CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1047-0 |
1030-0 |
-17-0 |
-1.6% |
971-0 |
| High |
1053-0 |
1053-0 |
0-0 |
0.0% |
1005-0 |
| Low |
1031-0 |
1030-0 |
-1-0 |
-0.1% |
964-0 |
| Close |
1033-2 |
1044-6 |
11-4 |
1.1% |
992-2 |
| Range |
22-0 |
23-0 |
1-0 |
4.5% |
41-0 |
| ATR |
20-6 |
21-0 |
0-1 |
0.8% |
0-0 |
| Volume |
22,525 |
26,073 |
3,548 |
15.8% |
100,413 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1111-5 |
1101-1 |
1057-3 |
|
| R3 |
1088-5 |
1078-1 |
1051-1 |
|
| R2 |
1065-5 |
1065-5 |
1049-0 |
|
| R1 |
1055-1 |
1055-1 |
1046-7 |
1060-3 |
| PP |
1042-5 |
1042-5 |
1042-5 |
1045-2 |
| S1 |
1032-1 |
1032-1 |
1042-5 |
1037-3 |
| S2 |
1019-5 |
1019-5 |
1040-4 |
|
| S3 |
996-5 |
1009-1 |
1038-3 |
|
| S4 |
973-5 |
986-1 |
1032-1 |
|
|
| 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 |
1053-0 |
992-0 |
61-0 |
5.8% |
19-7 |
1.9% |
86% |
True |
False |
21,707 |
| 10 |
1053-0 |
960-0 |
93-0 |
8.9% |
18-6 |
1.8% |
91% |
True |
False |
20,776 |
| 20 |
1053-0 |
960-0 |
93-0 |
8.9% |
19-5 |
1.9% |
91% |
True |
False |
19,138 |
| 40 |
1053-0 |
890-0 |
163-0 |
15.6% |
15-7 |
1.5% |
95% |
True |
False |
14,154 |
| 60 |
1053-0 |
890-0 |
163-0 |
15.6% |
14-2 |
1.4% |
95% |
True |
False |
11,394 |
| 80 |
1058-0 |
890-0 |
168-0 |
16.1% |
14-1 |
1.4% |
92% |
False |
False |
9,572 |
| 100 |
1058-0 |
890-0 |
168-0 |
16.1% |
13-5 |
1.3% |
92% |
False |
False |
8,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1150-6 |
|
2.618 |
1113-2 |
|
1.618 |
1090-2 |
|
1.000 |
1076-0 |
|
0.618 |
1067-2 |
|
HIGH |
1053-0 |
|
0.618 |
1044-2 |
|
0.500 |
1041-4 |
|
0.382 |
1038-6 |
|
LOW |
1030-0 |
|
0.618 |
1015-6 |
|
1.000 |
1007-0 |
|
1.618 |
992-6 |
|
2.618 |
969-6 |
|
4.250 |
932-2 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1043-5 |
1040-3 |
| PP |
1042-5 |
1035-7 |
| S1 |
1041-4 |
1031-4 |
|