CME Pit-Traded Soybean Future March 2010
| 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 |
968-0 |
998-0 |
30-0 |
3.1% |
971-0 |
| High |
1000-0 |
1005-0 |
5-0 |
0.5% |
1005-0 |
| Low |
968-0 |
992-0 |
24-0 |
2.5% |
964-0 |
| Close |
995-6 |
992-2 |
-3-4 |
-0.4% |
992-2 |
| Range |
32-0 |
13-0 |
-19-0 |
-59.4% |
41-0 |
| ATR |
20-4 |
20-0 |
-0-4 |
-2.6% |
0-0 |
| Volume |
16,469 |
24,310 |
7,841 |
47.6% |
100,413 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1035-3 |
1026-7 |
999-3 |
|
| R3 |
1022-3 |
1013-7 |
995-7 |
|
| R2 |
1009-3 |
1009-3 |
994-5 |
|
| R1 |
1000-7 |
1000-7 |
993-4 |
998-5 |
| PP |
996-3 |
996-3 |
996-3 |
995-2 |
| S1 |
987-7 |
987-7 |
991-0 |
985-5 |
| S2 |
983-3 |
983-3 |
989-7 |
|
| S3 |
970-3 |
974-7 |
988-5 |
|
| S4 |
957-3 |
961-7 |
985-1 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1110-1 |
1092-1 |
1014-6 |
|
| R3 |
1069-1 |
1051-1 |
1003-4 |
|
| R2 |
1028-1 |
1028-1 |
999-6 |
|
| R1 |
1010-1 |
1010-1 |
996-0 |
1019-1 |
| PP |
987-1 |
987-1 |
987-1 |
991-4 |
| S1 |
969-1 |
969-1 |
988-4 |
978-1 |
| S2 |
946-1 |
946-1 |
984-6 |
|
| S3 |
905-1 |
928-1 |
981-0 |
|
| S4 |
864-1 |
887-1 |
969-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1005-0 |
964-0 |
41-0 |
4.1% |
17-1 |
1.7% |
69% |
True |
False |
20,082 |
| 10 |
1024-0 |
960-0 |
64-0 |
6.4% |
21-3 |
2.2% |
50% |
False |
False |
21,201 |
| 20 |
1025-0 |
960-0 |
65-0 |
6.6% |
18-0 |
1.8% |
50% |
False |
False |
16,803 |
| 40 |
1025-0 |
890-0 |
135-0 |
13.6% |
14-3 |
1.4% |
76% |
False |
False |
12,608 |
| 60 |
1025-0 |
890-0 |
135-0 |
13.6% |
13-6 |
1.4% |
76% |
False |
False |
10,236 |
| 80 |
1058-0 |
890-0 |
168-0 |
16.9% |
13-2 |
1.3% |
61% |
False |
False |
8,622 |
| 100 |
1058-0 |
890-0 |
168-0 |
16.9% |
13-1 |
1.3% |
61% |
False |
False |
7,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1060-2 |
|
2.618 |
1039-0 |
|
1.618 |
1026-0 |
|
1.000 |
1018-0 |
|
0.618 |
1013-0 |
|
HIGH |
1005-0 |
|
0.618 |
1000-0 |
|
0.500 |
998-4 |
|
0.382 |
997-0 |
|
LOW |
992-0 |
|
0.618 |
984-0 |
|
1.000 |
979-0 |
|
1.618 |
971-0 |
|
2.618 |
958-0 |
|
4.250 |
936-6 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
998-4 |
990-3 |
| PP |
996-3 |
988-3 |
| S1 |
994-3 |
986-4 |
|