CME Pit-Traded Soybean Future July 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 |
1047-0 |
1065-0 |
18-0 |
1.7% |
1016-0 |
High |
1056-0 |
1066-0 |
10-0 |
0.9% |
1059-0 |
Low |
1047-0 |
1051-4 |
4-4 |
0.4% |
1010-0 |
Close |
1058-4 |
1069-0 |
10-4 |
1.0% |
1053-4 |
Range |
9-0 |
14-4 |
5-4 |
61.1% |
49-0 |
ATR |
18-5 |
18-2 |
-0-2 |
-1.6% |
0-0 |
Volume |
12,604 |
13,281 |
677 |
5.4% |
61,520 |
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1105-5 |
1101-7 |
1077-0 |
|
R3 |
1091-1 |
1087-3 |
1073-0 |
|
R2 |
1076-5 |
1076-5 |
1071-5 |
|
R1 |
1072-7 |
1072-7 |
1070-3 |
1074-6 |
PP |
1062-1 |
1062-1 |
1062-1 |
1063-1 |
S1 |
1058-3 |
1058-3 |
1067-5 |
1060-2 |
S2 |
1047-5 |
1047-5 |
1066-3 |
|
S3 |
1033-1 |
1043-7 |
1065-0 |
|
S4 |
1018-5 |
1029-3 |
1061-0 |
|
|
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 |
1127-5 |
2.618 |
1104-0 |
1.618 |
1089-4 |
1.000 |
1080-4 |
0.618 |
1075-0 |
HIGH |
1066-0 |
0.618 |
1060-4 |
0.500 |
1058-6 |
0.382 |
1057-0 |
LOW |
1051-4 |
0.618 |
1042-4 |
1.000 |
1037-0 |
1.618 |
1028-0 |
2.618 |
1013-4 |
4.250 |
989-7 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1065-5 |
1065-5 |
PP |
1062-1 |
1062-3 |
S1 |
1058-6 |
1059-0 |
|