CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
968-0 |
983-4 |
15-4 |
1.6% |
983-0 |
| High |
979-0 |
990-0 |
11-0 |
1.1% |
1024-0 |
| Low |
964-0 |
975-4 |
11-4 |
1.2% |
960-0 |
| Close |
974-0 |
979-0 |
5-0 |
0.5% |
960-2 |
| Range |
15-0 |
14-4 |
-0-4 |
-3.3% |
64-0 |
| ATR |
19-7 |
19-5 |
-0-2 |
-1.4% |
0-0 |
| Volume |
20,332 |
21,091 |
759 |
3.7% |
111,597 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1025-0 |
1016-4 |
987-0 |
|
| R3 |
1010-4 |
1002-0 |
983-0 |
|
| R2 |
996-0 |
996-0 |
981-5 |
|
| R1 |
987-4 |
987-4 |
980-3 |
984-4 |
| PP |
981-4 |
981-4 |
981-4 |
980-0 |
| S1 |
973-0 |
973-0 |
977-5 |
970-0 |
| S2 |
967-0 |
967-0 |
976-3 |
|
| S3 |
952-4 |
958-4 |
975-0 |
|
| S4 |
938-0 |
944-0 |
971-0 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1173-3 |
1130-7 |
995-4 |
|
| R3 |
1109-3 |
1066-7 |
977-7 |
|
| R2 |
1045-3 |
1045-3 |
972-0 |
|
| R1 |
1002-7 |
1002-7 |
966-1 |
992-1 |
| PP |
981-3 |
981-3 |
981-3 |
976-0 |
| S1 |
938-7 |
938-7 |
954-3 |
928-1 |
| S2 |
917-3 |
917-3 |
948-4 |
|
| S3 |
853-3 |
874-7 |
942-5 |
|
| S4 |
789-3 |
810-7 |
925-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
997-0 |
960-0 |
37-0 |
3.8% |
15-1 |
1.5% |
51% |
False |
False |
21,423 |
| 10 |
1024-0 |
960-0 |
64-0 |
6.5% |
18-3 |
1.9% |
30% |
False |
False |
19,990 |
| 20 |
1025-0 |
960-0 |
65-0 |
6.6% |
16-5 |
1.7% |
29% |
False |
False |
15,906 |
| 40 |
1025-0 |
890-0 |
135-0 |
13.8% |
13-5 |
1.4% |
66% |
False |
False |
11,970 |
| 60 |
1025-0 |
890-0 |
135-0 |
13.8% |
13-2 |
1.4% |
66% |
False |
False |
9,691 |
| 80 |
1058-0 |
890-0 |
168-0 |
17.2% |
12-6 |
1.3% |
53% |
False |
False |
8,154 |
| 100 |
1058-0 |
890-0 |
168-0 |
17.2% |
12-6 |
1.3% |
53% |
False |
False |
7,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1051-5 |
|
2.618 |
1028-0 |
|
1.618 |
1013-4 |
|
1.000 |
1004-4 |
|
0.618 |
999-0 |
|
HIGH |
990-0 |
|
0.618 |
984-4 |
|
0.500 |
982-6 |
|
0.382 |
981-0 |
|
LOW |
975-4 |
|
0.618 |
966-4 |
|
1.000 |
961-0 |
|
1.618 |
952-0 |
|
2.618 |
937-4 |
|
4.250 |
913-7 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
982-6 |
978-3 |
| PP |
981-4 |
977-5 |
| S1 |
980-2 |
977-0 |
|