CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
983-0 |
989-0 |
6-0 |
0.6% |
1015-0 |
| High |
1008-0 |
1022-0 |
14-0 |
1.4% |
1015-0 |
| Low |
970-0 |
989-0 |
19-0 |
2.0% |
966-0 |
| Close |
1000-0 |
1013-4 |
13-4 |
1.4% |
975-0 |
| Range |
38-0 |
33-0 |
-5-0 |
-13.2% |
49-0 |
| ATR |
19-0 |
20-0 |
1-0 |
5.3% |
0-0 |
| Volume |
15,229 |
27,962 |
12,733 |
83.6% |
67,311 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1107-1 |
1093-3 |
1031-5 |
|
| R3 |
1074-1 |
1060-3 |
1022-5 |
|
| R2 |
1041-1 |
1041-1 |
1019-4 |
|
| R1 |
1027-3 |
1027-3 |
1016-4 |
1034-2 |
| PP |
1008-1 |
1008-1 |
1008-1 |
1011-5 |
| S1 |
994-3 |
994-3 |
1010-4 |
1001-2 |
| S2 |
975-1 |
975-1 |
1007-4 |
|
| S3 |
942-1 |
961-3 |
1004-3 |
|
| S4 |
909-1 |
928-3 |
995-3 |
|
|
| 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 |
1022-0 |
966-0 |
56-0 |
5.5% |
19-3 |
1.9% |
85% |
True |
False |
17,548 |
| 10 |
1025-0 |
966-0 |
59-0 |
5.8% |
19-2 |
1.9% |
81% |
False |
False |
15,174 |
| 20 |
1025-0 |
911-4 |
113-4 |
11.2% |
16-4 |
1.6% |
90% |
False |
False |
13,054 |
| 40 |
1025-0 |
890-0 |
135-0 |
13.3% |
13-3 |
1.3% |
91% |
False |
False |
9,941 |
| 60 |
1058-0 |
890-0 |
168-0 |
16.6% |
13-2 |
1.3% |
74% |
False |
False |
7,964 |
| 80 |
1058-0 |
890-0 |
168-0 |
16.6% |
12-4 |
1.2% |
74% |
False |
False |
6,776 |
| 100 |
1058-0 |
890-0 |
168-0 |
16.6% |
12-2 |
1.2% |
74% |
False |
False |
5,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1162-2 |
|
2.618 |
1108-3 |
|
1.618 |
1075-3 |
|
1.000 |
1055-0 |
|
0.618 |
1042-3 |
|
HIGH |
1022-0 |
|
0.618 |
1009-3 |
|
0.500 |
1005-4 |
|
0.382 |
1001-5 |
|
LOW |
989-0 |
|
0.618 |
968-5 |
|
1.000 |
956-0 |
|
1.618 |
935-5 |
|
2.618 |
902-5 |
|
4.250 |
848-6 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1010-7 |
1007-5 |
| PP |
1008-1 |
1001-7 |
| S1 |
1005-4 |
996-0 |
|