CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 25-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1043-0 |
1059-4 |
16-4 |
1.6% |
1010-0 |
High |
1052-0 |
1063-0 |
11-0 |
1.0% |
1055-4 |
Low |
1043-0 |
1046-4 |
3-4 |
0.3% |
1008-0 |
Close |
1054-2 |
1063-6 |
9-4 |
0.9% |
1050-4 |
Range |
9-0 |
16-4 |
7-4 |
83.3% |
47-4 |
ATR |
19-4 |
19-2 |
-0-2 |
-1.1% |
0-0 |
Volume |
7,396 |
8,044 |
648 |
8.8% |
45,586 |
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1107-2 |
1102-0 |
1072-7 |
|
R3 |
1090-6 |
1085-4 |
1068-2 |
|
R2 |
1074-2 |
1074-2 |
1066-6 |
|
R1 |
1069-0 |
1069-0 |
1065-2 |
1071-5 |
PP |
1057-6 |
1057-6 |
1057-6 |
1059-0 |
S1 |
1052-4 |
1052-4 |
1062-2 |
1055-1 |
S2 |
1041-2 |
1041-2 |
1060-6 |
|
S3 |
1024-6 |
1036-0 |
1059-2 |
|
S4 |
1008-2 |
1019-4 |
1054-5 |
|
|
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 |
1133-1 |
2.618 |
1106-2 |
1.618 |
1089-6 |
1.000 |
1079-4 |
0.618 |
1073-2 |
HIGH |
1063-0 |
0.618 |
1056-6 |
0.500 |
1054-6 |
0.382 |
1052-6 |
LOW |
1046-4 |
0.618 |
1036-2 |
1.000 |
1030-0 |
1.618 |
1019-6 |
2.618 |
1003-2 |
4.250 |
976-3 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1060-6 |
1061-5 |
PP |
1057-6 |
1059-5 |
S1 |
1054-6 |
1057-4 |
|