CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
992-0 |
990-0 |
-2-0 |
-0.2% |
986-0 |
| High |
992-0 |
993-0 |
1-0 |
0.1% |
1005-0 |
| Low |
982-0 |
984-0 |
2-0 |
0.2% |
982-0 |
| Close |
990-2 |
985-2 |
-5-0 |
-0.5% |
985-2 |
| Range |
10-0 |
9-0 |
-1-0 |
-10.0% |
23-0 |
| ATR |
17-5 |
17-0 |
-0-5 |
-3.5% |
0-0 |
| Volume |
12,275 |
10,558 |
-1,717 |
-14.0% |
62,053 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1014-3 |
1008-7 |
990-2 |
|
| R3 |
1005-3 |
999-7 |
987-6 |
|
| R2 |
996-3 |
996-3 |
986-7 |
|
| R1 |
990-7 |
990-7 |
986-1 |
989-1 |
| PP |
987-3 |
987-3 |
987-3 |
986-4 |
| S1 |
981-7 |
981-7 |
984-3 |
980-1 |
| S2 |
978-3 |
978-3 |
983-5 |
|
| S3 |
969-3 |
972-7 |
982-6 |
|
| S4 |
960-3 |
963-7 |
980-2 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1059-6 |
1045-4 |
997-7 |
|
| R3 |
1036-6 |
1022-4 |
991-5 |
|
| R2 |
1013-6 |
1013-6 |
989-4 |
|
| R1 |
999-4 |
999-4 |
987-3 |
995-1 |
| PP |
990-6 |
990-6 |
990-6 |
988-4 |
| S1 |
976-4 |
976-4 |
983-1 |
972-1 |
| S2 |
967-6 |
967-6 |
981-0 |
|
| S3 |
944-6 |
953-4 |
978-7 |
|
| S4 |
921-6 |
930-4 |
972-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1005-0 |
982-0 |
23-0 |
2.3% |
11-1 |
1.1% |
14% |
False |
False |
12,410 |
| 10 |
1005-0 |
890-0 |
115-0 |
11.7% |
14-5 |
1.5% |
83% |
False |
False |
11,855 |
| 20 |
1005-0 |
890-0 |
115-0 |
11.7% |
10-6 |
1.1% |
83% |
False |
False |
8,413 |
| 40 |
1012-0 |
890-0 |
122-0 |
12.4% |
11-5 |
1.2% |
78% |
False |
False |
6,953 |
| 60 |
1058-0 |
890-0 |
168-0 |
17.1% |
11-5 |
1.2% |
57% |
False |
False |
5,894 |
| 80 |
1058-0 |
890-0 |
168-0 |
17.1% |
11-7 |
1.2% |
57% |
False |
False |
5,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1031-2 |
|
2.618 |
1016-4 |
|
1.618 |
1007-4 |
|
1.000 |
1002-0 |
|
0.618 |
998-4 |
|
HIGH |
993-0 |
|
0.618 |
989-4 |
|
0.500 |
988-4 |
|
0.382 |
987-4 |
|
LOW |
984-0 |
|
0.618 |
978-4 |
|
1.000 |
975-0 |
|
1.618 |
969-4 |
|
2.618 |
960-4 |
|
4.250 |
945-6 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
988-4 |
993-4 |
| PP |
987-3 |
990-6 |
| S1 |
986-3 |
988-0 |
|