CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 30-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1045-0 |
1066-0 |
21-0 |
2.0% |
1068-0 |
High |
1063-0 |
1072-0 |
9-0 |
0.8% |
1072-0 |
Low |
1045-0 |
1062-0 |
17-0 |
1.6% |
1043-0 |
Close |
1060-2 |
1068-6 |
8-4 |
0.8% |
1060-2 |
Range |
18-0 |
10-0 |
-8-0 |
-44.4% |
29-0 |
ATR |
19-2 |
18-5 |
-0-4 |
-2.8% |
0-0 |
Volume |
10,223 |
4,690 |
-5,533 |
-54.1% |
33,692 |
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1097-5 |
1093-1 |
1074-2 |
|
R3 |
1087-5 |
1083-1 |
1071-4 |
|
R2 |
1077-5 |
1077-5 |
1070-5 |
|
R1 |
1073-1 |
1073-1 |
1069-5 |
1075-3 |
PP |
1067-5 |
1067-5 |
1067-5 |
1068-6 |
S1 |
1063-1 |
1063-1 |
1067-7 |
1065-3 |
S2 |
1057-5 |
1057-5 |
1066-7 |
|
S3 |
1047-5 |
1053-1 |
1066-0 |
|
S4 |
1037-5 |
1043-1 |
1063-2 |
|
|
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 |
1114-4 |
2.618 |
1098-1 |
1.618 |
1088-1 |
1.000 |
1082-0 |
0.618 |
1078-1 |
HIGH |
1072-0 |
0.618 |
1068-1 |
0.500 |
1067-0 |
0.382 |
1065-7 |
LOW |
1062-0 |
0.618 |
1055-7 |
1.000 |
1052-0 |
1.618 |
1045-7 |
2.618 |
1035-7 |
4.250 |
1019-4 |
|
|
Fisher Pivots for day following 30-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1068-1 |
1065-3 |
PP |
1067-5 |
1061-7 |
S1 |
1067-0 |
1058-4 |
|