CME Pit-Traded Soybean Future May 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 |
1049-0 |
1034-0 |
-15-0 |
-1.4% |
973-0 |
| High |
1055-0 |
1055-4 |
0-4 |
0.0% |
1013-0 |
| Low |
1035-0 |
1032-0 |
-3-0 |
-0.3% |
962-0 |
| Close |
1035-2 |
1046-2 |
11-0 |
1.1% |
995-6 |
| Range |
20-0 |
23-4 |
3-4 |
17.5% |
51-0 |
| ATR |
0-0 |
20-6 |
20-6 |
|
0-0 |
| Volume |
10,279 |
10,941 |
662 |
6.4% |
40,940 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1115-1 |
1104-1 |
1059-1 |
|
| R3 |
1091-5 |
1080-5 |
1052-6 |
|
| R2 |
1068-1 |
1068-1 |
1050-4 |
|
| R1 |
1057-1 |
1057-1 |
1048-3 |
1062-5 |
| PP |
1044-5 |
1044-5 |
1044-5 |
1047-2 |
| S1 |
1033-5 |
1033-5 |
1044-1 |
1039-1 |
| S2 |
1021-1 |
1021-1 |
1042-0 |
|
| S3 |
997-5 |
1010-1 |
1039-6 |
|
| S4 |
974-1 |
986-5 |
1033-3 |
|
|
| 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 |
1155-3 |
|
2.618 |
1117-0 |
|
1.618 |
1093-4 |
|
1.000 |
1079-0 |
|
0.618 |
1070-0 |
|
HIGH |
1055-4 |
|
0.618 |
1046-4 |
|
0.500 |
1043-6 |
|
0.382 |
1041-0 |
|
LOW |
1032-0 |
|
0.618 |
1017-4 |
|
1.000 |
1008-4 |
|
1.618 |
994-0 |
|
2.618 |
970-4 |
|
4.250 |
932-1 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1045-3 |
1042-1 |
| PP |
1044-5 |
1037-7 |
| S1 |
1043-6 |
1033-6 |
|