CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1010-0 |
1012-0 |
2-0 |
0.2% |
973-0 |
| High |
1018-0 |
1039-0 |
21-0 |
2.1% |
1013-0 |
| Low |
1008-0 |
1012-0 |
4-0 |
0.4% |
962-0 |
| Close |
1018-2 |
1038-0 |
19-6 |
1.9% |
995-6 |
| Range |
10-0 |
27-0 |
17-0 |
170.0% |
51-0 |
| ATR |
|
|
|
|
|
| Volume |
6,678 |
7,110 |
432 |
6.5% |
40,940 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1110-5 |
1101-3 |
1052-7 |
|
| R3 |
1083-5 |
1074-3 |
1045-3 |
|
| R2 |
1056-5 |
1056-5 |
1043-0 |
|
| R1 |
1047-3 |
1047-3 |
1040-4 |
1052-0 |
| PP |
1029-5 |
1029-5 |
1029-5 |
1032-0 |
| S1 |
1020-3 |
1020-3 |
1035-4 |
1025-0 |
| S2 |
1002-5 |
1002-5 |
1033-0 |
|
| S3 |
975-5 |
993-3 |
1030-5 |
|
| S4 |
948-5 |
966-3 |
1023-1 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1143-2 |
1120-4 |
1023-6 |
|
| R3 |
1092-2 |
1069-4 |
1009-6 |
|
| R2 |
1041-2 |
1041-2 |
1005-1 |
|
| R1 |
1018-4 |
1018-4 |
1000-3 |
1029-7 |
| PP |
990-2 |
990-2 |
990-2 |
996-0 |
| S1 |
967-4 |
967-4 |
991-1 |
978-7 |
| S2 |
939-2 |
939-2 |
986-3 |
|
| S3 |
888-2 |
916-4 |
981-6 |
|
| S4 |
837-2 |
865-4 |
967-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1153-6 |
|
2.618 |
1109-5 |
|
1.618 |
1082-5 |
|
1.000 |
1066-0 |
|
0.618 |
1055-5 |
|
HIGH |
1039-0 |
|
0.618 |
1028-5 |
|
0.500 |
1025-4 |
|
0.382 |
1022-3 |
|
LOW |
1012-0 |
|
0.618 |
995-3 |
|
1.000 |
985-0 |
|
1.618 |
968-3 |
|
2.618 |
941-3 |
|
4.250 |
897-2 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1033-7 |
1031-5 |
| PP |
1029-5 |
1025-3 |
| S1 |
1025-4 |
1019-0 |
|