CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
960-0 |
957-0 |
-3-0 |
-0.3% |
986-0 |
| High |
975-0 |
963-0 |
-12-0 |
-1.2% |
1018-0 |
| Low |
958-0 |
946-4 |
-11-4 |
-1.2% |
948-0 |
| Close |
964-2 |
961-4 |
-2-6 |
-0.3% |
948-0 |
| Range |
17-0 |
16-4 |
-0-4 |
-2.9% |
70-0 |
| ATR |
23-1 |
22-6 |
-0-3 |
-1.7% |
0-0 |
| Volume |
9,260 |
9,342 |
82 |
0.9% |
134,961 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1006-4 |
1000-4 |
970-5 |
|
| R3 |
990-0 |
984-0 |
966-0 |
|
| R2 |
973-4 |
973-4 |
964-4 |
|
| R1 |
967-4 |
967-4 |
963-0 |
970-4 |
| PP |
957-0 |
957-0 |
957-0 |
958-4 |
| S1 |
951-0 |
951-0 |
960-0 |
954-0 |
| S2 |
940-4 |
940-4 |
958-4 |
|
| S3 |
924-0 |
934-4 |
957-0 |
|
| S4 |
907-4 |
918-0 |
952-3 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1181-3 |
1134-5 |
986-4 |
|
| R3 |
1111-3 |
1064-5 |
967-2 |
|
| R2 |
1041-3 |
1041-3 |
960-7 |
|
| R1 |
994-5 |
994-5 |
954-3 |
983-0 |
| PP |
971-3 |
971-3 |
971-3 |
965-4 |
| S1 |
924-5 |
924-5 |
941-5 |
913-0 |
| S2 |
901-3 |
901-3 |
935-1 |
|
| S3 |
831-3 |
854-5 |
928-6 |
|
| S4 |
761-3 |
784-5 |
909-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1016-0 |
946-4 |
69-4 |
7.2% |
19-4 |
2.0% |
22% |
False |
True |
16,171 |
| 10 |
1018-0 |
946-4 |
71-4 |
7.4% |
20-0 |
2.1% |
21% |
False |
True |
42,791 |
| 20 |
1025-4 |
946-4 |
79-0 |
8.2% |
19-6 |
2.1% |
19% |
False |
True |
72,923 |
| 40 |
1025-4 |
879-0 |
146-4 |
15.2% |
19-6 |
2.1% |
56% |
False |
False |
79,845 |
| 60 |
1025-4 |
879-0 |
146-4 |
15.2% |
19-7 |
2.1% |
56% |
False |
False |
79,455 |
| 80 |
1063-0 |
879-0 |
184-0 |
19.1% |
20-5 |
2.1% |
45% |
False |
False |
79,115 |
| 100 |
1063-0 |
879-0 |
184-0 |
19.1% |
21-5 |
2.3% |
45% |
False |
False |
78,410 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.9% |
21-0 |
2.2% |
38% |
False |
False |
72,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1033-1 |
|
2.618 |
1006-2 |
|
1.618 |
989-6 |
|
1.000 |
979-4 |
|
0.618 |
973-2 |
|
HIGH |
963-0 |
|
0.618 |
956-6 |
|
0.500 |
954-6 |
|
0.382 |
952-6 |
|
LOW |
946-4 |
|
0.618 |
936-2 |
|
1.000 |
930-0 |
|
1.618 |
919-6 |
|
2.618 |
903-2 |
|
4.250 |
876-3 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
959-2 |
961-2 |
| PP |
957-0 |
961-0 |
| S1 |
954-6 |
960-6 |
|