CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
972-0 |
983-0 |
11-0 |
1.1% |
1015-0 |
| High |
977-4 |
1008-0 |
30-4 |
3.1% |
1015-0 |
| Low |
972-0 |
970-0 |
-2-0 |
-0.2% |
966-0 |
| Close |
975-0 |
1000-0 |
25-0 |
2.6% |
975-0 |
| Range |
5-4 |
38-0 |
32-4 |
590.9% |
49-0 |
| ATR |
17-4 |
19-0 |
1-4 |
8.4% |
0-0 |
| Volume |
15,210 |
15,229 |
19 |
0.1% |
67,311 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1106-5 |
1091-3 |
1020-7 |
|
| R3 |
1068-5 |
1053-3 |
1010-4 |
|
| R2 |
1030-5 |
1030-5 |
1007-0 |
|
| R1 |
1015-3 |
1015-3 |
1003-4 |
1023-0 |
| PP |
992-5 |
992-5 |
992-5 |
996-4 |
| S1 |
977-3 |
977-3 |
996-4 |
985-0 |
| S2 |
954-5 |
954-5 |
993-0 |
|
| S3 |
916-5 |
939-3 |
989-4 |
|
| S4 |
878-5 |
901-3 |
979-1 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1132-3 |
1102-5 |
1002-0 |
|
| R3 |
1083-3 |
1053-5 |
988-4 |
|
| R2 |
1034-3 |
1034-3 |
984-0 |
|
| R1 |
1004-5 |
1004-5 |
979-4 |
995-0 |
| PP |
985-3 |
985-3 |
985-3 |
980-4 |
| S1 |
955-5 |
955-5 |
970-4 |
946-0 |
| S2 |
936-3 |
936-3 |
966-0 |
|
| S3 |
887-3 |
906-5 |
961-4 |
|
| S4 |
838-3 |
857-5 |
948-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1008-0 |
966-0 |
42-0 |
4.2% |
15-2 |
1.5% |
81% |
True |
False |
13,621 |
| 10 |
1025-0 |
966-0 |
59-0 |
5.9% |
17-3 |
1.7% |
58% |
False |
False |
13,222 |
| 20 |
1025-0 |
900-0 |
125-0 |
12.5% |
15-6 |
1.6% |
80% |
False |
False |
12,419 |
| 40 |
1025-0 |
890-0 |
135-0 |
13.5% |
12-6 |
1.3% |
81% |
False |
False |
9,398 |
| 60 |
1058-0 |
890-0 |
168-0 |
16.8% |
12-6 |
1.3% |
65% |
False |
False |
7,550 |
| 80 |
1058-0 |
890-0 |
168-0 |
16.8% |
12-2 |
1.2% |
65% |
False |
False |
6,471 |
| 100 |
1079-4 |
890-0 |
189-4 |
19.0% |
12-0 |
1.2% |
58% |
False |
False |
5,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1169-4 |
|
2.618 |
1107-4 |
|
1.618 |
1069-4 |
|
1.000 |
1046-0 |
|
0.618 |
1031-4 |
|
HIGH |
1008-0 |
|
0.618 |
993-4 |
|
0.500 |
989-0 |
|
0.382 |
984-4 |
|
LOW |
970-0 |
|
0.618 |
946-4 |
|
1.000 |
932-0 |
|
1.618 |
908-4 |
|
2.618 |
870-4 |
|
4.250 |
808-4 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
996-3 |
996-3 |
| PP |
992-5 |
992-5 |
| S1 |
989-0 |
989-0 |
|