CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 23-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1032-0 |
1045-0 |
13-0 |
1.3% |
1018-0 |
High |
1032-0 |
1045-0 |
13-0 |
1.3% |
1034-0 |
Low |
1032-0 |
1033-0 |
1-0 |
0.1% |
1018-0 |
Close |
1032-0 |
1034-4 |
2-4 |
0.2% |
1032-0 |
Range |
0-0 |
12-0 |
12-0 |
|
16-0 |
ATR |
10-7 |
11-1 |
0-1 |
1.4% |
0-0 |
Volume |
467 |
248 |
-219 |
-46.9% |
701 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1073-4 |
1066-0 |
1041-1 |
|
R3 |
1061-4 |
1054-0 |
1037-6 |
|
R2 |
1049-4 |
1049-4 |
1036-6 |
|
R1 |
1042-0 |
1042-0 |
1035-5 |
1039-6 |
PP |
1037-4 |
1037-4 |
1037-4 |
1036-3 |
S1 |
1030-0 |
1030-0 |
1033-3 |
1027-6 |
S2 |
1025-4 |
1025-4 |
1032-2 |
|
S3 |
1013-4 |
1018-0 |
1031-2 |
|
S4 |
1001-4 |
1006-0 |
1027-7 |
|
|
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 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1096-0 |
2.618 |
1076-3 |
1.618 |
1064-3 |
1.000 |
1057-0 |
0.618 |
1052-3 |
HIGH |
1045-0 |
0.618 |
1040-3 |
0.500 |
1039-0 |
0.382 |
1037-5 |
LOW |
1033-0 |
0.618 |
1025-5 |
1.000 |
1021-0 |
1.618 |
1013-5 |
2.618 |
1001-5 |
4.250 |
982-0 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1039-0 |
1037-0 |
PP |
1037-4 |
1036-1 |
S1 |
1036-0 |
1035-3 |
|