CME Pit-Traded Soybean Future September 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 1029-0 1032-0 3-0 0.3% 1018-0
High 1029-0 1032-0 3-0 0.3% 1034-0
Low 1029-0 1032-0 3-0 0.3% 1018-0
Close 1029-0 1032-0 3-0 0.3% 1032-0
Range
ATR 11-4 10-7 -0-5 -5.3% 0-0
Volume 159 467 308 193.7% 701
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1032-0 1032-0 1032-0
R3 1032-0 1032-0 1032-0
R2 1032-0 1032-0 1032-0
R1 1032-0 1032-0 1032-0 1032-0
PP 1032-0 1032-0 1032-0 1032-0
S1 1032-0 1032-0 1032-0 1032-0
S2 1032-0 1032-0 1032-0
S3 1032-0 1032-0 1032-0
S4 1032-0 1032-0 1032-0
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1076-0 1070-0 1040-6
R3 1060-0 1054-0 1036-3
R2 1044-0 1044-0 1034-7
R1 1038-0 1038-0 1033-4 1041-0
PP 1028-0 1028-0 1028-0 1029-4
S1 1022-0 1022-0 1030-4 1025-0
S2 1012-0 1012-0 1029-1
S3 996-0 1006-0 1027-5
S4 980-0 990-0 1023-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1034-0 1018-0 16-0 1.6% 0-6 0.1% 88% False False 140
10 1034-0 979-0 55-0 5.3% 0-3 0.0% 96% False False 152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Fibonacci Retracements and Extensions
4.250 1032-0
2.618 1032-0
1.618 1032-0
1.000 1032-0
0.618 1032-0
HIGH 1032-0
0.618 1032-0
0.500 1032-0
0.382 1032-0
LOW 1032-0
0.618 1032-0
1.000 1032-0
1.618 1032-0
2.618 1032-0
4.250 1032-0
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 1032-0 1031-5
PP 1032-0 1031-3
S1 1032-0 1031-0

These figures are updated between 7pm and 10pm EST after a trading day.

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