CME Pit-Traded Soybean Future July 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 |
1050-0 |
1036-0 |
-14-0 |
-1.3% |
978-0 |
High |
1059-0 |
1058-0 |
-1-0 |
-0.1% |
1016-0 |
Low |
1039-0 |
1036-0 |
-3-0 |
-0.3% |
966-0 |
Close |
1039-2 |
1050-0 |
10-6 |
1.0% |
1002-2 |
Range |
20-0 |
22-0 |
2-0 |
10.0% |
50-0 |
ATR |
|
|
|
|
|
Volume |
10,768 |
15,988 |
5,220 |
48.5% |
51,578 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1114-0 |
1104-0 |
1062-1 |
|
R3 |
1092-0 |
1082-0 |
1056-0 |
|
R2 |
1070-0 |
1070-0 |
1054-0 |
|
R1 |
1060-0 |
1060-0 |
1052-0 |
1065-0 |
PP |
1048-0 |
1048-0 |
1048-0 |
1050-4 |
S1 |
1038-0 |
1038-0 |
1048-0 |
1043-0 |
S2 |
1026-0 |
1026-0 |
1046-0 |
|
S3 |
1004-0 |
1016-0 |
1044-0 |
|
S4 |
982-0 |
994-0 |
1037-7 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1144-6 |
1123-4 |
1029-6 |
|
R3 |
1094-6 |
1073-4 |
1016-0 |
|
R2 |
1044-6 |
1044-6 |
1011-3 |
|
R1 |
1023-4 |
1023-4 |
1006-7 |
1034-1 |
PP |
994-6 |
994-6 |
994-6 |
1000-0 |
S1 |
973-4 |
973-4 |
997-5 |
984-1 |
S2 |
944-6 |
944-6 |
993-1 |
|
S3 |
894-6 |
923-4 |
988-4 |
|
S4 |
844-6 |
873-4 |
974-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1151-4 |
2.618 |
1115-5 |
1.618 |
1093-5 |
1.000 |
1080-0 |
0.618 |
1071-5 |
HIGH |
1058-0 |
0.618 |
1049-5 |
0.500 |
1047-0 |
0.382 |
1044-3 |
LOW |
1036-0 |
0.618 |
1022-3 |
1.000 |
1014-0 |
1.618 |
1000-3 |
2.618 |
978-3 |
4.250 |
942-4 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1049-0 |
1046-0 |
PP |
1048-0 |
1042-0 |
S1 |
1047-0 |
1038-0 |
|