CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1015-4 |
990-0 |
-25-4 |
-2.5% |
1011-0 |
| High |
1016-0 |
990-0 |
-26-0 |
-2.6% |
1013-0 |
| Low |
993-0 |
967-0 |
-26-0 |
-2.6% |
960-0 |
| Close |
995-4 |
967-0 |
-28-4 |
-2.9% |
978-0 |
| Range |
23-0 |
23-0 |
0-0 |
0.0% |
53-0 |
| ATR |
22-5 |
23-1 |
0-3 |
1.8% |
0-0 |
| Volume |
29,920 |
20,073 |
-9,847 |
-32.9% |
488,884 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1043-5 |
1028-3 |
979-5 |
|
| R3 |
1020-5 |
1005-3 |
973-3 |
|
| R2 |
997-5 |
997-5 |
971-2 |
|
| R1 |
982-3 |
982-3 |
969-1 |
978-4 |
| PP |
974-5 |
974-5 |
974-5 |
972-6 |
| S1 |
959-3 |
959-3 |
964-7 |
955-4 |
| S2 |
951-5 |
951-5 |
962-6 |
|
| S3 |
928-5 |
936-3 |
960-5 |
|
| S4 |
905-5 |
913-3 |
954-3 |
|
|
| 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 |
5.5% |
24-2 |
2.5% |
4% |
False |
False |
41,301 |
| 10 |
1025-4 |
960-0 |
65-4 |
6.8% |
22-3 |
2.3% |
11% |
False |
False |
71,210 |
| 20 |
1025-4 |
935-4 |
90-0 |
9.3% |
20-4 |
2.1% |
35% |
False |
False |
90,468 |
| 40 |
1025-4 |
879-0 |
146-4 |
15.1% |
21-2 |
2.2% |
60% |
False |
False |
84,645 |
| 60 |
1063-0 |
879-0 |
184-0 |
19.0% |
20-4 |
2.1% |
48% |
False |
False |
83,627 |
| 80 |
1063-0 |
879-0 |
184-0 |
19.0% |
20-7 |
2.2% |
48% |
False |
False |
81,770 |
| 100 |
1063-0 |
879-0 |
184-0 |
19.0% |
22-0 |
2.3% |
48% |
False |
False |
79,339 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.8% |
20-7 |
2.2% |
40% |
False |
False |
72,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1087-6 |
|
2.618 |
1050-2 |
|
1.618 |
1027-2 |
|
1.000 |
1013-0 |
|
0.618 |
1004-2 |
|
HIGH |
990-0 |
|
0.618 |
981-2 |
|
0.500 |
978-4 |
|
0.382 |
975-6 |
|
LOW |
967-0 |
|
0.618 |
952-6 |
|
1.000 |
944-0 |
|
1.618 |
929-6 |
|
2.618 |
906-6 |
|
4.250 |
869-2 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
978-4 |
992-4 |
| PP |
974-5 |
984-0 |
| S1 |
970-7 |
975-4 |
|