CME Pit-Traded Soybean Future May 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 |
1059-4 |
1045-0 |
-14-4 |
-1.4% |
1068-0 |
| High |
1063-0 |
1063-0 |
0-0 |
0.0% |
1072-0 |
| Low |
1046-4 |
1045-0 |
-1-4 |
-0.1% |
1043-0 |
| Close |
1063-6 |
1060-2 |
-3-4 |
-0.3% |
1060-2 |
| Range |
16-4 |
18-0 |
1-4 |
9.1% |
29-0 |
| ATR |
19-2 |
19-2 |
0-0 |
-0.2% |
0-0 |
| Volume |
8,044 |
10,223 |
2,179 |
27.1% |
33,692 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1110-1 |
1103-1 |
1070-1 |
|
| R3 |
1092-1 |
1085-1 |
1065-2 |
|
| R2 |
1074-1 |
1074-1 |
1063-4 |
|
| R1 |
1067-1 |
1067-1 |
1061-7 |
1070-5 |
| PP |
1056-1 |
1056-1 |
1056-1 |
1057-6 |
| S1 |
1049-1 |
1049-1 |
1058-5 |
1052-5 |
| S2 |
1038-1 |
1038-1 |
1057-0 |
|
| S3 |
1020-1 |
1031-1 |
1055-2 |
|
| S4 |
1002-1 |
1013-1 |
1050-3 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1145-3 |
1131-7 |
1076-2 |
|
| R3 |
1116-3 |
1102-7 |
1068-2 |
|
| R2 |
1087-3 |
1087-3 |
1065-5 |
|
| R1 |
1073-7 |
1073-7 |
1062-7 |
1066-1 |
| PP |
1058-3 |
1058-3 |
1058-3 |
1054-4 |
| S1 |
1044-7 |
1044-7 |
1057-5 |
1037-1 |
| S2 |
1029-3 |
1029-3 |
1054-7 |
|
| S3 |
1000-3 |
1015-7 |
1052-2 |
|
| S4 |
971-3 |
986-7 |
1044-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1139-4 |
|
2.618 |
1110-1 |
|
1.618 |
1092-1 |
|
1.000 |
1081-0 |
|
0.618 |
1074-1 |
|
HIGH |
1063-0 |
|
0.618 |
1056-1 |
|
0.500 |
1054-0 |
|
0.382 |
1051-7 |
|
LOW |
1045-0 |
|
0.618 |
1033-7 |
|
1.000 |
1027-0 |
|
1.618 |
1015-7 |
|
2.618 |
997-7 |
|
4.250 |
968-4 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1058-1 |
1057-7 |
| PP |
1056-1 |
1055-3 |
| S1 |
1054-0 |
1053-0 |
|