CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1045-0 |
1068-0 |
23-0 |
2.2% |
1010-0 |
| High |
1053-0 |
1072-0 |
19-0 |
1.8% |
1055-4 |
| Low |
1043-4 |
1048-0 |
4-4 |
0.4% |
1008-0 |
| Close |
1050-4 |
1049-2 |
-1-2 |
-0.1% |
1050-4 |
| Range |
9-4 |
24-0 |
14-4 |
152.6% |
47-4 |
| ATR |
20-0 |
20-2 |
0-2 |
1.4% |
0-0 |
| Volume |
10,578 |
8,029 |
-2,549 |
-24.1% |
45,586 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1128-3 |
1112-7 |
1062-4 |
|
| R3 |
1104-3 |
1088-7 |
1055-7 |
|
| R2 |
1080-3 |
1080-3 |
1053-5 |
|
| R1 |
1064-7 |
1064-7 |
1051-4 |
1060-5 |
| PP |
1056-3 |
1056-3 |
1056-3 |
1054-2 |
| S1 |
1040-7 |
1040-7 |
1047-0 |
1036-5 |
| S2 |
1032-3 |
1032-3 |
1044-7 |
|
| S3 |
1008-3 |
1016-7 |
1042-5 |
|
| S4 |
984-3 |
992-7 |
1036-0 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1180-4 |
1163-0 |
1076-5 |
|
| R3 |
1133-0 |
1115-4 |
1063-4 |
|
| R2 |
1085-4 |
1085-4 |
1059-2 |
|
| R1 |
1068-0 |
1068-0 |
1054-7 |
1076-6 |
| PP |
1038-0 |
1038-0 |
1038-0 |
1042-3 |
| S1 |
1020-4 |
1020-4 |
1046-1 |
1029-2 |
| S2 |
990-4 |
990-4 |
1041-6 |
|
| S3 |
943-0 |
973-0 |
1037-4 |
|
| S4 |
895-4 |
925-4 |
1024-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1174-0 |
|
2.618 |
1134-7 |
|
1.618 |
1110-7 |
|
1.000 |
1096-0 |
|
0.618 |
1086-7 |
|
HIGH |
1072-0 |
|
0.618 |
1062-7 |
|
0.500 |
1060-0 |
|
0.382 |
1057-1 |
|
LOW |
1048-0 |
|
0.618 |
1033-1 |
|
1.000 |
1024-0 |
|
1.618 |
1009-1 |
|
2.618 |
985-1 |
|
4.250 |
946-0 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1060-0 |
1052-0 |
| PP |
1056-3 |
1051-1 |
| S1 |
1052-7 |
1050-1 |
|