CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
990-0 |
994-0 |
4-0 |
0.4% |
986-0 |
| High |
993-0 |
1003-0 |
10-0 |
1.0% |
1005-0 |
| Low |
984-0 |
994-0 |
10-0 |
1.0% |
982-0 |
| Close |
985-2 |
1003-0 |
17-6 |
1.8% |
985-2 |
| Range |
9-0 |
9-0 |
0-0 |
0.0% |
23-0 |
| ATR |
17-0 |
17-1 |
0-0 |
0.3% |
0-0 |
| Volume |
10,558 |
7,064 |
-3,494 |
-33.1% |
62,053 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1027-0 |
1024-0 |
1008-0 |
|
| R3 |
1018-0 |
1015-0 |
1005-4 |
|
| R2 |
1009-0 |
1009-0 |
1004-5 |
|
| R1 |
1006-0 |
1006-0 |
1003-7 |
1007-4 |
| PP |
1000-0 |
1000-0 |
1000-0 |
1000-6 |
| S1 |
997-0 |
997-0 |
1002-1 |
998-4 |
| S2 |
991-0 |
991-0 |
1001-3 |
|
| S3 |
982-0 |
988-0 |
1000-4 |
|
| S4 |
973-0 |
979-0 |
998-0 |
|
|
| 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% |
9-7 |
1.0% |
91% |
False |
False |
11,258 |
| 10 |
1005-0 |
900-0 |
105-0 |
10.5% |
14-0 |
1.4% |
98% |
False |
False |
11,616 |
| 20 |
1005-0 |
890-0 |
115-0 |
11.5% |
11-1 |
1.1% |
98% |
False |
False |
8,485 |
| 40 |
1012-0 |
890-0 |
122-0 |
12.2% |
11-3 |
1.1% |
93% |
False |
False |
7,051 |
| 60 |
1058-0 |
890-0 |
168-0 |
16.7% |
11-6 |
1.2% |
67% |
False |
False |
5,987 |
| 80 |
1058-0 |
890-0 |
168-0 |
16.7% |
12-0 |
1.2% |
67% |
False |
False |
5,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1041-2 |
|
2.618 |
1026-4 |
|
1.618 |
1017-4 |
|
1.000 |
1012-0 |
|
0.618 |
1008-4 |
|
HIGH |
1003-0 |
|
0.618 |
999-4 |
|
0.500 |
998-4 |
|
0.382 |
997-4 |
|
LOW |
994-0 |
|
0.618 |
988-4 |
|
1.000 |
985-0 |
|
1.618 |
979-4 |
|
2.618 |
970-4 |
|
4.250 |
955-6 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1001-4 |
999-4 |
| PP |
1000-0 |
996-0 |
| S1 |
998-4 |
992-4 |
|