CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
990-0 |
966-0 |
-24-0 |
-2.4% |
986-0 |
| High |
990-0 |
966-0 |
-24-0 |
-2.4% |
1018-0 |
| Low |
967-0 |
948-0 |
-19-0 |
-2.0% |
948-0 |
| Close |
967-0 |
948-0 |
-19-0 |
-2.0% |
948-0 |
| Range |
23-0 |
18-0 |
-5-0 |
-21.7% |
70-0 |
| ATR |
23-1 |
22-6 |
-0-2 |
-1.3% |
0-0 |
| Volume |
20,073 |
12,263 |
-7,810 |
-38.9% |
134,961 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1008-0 |
996-0 |
957-7 |
|
| R3 |
990-0 |
978-0 |
953-0 |
|
| R2 |
972-0 |
972-0 |
951-2 |
|
| R1 |
960-0 |
960-0 |
949-5 |
957-0 |
| PP |
954-0 |
954-0 |
954-0 |
952-4 |
| S1 |
942-0 |
942-0 |
946-3 |
939-0 |
| S2 |
936-0 |
936-0 |
944-6 |
|
| S3 |
918-0 |
924-0 |
943-0 |
|
| S4 |
900-0 |
906-0 |
938-1 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1181-3 |
1134-5 |
986-4 |
|
| R3 |
1111-3 |
1064-5 |
967-2 |
|
| R2 |
1041-3 |
1041-3 |
960-7 |
|
| R1 |
994-5 |
994-5 |
954-3 |
983-0 |
| PP |
971-3 |
971-3 |
971-3 |
965-4 |
| S1 |
924-5 |
924-5 |
941-5 |
913-0 |
| S2 |
901-3 |
901-3 |
935-1 |
|
| S3 |
831-3 |
854-5 |
928-6 |
|
| S4 |
761-3 |
784-5 |
909-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1018-0 |
948-0 |
70-0 |
7.4% |
23-7 |
2.5% |
0% |
False |
True |
26,992 |
| 10 |
1018-0 |
948-0 |
70-0 |
7.4% |
21-6 |
2.3% |
0% |
False |
True |
62,384 |
| 20 |
1025-4 |
948-0 |
77-4 |
8.2% |
19-6 |
2.1% |
0% |
False |
True |
84,802 |
| 40 |
1025-4 |
879-0 |
146-4 |
15.5% |
20-7 |
2.2% |
47% |
False |
False |
83,500 |
| 60 |
1025-4 |
879-0 |
146-4 |
15.5% |
20-0 |
2.1% |
47% |
False |
False |
82,445 |
| 80 |
1063-0 |
879-0 |
184-0 |
19.4% |
20-7 |
2.2% |
38% |
False |
False |
80,867 |
| 100 |
1063-0 |
879-0 |
184-0 |
19.4% |
21-7 |
2.3% |
38% |
False |
False |
79,101 |
| 120 |
1099-0 |
879-0 |
220-0 |
23.2% |
21-0 |
2.2% |
31% |
False |
False |
72,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1042-4 |
|
2.618 |
1013-1 |
|
1.618 |
995-1 |
|
1.000 |
984-0 |
|
0.618 |
977-1 |
|
HIGH |
966-0 |
|
0.618 |
959-1 |
|
0.500 |
957-0 |
|
0.382 |
954-7 |
|
LOW |
948-0 |
|
0.618 |
936-7 |
|
1.000 |
930-0 |
|
1.618 |
918-7 |
|
2.618 |
900-7 |
|
4.250 |
871-4 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
957-0 |
982-0 |
| PP |
954-0 |
970-5 |
| S1 |
951-0 |
959-3 |
|