CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 27-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1058-2 |
1043-0 |
-15-2 |
-1.4% |
1045-0 |
High |
1058-2 |
1048-0 |
-10-2 |
-1.0% |
1058-2 |
Low |
1058-2 |
1043-0 |
-15-2 |
-1.4% |
1033-0 |
Close |
1058-2 |
1054-6 |
-3-4 |
-0.3% |
1054-6 |
Range |
0-0 |
5-0 |
5-0 |
|
25-2 |
ATR |
11-2 |
11-4 |
0-2 |
2.6% |
0-0 |
Volume |
146 |
393 |
247 |
169.2% |
1,250 |
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1063-5 |
1064-1 |
1057-4 |
|
R3 |
1058-5 |
1059-1 |
1056-1 |
|
R2 |
1053-5 |
1053-5 |
1055-5 |
|
R1 |
1054-1 |
1054-1 |
1055-2 |
1053-7 |
PP |
1048-5 |
1048-5 |
1048-5 |
1048-4 |
S1 |
1049-1 |
1049-1 |
1054-2 |
1048-7 |
S2 |
1043-5 |
1043-5 |
1053-7 |
|
S3 |
1038-5 |
1044-1 |
1053-3 |
|
S4 |
1033-5 |
1039-1 |
1052-0 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1124-3 |
1114-7 |
1068-5 |
|
R3 |
1099-1 |
1089-5 |
1061-6 |
|
R2 |
1073-7 |
1073-7 |
1059-3 |
|
R1 |
1064-3 |
1064-3 |
1057-1 |
1069-1 |
PP |
1048-5 |
1048-5 |
1048-5 |
1051-0 |
S1 |
1039-1 |
1039-1 |
1052-3 |
1043-7 |
S2 |
1023-3 |
1023-3 |
1050-1 |
|
S3 |
998-1 |
1013-7 |
1047-6 |
|
S4 |
972-7 |
988-5 |
1040-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1069-2 |
2.618 |
1061-1 |
1.618 |
1056-1 |
1.000 |
1053-0 |
0.618 |
1051-1 |
HIGH |
1048-0 |
0.618 |
1046-1 |
0.500 |
1045-4 |
0.382 |
1044-7 |
LOW |
1043-0 |
0.618 |
1039-7 |
1.000 |
1038-0 |
1.618 |
1034-7 |
2.618 |
1029-7 |
4.250 |
1021-6 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1051-5 |
1053-3 |
PP |
1048-5 |
1052-0 |
S1 |
1045-4 |
1050-5 |
|