CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
983-4 |
968-0 |
-15-4 |
-1.6% |
983-0 |
High |
990-0 |
1000-0 |
10-0 |
1.0% |
1024-0 |
Low |
975-4 |
968-0 |
-7-4 |
-0.8% |
960-0 |
Close |
979-0 |
995-6 |
16-6 |
1.7% |
960-2 |
Range |
14-4 |
32-0 |
17-4 |
120.7% |
64-0 |
ATR |
19-5 |
20-4 |
0-7 |
4.5% |
0-0 |
Volume |
21,091 |
16,469 |
-4,622 |
-21.9% |
111,597 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1083-7 |
1071-7 |
1013-3 |
|
R3 |
1051-7 |
1039-7 |
1004-4 |
|
R2 |
1019-7 |
1019-7 |
1001-5 |
|
R1 |
1007-7 |
1007-7 |
998-5 |
1013-7 |
PP |
987-7 |
987-7 |
987-7 |
991-0 |
S1 |
975-7 |
975-7 |
992-7 |
981-7 |
S2 |
955-7 |
955-7 |
989-7 |
|
S3 |
923-7 |
943-7 |
987-0 |
|
S4 |
891-7 |
911-7 |
978-1 |
|
|
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 |
1000-0 |
960-0 |
40-0 |
4.0% |
17-4 |
1.8% |
89% |
True |
False |
19,844 |
10 |
1024-0 |
960-0 |
64-0 |
6.4% |
20-5 |
2.1% |
56% |
False |
False |
20,291 |
20 |
1025-0 |
960-0 |
65-0 |
6.5% |
17-6 |
1.8% |
55% |
False |
False |
16,115 |
40 |
1025-0 |
890-0 |
135-0 |
13.6% |
14-3 |
1.4% |
78% |
False |
False |
12,184 |
60 |
1025-0 |
890-0 |
135-0 |
13.6% |
13-5 |
1.4% |
78% |
False |
False |
9,890 |
80 |
1058-0 |
890-0 |
168-0 |
16.9% |
13-1 |
1.3% |
63% |
False |
False |
8,338 |
100 |
1058-0 |
890-0 |
168-0 |
16.9% |
13-0 |
1.3% |
63% |
False |
False |
7,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1136-0 |
2.618 |
1083-6 |
1.618 |
1051-6 |
1.000 |
1032-0 |
0.618 |
1019-6 |
HIGH |
1000-0 |
0.618 |
987-6 |
0.500 |
984-0 |
0.382 |
980-2 |
LOW |
968-0 |
0.618 |
948-2 |
1.000 |
936-0 |
1.618 |
916-2 |
2.618 |
884-2 |
4.250 |
832-0 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
991-7 |
991-1 |
PP |
987-7 |
986-5 |
S1 |
984-0 |
982-0 |
|