CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 16-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
998-0 |
1008-4 |
10-4 |
1.1% |
971-0 |
High |
1005-0 |
1016-0 |
11-0 |
1.1% |
1005-0 |
Low |
992-0 |
1001-0 |
9-0 |
0.9% |
964-0 |
Close |
992-2 |
1015-6 |
23-4 |
2.4% |
992-2 |
Range |
13-0 |
15-0 |
2-0 |
15.4% |
41-0 |
ATR |
20-0 |
20-2 |
0-2 |
1.3% |
0-0 |
Volume |
24,310 |
16,151 |
-8,159 |
-33.6% |
100,413 |
|
Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1055-7 |
1050-7 |
1024-0 |
|
R3 |
1040-7 |
1035-7 |
1019-7 |
|
R2 |
1025-7 |
1025-7 |
1018-4 |
|
R1 |
1020-7 |
1020-7 |
1017-1 |
1023-3 |
PP |
1010-7 |
1010-7 |
1010-7 |
1012-2 |
S1 |
1005-7 |
1005-7 |
1014-3 |
1008-3 |
S2 |
995-7 |
995-7 |
1013-0 |
|
S3 |
980-7 |
990-7 |
1011-5 |
|
S4 |
965-7 |
975-7 |
1007-4 |
|
|
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 |
1016-0 |
964-0 |
52-0 |
5.1% |
17-7 |
1.8% |
100% |
True |
False |
19,670 |
10 |
1024-0 |
960-0 |
64-0 |
6.3% |
19-1 |
1.9% |
87% |
False |
False |
21,293 |
20 |
1025-0 |
960-0 |
65-0 |
6.4% |
18-2 |
1.8% |
86% |
False |
False |
17,257 |
40 |
1025-0 |
890-0 |
135-0 |
13.3% |
14-6 |
1.4% |
93% |
False |
False |
12,871 |
60 |
1025-0 |
890-0 |
135-0 |
13.3% |
13-5 |
1.3% |
93% |
False |
False |
10,453 |
80 |
1058-0 |
890-0 |
168-0 |
16.5% |
13-3 |
1.3% |
75% |
False |
False |
8,805 |
100 |
1058-0 |
890-0 |
168-0 |
16.5% |
13-2 |
1.3% |
75% |
False |
False |
7,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1079-6 |
2.618 |
1055-2 |
1.618 |
1040-2 |
1.000 |
1031-0 |
0.618 |
1025-2 |
HIGH |
1016-0 |
0.618 |
1010-2 |
0.500 |
1008-4 |
0.382 |
1006-6 |
LOW |
1001-0 |
0.618 |
991-6 |
1.000 |
986-0 |
1.618 |
976-6 |
2.618 |
961-6 |
4.250 |
937-2 |
|
|
Fisher Pivots for day following 16-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1013-3 |
1007-7 |
PP |
1010-7 |
999-7 |
S1 |
1008-4 |
992-0 |
|