CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1059-0 |
1042-0 |
-17-0 |
-1.6% |
1067-0 |
| High |
1060-0 |
1061-0 |
1-0 |
0.1% |
1071-0 |
| Low |
1041-0 |
1042-0 |
1-0 |
0.1% |
1039-0 |
| Close |
1060-6 |
1058-6 |
-2-0 |
-0.2% |
1058-6 |
| Range |
19-0 |
19-0 |
0-0 |
0.0% |
32-0 |
| ATR |
20-2 |
20-1 |
-0-1 |
-0.4% |
0-0 |
| Volume |
25,462 |
25,911 |
449 |
1.8% |
99,516 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1110-7 |
1103-7 |
1069-2 |
|
| R3 |
1091-7 |
1084-7 |
1064-0 |
|
| R2 |
1072-7 |
1072-7 |
1062-2 |
|
| R1 |
1065-7 |
1065-7 |
1060-4 |
1069-3 |
| PP |
1053-7 |
1053-7 |
1053-7 |
1055-6 |
| S1 |
1046-7 |
1046-7 |
1057-0 |
1050-3 |
| S2 |
1034-7 |
1034-7 |
1055-2 |
|
| S3 |
1015-7 |
1027-7 |
1053-4 |
|
| S4 |
996-7 |
1008-7 |
1048-2 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1152-2 |
1137-4 |
1076-3 |
|
| R3 |
1120-2 |
1105-4 |
1067-4 |
|
| R2 |
1088-2 |
1088-2 |
1064-5 |
|
| R1 |
1073-4 |
1073-4 |
1061-5 |
1064-7 |
| PP |
1056-2 |
1056-2 |
1056-2 |
1052-0 |
| S1 |
1041-4 |
1041-4 |
1055-7 |
1032-7 |
| S2 |
1024-2 |
1024-2 |
1052-7 |
|
| S3 |
992-2 |
1009-4 |
1050-0 |
|
| S4 |
960-2 |
977-4 |
1041-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1071-0 |
1039-0 |
32-0 |
3.0% |
18-2 |
1.7% |
62% |
False |
False |
24,306 |
| 10 |
1071-0 |
992-0 |
79-0 |
7.5% |
19-0 |
1.8% |
84% |
False |
False |
23,007 |
| 20 |
1071-0 |
960-0 |
111-0 |
10.5% |
19-7 |
1.9% |
89% |
False |
False |
21,649 |
| 40 |
1071-0 |
890-0 |
181-0 |
17.1% |
17-2 |
1.6% |
93% |
False |
False |
16,684 |
| 60 |
1071-0 |
890-0 |
181-0 |
17.1% |
14-6 |
1.4% |
93% |
False |
False |
13,140 |
| 80 |
1071-0 |
890-0 |
181-0 |
17.1% |
14-2 |
1.4% |
93% |
False |
False |
10,793 |
| 100 |
1071-0 |
890-0 |
181-0 |
17.1% |
13-4 |
1.3% |
93% |
False |
False |
9,267 |
| 120 |
1098-0 |
890-0 |
208-0 |
19.6% |
13-1 |
1.2% |
81% |
False |
False |
8,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1141-6 |
|
2.618 |
1110-6 |
|
1.618 |
1091-6 |
|
1.000 |
1080-0 |
|
0.618 |
1072-6 |
|
HIGH |
1061-0 |
|
0.618 |
1053-6 |
|
0.500 |
1051-4 |
|
0.382 |
1049-2 |
|
LOW |
1042-0 |
|
0.618 |
1030-2 |
|
1.000 |
1023-0 |
|
1.618 |
1011-2 |
|
2.618 |
992-2 |
|
4.250 |
961-2 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1056-3 |
1055-7 |
| PP |
1053-7 |
1052-7 |
| S1 |
1051-4 |
1050-0 |
|