CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
972-0 |
956-0 |
-16-0 |
-1.6% |
986-0 |
| High |
976-0 |
987-0 |
11-0 |
1.1% |
1018-0 |
| Low |
957-4 |
956-0 |
-1-4 |
-0.2% |
948-0 |
| Close |
963-6 |
982-2 |
18-4 |
1.9% |
948-0 |
| Range |
18-4 |
31-0 |
12-4 |
67.6% |
70-0 |
| ATR |
22-3 |
23-0 |
0-5 |
2.7% |
0-0 |
| Volume |
5,749 |
4,780 |
-969 |
-16.9% |
134,961 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1068-1 |
1056-1 |
999-2 |
|
| R3 |
1037-1 |
1025-1 |
990-6 |
|
| R2 |
1006-1 |
1006-1 |
987-7 |
|
| R1 |
994-1 |
994-1 |
985-1 |
1000-1 |
| PP |
975-1 |
975-1 |
975-1 |
978-0 |
| S1 |
963-1 |
963-1 |
979-3 |
969-1 |
| S2 |
944-1 |
944-1 |
976-5 |
|
| S3 |
913-1 |
932-1 |
973-6 |
|
| S4 |
882-1 |
901-1 |
965-2 |
|
|
| 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 |
987-0 |
946-4 |
40-4 |
4.1% |
20-2 |
2.1% |
88% |
True |
False |
8,278 |
| 10 |
1018-0 |
946-4 |
71-4 |
7.3% |
22-2 |
2.3% |
50% |
False |
False |
24,790 |
| 20 |
1025-4 |
946-4 |
79-0 |
8.0% |
20-3 |
2.1% |
45% |
False |
False |
62,275 |
| 40 |
1025-4 |
879-0 |
146-4 |
14.9% |
20-0 |
2.0% |
70% |
False |
False |
74,400 |
| 60 |
1025-4 |
879-0 |
146-4 |
14.9% |
20-2 |
2.1% |
70% |
False |
False |
76,796 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.7% |
20-6 |
2.1% |
56% |
False |
False |
77,511 |
| 100 |
1063-0 |
879-0 |
184-0 |
18.7% |
21-6 |
2.2% |
56% |
False |
False |
77,431 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.4% |
21-2 |
2.2% |
47% |
False |
False |
71,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1118-6 |
|
2.618 |
1068-1 |
|
1.618 |
1037-1 |
|
1.000 |
1018-0 |
|
0.618 |
1006-1 |
|
HIGH |
987-0 |
|
0.618 |
975-1 |
|
0.500 |
971-4 |
|
0.382 |
967-7 |
|
LOW |
956-0 |
|
0.618 |
936-7 |
|
1.000 |
925-0 |
|
1.618 |
905-7 |
|
2.618 |
874-7 |
|
4.250 |
824-2 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
978-5 |
977-1 |
| PP |
975-1 |
971-7 |
| S1 |
971-4 |
966-6 |
|