CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
900-0 |
911-4 |
11-4 |
1.3% |
926-0 |
| High |
917-0 |
920-0 |
3-0 |
0.3% |
936-4 |
| Low |
900-0 |
911-4 |
11-4 |
1.3% |
900-0 |
| Close |
914-2 |
918-6 |
4-4 |
0.5% |
895-2 |
| Range |
17-0 |
8-4 |
-8-4 |
-50.0% |
36-4 |
| ATR |
16-6 |
16-1 |
-0-5 |
-3.5% |
0-0 |
| Volume |
15,257 |
12,927 |
-2,330 |
-15.3% |
24,039 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
942-2 |
939-0 |
923-3 |
|
| R3 |
933-6 |
930-4 |
921-1 |
|
| R2 |
925-2 |
925-2 |
920-2 |
|
| R1 |
922-0 |
922-0 |
919-4 |
923-5 |
| PP |
916-6 |
916-6 |
916-6 |
917-4 |
| S1 |
913-4 |
913-4 |
918-0 |
915-1 |
| S2 |
908-2 |
908-2 |
917-2 |
|
| S3 |
899-6 |
905-0 |
916-3 |
|
| S4 |
891-2 |
896-4 |
914-1 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1020-1 |
994-1 |
915-3 |
|
| R3 |
983-5 |
957-5 |
905-2 |
|
| R2 |
947-1 |
947-1 |
902-0 |
|
| R1 |
921-1 |
921-1 |
898-5 |
915-7 |
| PP |
910-5 |
910-5 |
910-5 |
908-0 |
| S1 |
884-5 |
884-5 |
891-7 |
879-3 |
| S2 |
874-1 |
874-1 |
888-4 |
|
| S3 |
837-5 |
848-1 |
885-2 |
|
| S4 |
801-1 |
811-5 |
875-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
936-4 |
890-0 |
46-4 |
5.1% |
12-3 |
1.3% |
62% |
False |
False |
10,014 |
| 10 |
936-4 |
890-0 |
46-4 |
5.1% |
8-5 |
0.9% |
62% |
False |
False |
6,919 |
| 20 |
980-0 |
890-0 |
90-0 |
9.8% |
10-2 |
1.1% |
32% |
False |
False |
7,042 |
| 40 |
1058-0 |
890-0 |
168-0 |
18.3% |
11-5 |
1.3% |
17% |
False |
False |
5,644 |
| 60 |
1058-0 |
890-0 |
168-0 |
18.3% |
11-2 |
1.2% |
17% |
False |
False |
4,845 |
| 80 |
1058-0 |
890-0 |
168-0 |
18.3% |
11-2 |
1.2% |
17% |
False |
False |
4,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
956-1 |
|
2.618 |
942-2 |
|
1.618 |
933-6 |
|
1.000 |
928-4 |
|
0.618 |
925-2 |
|
HIGH |
920-0 |
|
0.618 |
916-6 |
|
0.500 |
915-6 |
|
0.382 |
914-6 |
|
LOW |
911-4 |
|
0.618 |
906-2 |
|
1.000 |
903-0 |
|
1.618 |
897-6 |
|
2.618 |
889-2 |
|
4.250 |
875-3 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
917-6 |
914-1 |
| PP |
916-6 |
909-5 |
| S1 |
915-6 |
905-0 |
|