CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
986-0 |
1000-0 |
14-0 |
1.4% |
890-0 |
| High |
1001-0 |
1003-0 |
2-0 |
0.2% |
970-0 |
| Low |
986-0 |
991-4 |
5-4 |
0.6% |
890-0 |
| Close |
1000-4 |
995-2 |
-5-2 |
-0.5% |
968-0 |
| Range |
15-0 |
11-4 |
-3-4 |
-23.3% |
80-0 |
| ATR |
18-6 |
18-2 |
-0-4 |
-2.8% |
0-0 |
| Volume |
12,827 |
11,804 |
-1,023 |
-8.0% |
56,504 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1031-1 |
1024-5 |
1001-5 |
|
| R3 |
1019-5 |
1013-1 |
998-3 |
|
| R2 |
1008-1 |
1008-1 |
997-3 |
|
| R1 |
1001-5 |
1001-5 |
996-2 |
999-1 |
| PP |
996-5 |
996-5 |
996-5 |
995-2 |
| S1 |
990-1 |
990-1 |
994-2 |
987-5 |
| S2 |
985-1 |
985-1 |
993-1 |
|
| S3 |
973-5 |
978-5 |
992-1 |
|
| S4 |
962-1 |
967-1 |
988-7 |
|
|
| 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 |
1003-0 |
911-4 |
91-4 |
9.2% |
17-0 |
1.7% |
92% |
True |
False |
11,284 |
| 10 |
1003-0 |
890-0 |
113-0 |
11.4% |
15-6 |
1.6% |
93% |
True |
False |
9,803 |
| 20 |
1003-0 |
890-0 |
113-0 |
11.4% |
11-0 |
1.1% |
93% |
True |
False |
7,730 |
| 40 |
1012-0 |
890-0 |
122-0 |
12.3% |
11-4 |
1.2% |
86% |
False |
False |
6,298 |
| 60 |
1058-0 |
890-0 |
168-0 |
16.9% |
11-5 |
1.2% |
63% |
False |
False |
5,363 |
| 80 |
1058-0 |
890-0 |
168-0 |
16.9% |
11-6 |
1.2% |
63% |
False |
False |
4,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1051-7 |
|
2.618 |
1033-1 |
|
1.618 |
1021-5 |
|
1.000 |
1014-4 |
|
0.618 |
1010-1 |
|
HIGH |
1003-0 |
|
0.618 |
998-5 |
|
0.500 |
997-2 |
|
0.382 |
995-7 |
|
LOW |
991-4 |
|
0.618 |
984-3 |
|
1.000 |
980-0 |
|
1.618 |
972-7 |
|
2.618 |
961-3 |
|
4.250 |
942-5 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
997-2 |
987-5 |
| PP |
996-5 |
980-1 |
| S1 |
995-7 |
972-4 |
|