CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
994-0 |
993-0 |
-1-0 |
-0.1% |
986-0 |
| High |
1003-0 |
1000-0 |
-3-0 |
-0.3% |
1005-0 |
| Low |
994-0 |
986-0 |
-8-0 |
-0.8% |
982-0 |
| Close |
1003-0 |
986-2 |
-16-6 |
-1.7% |
985-2 |
| Range |
9-0 |
14-0 |
5-0 |
55.6% |
23-0 |
| ATR |
17-1 |
17-0 |
0-0 |
0.0% |
0-0 |
| Volume |
7,064 |
8,445 |
1,381 |
19.5% |
62,053 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1032-6 |
1023-4 |
994-0 |
|
| R3 |
1018-6 |
1009-4 |
990-1 |
|
| R2 |
1004-6 |
1004-6 |
988-7 |
|
| R1 |
995-4 |
995-4 |
987-4 |
993-1 |
| PP |
990-6 |
990-6 |
990-6 |
989-4 |
| S1 |
981-4 |
981-4 |
985-0 |
979-1 |
| S2 |
976-6 |
976-6 |
983-5 |
|
| S3 |
962-6 |
967-4 |
982-3 |
|
| S4 |
948-6 |
953-4 |
978-4 |
|
|
| 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% |
10-3 |
1.1% |
18% |
False |
False |
10,586 |
| 10 |
1005-0 |
911-4 |
93-4 |
9.5% |
13-6 |
1.4% |
80% |
False |
False |
10,935 |
| 20 |
1005-0 |
890-0 |
115-0 |
11.7% |
11-3 |
1.2% |
84% |
False |
False |
8,618 |
| 40 |
1012-0 |
890-0 |
122-0 |
12.4% |
11-3 |
1.2% |
79% |
False |
False |
7,149 |
| 60 |
1058-0 |
890-0 |
168-0 |
17.0% |
11-7 |
1.2% |
57% |
False |
False |
6,100 |
| 80 |
1058-0 |
890-0 |
168-0 |
17.0% |
12-1 |
1.2% |
57% |
False |
False |
5,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1059-4 |
|
2.618 |
1036-5 |
|
1.618 |
1022-5 |
|
1.000 |
1014-0 |
|
0.618 |
1008-5 |
|
HIGH |
1000-0 |
|
0.618 |
994-5 |
|
0.500 |
993-0 |
|
0.382 |
991-3 |
|
LOW |
986-0 |
|
0.618 |
977-3 |
|
1.000 |
972-0 |
|
1.618 |
963-3 |
|
2.618 |
949-3 |
|
4.250 |
926-4 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
993-0 |
993-4 |
| PP |
990-6 |
991-1 |
| S1 |
988-4 |
988-5 |
|