CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
956-0 |
989-0 |
33-0 |
3.5% |
960-0 |
| High |
987-0 |
999-0 |
12-0 |
1.2% |
999-0 |
| Low |
956-0 |
984-0 |
28-0 |
2.9% |
946-4 |
| Close |
982-2 |
984-0 |
1-6 |
0.2% |
984-0 |
| Range |
31-0 |
15-0 |
-16-0 |
-51.6% |
52-4 |
| ATR |
23-0 |
22-5 |
-0-4 |
-1.9% |
0-0 |
| Volume |
4,780 |
1,979 |
-2,801 |
-58.6% |
31,110 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1034-0 |
1024-0 |
992-2 |
|
| R3 |
1019-0 |
1009-0 |
988-1 |
|
| R2 |
1004-0 |
1004-0 |
986-6 |
|
| R1 |
994-0 |
994-0 |
985-3 |
991-4 |
| PP |
989-0 |
989-0 |
989-0 |
987-6 |
| S1 |
979-0 |
979-0 |
982-5 |
976-4 |
| S2 |
974-0 |
974-0 |
981-2 |
|
| S3 |
959-0 |
964-0 |
979-7 |
|
| S4 |
944-0 |
949-0 |
975-6 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1134-0 |
1111-4 |
1012-7 |
|
| R3 |
1081-4 |
1059-0 |
998-4 |
|
| R2 |
1029-0 |
1029-0 |
993-5 |
|
| R1 |
1006-4 |
1006-4 |
988-6 |
1017-6 |
| PP |
976-4 |
976-4 |
976-4 |
982-1 |
| S1 |
954-0 |
954-0 |
979-2 |
965-2 |
| S2 |
924-0 |
924-0 |
974-3 |
|
| S3 |
871-4 |
901-4 |
969-4 |
|
| S4 |
819-0 |
849-0 |
955-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
999-0 |
946-4 |
52-4 |
5.3% |
19-5 |
2.0% |
71% |
True |
False |
6,222 |
| 10 |
1018-0 |
946-4 |
71-4 |
7.3% |
21-6 |
2.2% |
52% |
False |
False |
16,607 |
| 20 |
1025-4 |
946-4 |
79-0 |
8.0% |
20-4 |
2.1% |
47% |
False |
False |
56,786 |
| 40 |
1025-4 |
879-0 |
146-4 |
14.9% |
19-7 |
2.0% |
72% |
False |
False |
72,522 |
| 60 |
1025-4 |
879-0 |
146-4 |
14.9% |
20-3 |
2.1% |
72% |
False |
False |
75,638 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.7% |
20-5 |
2.1% |
57% |
False |
False |
76,800 |
| 100 |
1063-0 |
879-0 |
184-0 |
18.7% |
21-6 |
2.2% |
57% |
False |
False |
76,932 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.4% |
21-2 |
2.2% |
48% |
False |
False |
71,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1062-6 |
|
2.618 |
1038-2 |
|
1.618 |
1023-2 |
|
1.000 |
1014-0 |
|
0.618 |
1008-2 |
|
HIGH |
999-0 |
|
0.618 |
993-2 |
|
0.500 |
991-4 |
|
0.382 |
989-6 |
|
LOW |
984-0 |
|
0.618 |
974-6 |
|
1.000 |
969-0 |
|
1.618 |
959-6 |
|
2.618 |
944-6 |
|
4.250 |
920-2 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
991-4 |
981-7 |
| PP |
989-0 |
979-5 |
| S1 |
986-4 |
977-4 |
|