CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 20-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1036-0 |
1048-0 |
12-0 |
1.2% |
1016-0 |
High |
1058-0 |
1055-0 |
-3-0 |
-0.3% |
1059-0 |
Low |
1036-0 |
1044-4 |
8-4 |
0.8% |
1010-0 |
Close |
1050-0 |
1053-4 |
3-4 |
0.3% |
1053-4 |
Range |
22-0 |
10-4 |
-11-4 |
-52.3% |
49-0 |
ATR |
|
|
|
|
|
Volume |
15,988 |
15,651 |
-337 |
-2.1% |
61,520 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1082-4 |
1078-4 |
1059-2 |
|
R3 |
1072-0 |
1068-0 |
1056-3 |
|
R2 |
1061-4 |
1061-4 |
1055-3 |
|
R1 |
1057-4 |
1057-4 |
1054-4 |
1059-4 |
PP |
1051-0 |
1051-0 |
1051-0 |
1052-0 |
S1 |
1047-0 |
1047-0 |
1052-4 |
1049-0 |
S2 |
1040-4 |
1040-4 |
1051-5 |
|
S3 |
1030-0 |
1036-4 |
1050-5 |
|
S4 |
1019-4 |
1026-0 |
1047-6 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1187-7 |
1169-5 |
1080-4 |
|
R3 |
1138-7 |
1120-5 |
1067-0 |
|
R2 |
1089-7 |
1089-7 |
1062-4 |
|
R1 |
1071-5 |
1071-5 |
1058-0 |
1080-6 |
PP |
1040-7 |
1040-7 |
1040-7 |
1045-3 |
S1 |
1022-5 |
1022-5 |
1049-0 |
1031-6 |
S2 |
991-7 |
991-7 |
1044-4 |
|
S3 |
942-7 |
973-5 |
1040-0 |
|
S4 |
893-7 |
924-5 |
1026-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1099-5 |
2.618 |
1082-4 |
1.618 |
1072-0 |
1.000 |
1065-4 |
0.618 |
1061-4 |
HIGH |
1055-0 |
0.618 |
1051-0 |
0.500 |
1049-6 |
0.382 |
1048-4 |
LOW |
1044-4 |
0.618 |
1038-0 |
1.000 |
1034-0 |
1.618 |
1027-4 |
2.618 |
1017-0 |
4.250 |
999-7 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1052-2 |
1051-4 |
PP |
1051-0 |
1049-4 |
S1 |
1049-6 |
1047-4 |
|