CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
957-0 |
972-0 |
15-0 |
1.6% |
986-0 |
High |
963-0 |
976-0 |
13-0 |
1.3% |
1018-0 |
Low |
946-4 |
957-4 |
11-0 |
1.2% |
948-0 |
Close |
961-4 |
963-6 |
2-2 |
0.2% |
948-0 |
Range |
16-4 |
18-4 |
2-0 |
12.1% |
70-0 |
ATR |
22-6 |
22-3 |
-0-2 |
-1.3% |
0-0 |
Volume |
9,342 |
5,749 |
-3,593 |
-38.5% |
134,961 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1021-2 |
1011-0 |
973-7 |
|
R3 |
1002-6 |
992-4 |
968-7 |
|
R2 |
984-2 |
984-2 |
967-1 |
|
R1 |
974-0 |
974-0 |
965-4 |
969-7 |
PP |
965-6 |
965-6 |
965-6 |
963-6 |
S1 |
955-4 |
955-4 |
962-0 |
951-3 |
S2 |
947-2 |
947-2 |
960-3 |
|
S3 |
928-6 |
937-0 |
958-5 |
|
S4 |
910-2 |
918-4 |
953-5 |
|
|
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 |
990-0 |
946-4 |
43-4 |
4.5% |
18-5 |
1.9% |
40% |
False |
False |
11,337 |
10 |
1018-0 |
946-4 |
71-4 |
7.4% |
20-5 |
2.1% |
24% |
False |
False |
32,522 |
20 |
1025-4 |
946-4 |
79-0 |
8.2% |
19-5 |
2.0% |
22% |
False |
False |
66,886 |
40 |
1025-4 |
879-0 |
146-4 |
15.2% |
19-5 |
2.0% |
58% |
False |
False |
76,586 |
60 |
1025-4 |
879-0 |
146-4 |
15.2% |
20-0 |
2.1% |
58% |
False |
False |
77,981 |
80 |
1063-0 |
879-0 |
184-0 |
19.1% |
20-4 |
2.1% |
46% |
False |
False |
78,415 |
100 |
1063-0 |
879-0 |
184-0 |
19.1% |
21-5 |
2.2% |
46% |
False |
False |
78,012 |
120 |
1099-0 |
879-0 |
220-0 |
22.8% |
21-1 |
2.2% |
39% |
False |
False |
72,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1054-5 |
2.618 |
1024-3 |
1.618 |
1005-7 |
1.000 |
994-4 |
0.618 |
987-3 |
HIGH |
976-0 |
0.618 |
968-7 |
0.500 |
966-6 |
0.382 |
964-5 |
LOW |
957-4 |
0.618 |
946-1 |
1.000 |
939-0 |
1.618 |
927-5 |
2.618 |
909-1 |
4.250 |
878-7 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
966-6 |
962-7 |
PP |
965-6 |
962-1 |
S1 |
964-6 |
961-2 |
|