CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1000-0 |
992-0 |
-8-0 |
-0.8% |
890-0 |
| High |
1005-0 |
992-0 |
-13-0 |
-1.3% |
970-0 |
| Low |
995-0 |
982-0 |
-13-0 |
-1.3% |
890-0 |
| Close |
999-0 |
990-2 |
-8-6 |
-0.9% |
968-0 |
| Range |
10-0 |
10-0 |
0-0 |
0.0% |
80-0 |
| ATR |
17-5 |
17-5 |
0-0 |
-0.3% |
0-0 |
| Volume |
14,589 |
12,275 |
-2,314 |
-15.9% |
56,504 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1018-1 |
1014-1 |
995-6 |
|
| R3 |
1008-1 |
1004-1 |
993-0 |
|
| R2 |
998-1 |
998-1 |
992-1 |
|
| R1 |
994-1 |
994-1 |
991-1 |
991-1 |
| PP |
988-1 |
988-1 |
988-1 |
986-4 |
| S1 |
984-1 |
984-1 |
989-3 |
981-1 |
| S2 |
978-1 |
978-1 |
988-3 |
|
| S3 |
968-1 |
974-1 |
987-4 |
|
| S4 |
958-1 |
964-1 |
984-6 |
|
|
| 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 |
1005-0 |
942-0 |
63-0 |
6.4% |
14-7 |
1.5% |
77% |
False |
False |
12,089 |
| 10 |
1005-0 |
890-0 |
115-0 |
11.6% |
14-6 |
1.5% |
87% |
False |
False |
11,498 |
| 20 |
1005-0 |
890-0 |
115-0 |
11.6% |
11-0 |
1.1% |
87% |
False |
False |
8,252 |
| 40 |
1012-0 |
890-0 |
122-0 |
12.3% |
11-5 |
1.2% |
82% |
False |
False |
6,777 |
| 60 |
1058-0 |
890-0 |
168-0 |
17.0% |
11-5 |
1.2% |
60% |
False |
False |
5,745 |
| 80 |
1058-0 |
890-0 |
168-0 |
17.0% |
11-7 |
1.2% |
60% |
False |
False |
4,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1034-4 |
|
2.618 |
1018-1 |
|
1.618 |
1008-1 |
|
1.000 |
1002-0 |
|
0.618 |
998-1 |
|
HIGH |
992-0 |
|
0.618 |
988-1 |
|
0.500 |
987-0 |
|
0.382 |
985-7 |
|
LOW |
982-0 |
|
0.618 |
975-7 |
|
1.000 |
972-0 |
|
1.618 |
965-7 |
|
2.618 |
955-7 |
|
4.250 |
939-4 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
989-1 |
993-4 |
| PP |
988-1 |
992-3 |
| S1 |
987-0 |
991-3 |
|