CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
922-0 |
942-0 |
20-0 |
2.2% |
890-0 |
| High |
944-0 |
970-0 |
26-0 |
2.8% |
970-0 |
| Low |
922-0 |
942-0 |
20-0 |
2.2% |
890-0 |
| Close |
940-6 |
968-0 |
27-2 |
2.9% |
968-0 |
| Range |
22-0 |
28-0 |
6-0 |
27.3% |
80-0 |
| ATR |
16-6 |
17-6 |
0-7 |
5.3% |
0-0 |
| Volume |
9,909 |
8,953 |
-956 |
-9.6% |
56,504 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1044-0 |
1034-0 |
983-3 |
|
| R3 |
1016-0 |
1006-0 |
975-6 |
|
| R2 |
988-0 |
988-0 |
973-1 |
|
| R1 |
978-0 |
978-0 |
970-5 |
983-0 |
| PP |
960-0 |
960-0 |
960-0 |
962-4 |
| S1 |
950-0 |
950-0 |
965-3 |
955-0 |
| S2 |
932-0 |
932-0 |
962-7 |
|
| S3 |
904-0 |
922-0 |
960-2 |
|
| S4 |
876-0 |
894-0 |
952-5 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1182-5 |
1155-3 |
1012-0 |
|
| R3 |
1102-5 |
1075-3 |
990-0 |
|
| R2 |
1022-5 |
1022-5 |
982-5 |
|
| R1 |
995-3 |
995-3 |
975-3 |
1009-0 |
| PP |
942-5 |
942-5 |
942-5 |
949-4 |
| S1 |
915-3 |
915-3 |
960-5 |
929-0 |
| S2 |
862-5 |
862-5 |
953-3 |
|
| S3 |
782-5 |
835-3 |
946-0 |
|
| S4 |
702-5 |
755-3 |
924-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
970-0 |
890-0 |
80-0 |
8.3% |
18-1 |
1.9% |
98% |
True |
False |
11,300 |
| 10 |
970-0 |
890-0 |
80-0 |
8.3% |
13-5 |
1.4% |
98% |
True |
False |
8,054 |
| 20 |
980-0 |
890-0 |
90-0 |
9.3% |
12-1 |
1.2% |
87% |
False |
False |
7,227 |
| 40 |
1012-0 |
890-0 |
122-0 |
12.6% |
11-4 |
1.2% |
64% |
False |
False |
5,928 |
| 60 |
1058-0 |
890-0 |
168-0 |
17.4% |
11-4 |
1.2% |
46% |
False |
False |
5,090 |
| 80 |
1058-0 |
890-0 |
168-0 |
17.4% |
11-5 |
1.2% |
46% |
False |
False |
4,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1089-0 |
|
2.618 |
1043-2 |
|
1.618 |
1015-2 |
|
1.000 |
998-0 |
|
0.618 |
987-2 |
|
HIGH |
970-0 |
|
0.618 |
959-2 |
|
0.500 |
956-0 |
|
0.382 |
952-6 |
|
LOW |
942-0 |
|
0.618 |
924-6 |
|
1.000 |
914-0 |
|
1.618 |
896-6 |
|
2.618 |
868-6 |
|
4.250 |
823-0 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
964-0 |
958-7 |
| PP |
960-0 |
949-7 |
| S1 |
956-0 |
940-6 |
|