CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1034-0 |
1029-0 |
-5-0 |
-0.5% |
980-0 |
| High |
1034-0 |
1033-0 |
-1-0 |
-0.1% |
999-6 |
| Low |
1034-0 |
1029-0 |
-5-0 |
-0.5% |
979-0 |
| Close |
1034-0 |
1025-4 |
-8-4 |
-0.8% |
996-4 |
| Range |
0-0 |
4-0 |
4-0 |
|
20-6 |
| ATR |
12-6 |
12-1 |
-0-4 |
-4.3% |
0-0 |
| Volume |
13 |
53 |
40 |
307.7% |
824 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1041-1 |
1037-3 |
1027-6 |
|
| R3 |
1037-1 |
1033-3 |
1026-5 |
|
| R2 |
1033-1 |
1033-1 |
1026-2 |
|
| R1 |
1029-3 |
1029-3 |
1025-7 |
1029-2 |
| PP |
1029-1 |
1029-1 |
1029-1 |
1029-1 |
| S1 |
1025-3 |
1025-3 |
1025-1 |
1025-2 |
| S2 |
1025-1 |
1025-1 |
1024-6 |
|
| S3 |
1021-1 |
1021-3 |
1024-3 |
|
| S4 |
1017-1 |
1017-3 |
1023-2 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1054-0 |
1046-0 |
1007-7 |
|
| R3 |
1033-2 |
1025-2 |
1002-2 |
|
| R2 |
1012-4 |
1012-4 |
1000-2 |
|
| R1 |
1004-4 |
1004-4 |
998-3 |
1008-4 |
| PP |
991-6 |
991-6 |
991-6 |
993-6 |
| S1 |
983-6 |
983-6 |
994-5 |
987-6 |
| S2 |
971-0 |
971-0 |
992-6 |
|
| S3 |
950-2 |
963-0 |
990-6 |
|
| S4 |
929-4 |
942-2 |
985-1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1050-0 |
|
2.618 |
1043-4 |
|
1.618 |
1039-4 |
|
1.000 |
1037-0 |
|
0.618 |
1035-4 |
|
HIGH |
1033-0 |
|
0.618 |
1031-4 |
|
0.500 |
1031-0 |
|
0.382 |
1030-4 |
|
LOW |
1029-0 |
|
0.618 |
1026-4 |
|
1.000 |
1025-0 |
|
1.618 |
1022-4 |
|
2.618 |
1018-4 |
|
4.250 |
1012-0 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1031-0 |
1026-0 |
| PP |
1029-1 |
1025-7 |
| S1 |
1027-3 |
1025-5 |
|