CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
966-0 |
960-0 |
-6-0 |
-0.6% |
986-0 |
| High |
966-0 |
975-0 |
9-0 |
0.9% |
1018-0 |
| Low |
948-0 |
958-0 |
10-0 |
1.1% |
948-0 |
| Close |
948-0 |
964-2 |
16-2 |
1.7% |
948-0 |
| Range |
18-0 |
17-0 |
-1-0 |
-5.6% |
70-0 |
| ATR |
22-6 |
23-1 |
0-2 |
1.3% |
0-0 |
| Volume |
12,263 |
9,260 |
-3,003 |
-24.5% |
134,961 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1016-6 |
1007-4 |
973-5 |
|
| R3 |
999-6 |
990-4 |
968-7 |
|
| R2 |
982-6 |
982-6 |
967-3 |
|
| R1 |
973-4 |
973-4 |
965-6 |
978-1 |
| PP |
965-6 |
965-6 |
965-6 |
968-0 |
| S1 |
956-4 |
956-4 |
962-6 |
961-1 |
| S2 |
948-6 |
948-6 |
961-1 |
|
| S3 |
931-6 |
939-4 |
959-5 |
|
| S4 |
914-6 |
922-4 |
954-7 |
|
|
| 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 |
7.3% |
22-5 |
2.3% |
23% |
False |
False |
19,277 |
| 10 |
1018-0 |
948-0 |
70-0 |
7.3% |
20-3 |
2.1% |
23% |
False |
False |
52,503 |
| 20 |
1025-4 |
948-0 |
77-4 |
8.0% |
19-5 |
2.0% |
21% |
False |
False |
78,653 |
| 40 |
1025-4 |
879-0 |
146-4 |
15.2% |
20-7 |
2.2% |
58% |
False |
False |
81,470 |
| 60 |
1025-4 |
879-0 |
146-4 |
15.2% |
19-7 |
2.1% |
58% |
False |
False |
80,922 |
| 80 |
1063-0 |
879-0 |
184-0 |
19.1% |
20-6 |
2.1% |
46% |
False |
False |
79,917 |
| 100 |
1063-0 |
879-0 |
184-0 |
19.1% |
21-7 |
2.3% |
46% |
False |
False |
78,700 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.8% |
21-0 |
2.2% |
39% |
False |
False |
72,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1047-2 |
|
2.618 |
1019-4 |
|
1.618 |
1002-4 |
|
1.000 |
992-0 |
|
0.618 |
985-4 |
|
HIGH |
975-0 |
|
0.618 |
968-4 |
|
0.500 |
966-4 |
|
0.382 |
964-4 |
|
LOW |
958-0 |
|
0.618 |
947-4 |
|
1.000 |
941-0 |
|
1.618 |
930-4 |
|
2.618 |
913-4 |
|
4.250 |
885-6 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
966-4 |
969-0 |
| PP |
965-6 |
967-3 |
| S1 |
965-0 |
965-7 |
|