| 40 |
1025-4 |
879-0 |
146-4 |
14.7% |
20-7 |
2.1% |
80% |
False |
False |
86,014 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.5% |
20-4 |
2.1% |
63% |
False |
False |
84,630 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.5% |
21-0 |
2.1% |
63% |
False |
False |
82,328 |
| 100 |
1063-0 |
879-0 |
184-0 |
18.5% |
22-0 |
2.2% |
63% |
False |
False |
79,609 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.1% |
20-7 |
2.1% |
53% |
False |
False |
72,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1113-6 |
|
2.618 |
1076-2 |
|
1.618 |
1053-2 |
|
1.000 |
1039-0 |
|
0.618 |
1030-2 |
|
HIGH |
1016-0 |
|
0.618 |
1007-2 |
|
0.500 |
1004-4 |
|
0.382 |
1001-6 |
|
LOW |
993-0 |
|
0.618 |
978-6 |
|
1.000 |
970-0 |
|
1.618 |
955-6 |
|
2.618 |
932-6 |
|
4.250 |
895-2 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1004-4 |
996-0 |
| PP |
1001-4 |
995-7 |
| S1 |
998-4 |
995-5 |
|