CME Pit-Traded Soybean Future March 2010
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 |
971-0 |
968-0 |
-3-0 |
-0.3% |
983-0 |
High |
981-0 |
979-0 |
-2-0 |
-0.2% |
1024-0 |
Low |
970-0 |
964-0 |
-6-0 |
-0.6% |
960-0 |
Close |
978-0 |
974-0 |
-4-0 |
-0.4% |
960-2 |
Range |
11-0 |
15-0 |
4-0 |
36.4% |
64-0 |
ATR |
20-2 |
19-7 |
-0-3 |
-1.9% |
0-0 |
Volume |
18,211 |
20,332 |
2,121 |
11.6% |
111,597 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1017-3 |
1010-5 |
982-2 |
|
R3 |
1002-3 |
995-5 |
978-1 |
|
R2 |
987-3 |
987-3 |
976-6 |
|
R1 |
980-5 |
980-5 |
975-3 |
984-0 |
PP |
972-3 |
972-3 |
972-3 |
974-0 |
S1 |
965-5 |
965-5 |
972-5 |
969-0 |
S2 |
957-3 |
957-3 |
971-2 |
|
S3 |
942-3 |
950-5 |
969-7 |
|
S4 |
927-3 |
935-5 |
965-6 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1173-3 |
1130-7 |
995-4 |
|
R3 |
1109-3 |
1066-7 |
977-7 |
|
R2 |
1045-3 |
1045-3 |
972-0 |
|
R1 |
1002-7 |
1002-7 |
966-1 |
992-1 |
PP |
981-3 |
981-3 |
981-3 |
976-0 |
S1 |
938-7 |
938-7 |
954-3 |
928-1 |
S2 |
917-3 |
917-3 |
948-4 |
|
S3 |
853-3 |
874-7 |
942-5 |
|
S4 |
789-3 |
810-7 |
925-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1024-0 |
960-0 |
64-0 |
6.6% |
16-6 |
1.7% |
22% |
False |
False |
21,389 |
10 |
1024-0 |
960-0 |
64-0 |
6.6% |
18-0 |
1.9% |
22% |
False |
False |
19,469 |
20 |
1025-0 |
960-0 |
65-0 |
6.7% |
16-3 |
1.7% |
22% |
False |
False |
15,581 |
40 |
1025-0 |
890-0 |
135-0 |
13.9% |
13-6 |
1.4% |
62% |
False |
False |
11,655 |
60 |
1025-0 |
890-0 |
135-0 |
13.9% |
13-1 |
1.3% |
62% |
False |
False |
9,392 |
80 |
1058-0 |
890-0 |
168-0 |
17.2% |
12-7 |
1.3% |
50% |
False |
False |
7,917 |
100 |
1058-0 |
890-0 |
168-0 |
17.2% |
12-6 |
1.3% |
50% |
False |
False |
6,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1042-6 |
2.618 |
1018-2 |
1.618 |
1003-2 |
1.000 |
994-0 |
0.618 |
988-2 |
HIGH |
979-0 |
0.618 |
973-2 |
0.500 |
971-4 |
0.382 |
969-6 |
LOW |
964-0 |
0.618 |
954-6 |
1.000 |
949-0 |
1.618 |
939-6 |
2.618 |
924-6 |
4.250 |
900-2 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
973-1 |
972-7 |
PP |
972-3 |
971-5 |
S1 |
971-4 |
970-4 |
|