CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1008-4 |
1010-0 |
1-4 |
0.1% |
971-0 |
| High |
1016-0 |
1036-4 |
20-4 |
2.0% |
1005-0 |
| Low |
1001-0 |
1010-0 |
9-0 |
0.9% |
964-0 |
| Close |
1015-6 |
1035-6 |
20-0 |
2.0% |
992-2 |
| Range |
15-0 |
26-4 |
11-4 |
76.7% |
41-0 |
| ATR |
20-2 |
20-6 |
0-4 |
2.2% |
0-0 |
| Volume |
16,151 |
19,480 |
3,329 |
20.6% |
100,413 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1106-7 |
1097-7 |
1050-3 |
|
| R3 |
1080-3 |
1071-3 |
1043-0 |
|
| R2 |
1053-7 |
1053-7 |
1040-5 |
|
| R1 |
1044-7 |
1044-7 |
1038-1 |
1049-3 |
| PP |
1027-3 |
1027-3 |
1027-3 |
1029-6 |
| S1 |
1018-3 |
1018-3 |
1033-3 |
1022-7 |
| S2 |
1000-7 |
1000-7 |
1030-7 |
|
| S3 |
974-3 |
991-7 |
1028-4 |
|
| S4 |
947-7 |
965-3 |
1021-1 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1110-1 |
1092-1 |
1014-6 |
|
| R3 |
1069-1 |
1051-1 |
1003-4 |
|
| R2 |
1028-1 |
1028-1 |
999-6 |
|
| R1 |
1010-1 |
1010-1 |
996-0 |
1019-1 |
| PP |
987-1 |
987-1 |
987-1 |
991-4 |
| S1 |
969-1 |
969-1 |
988-4 |
978-1 |
| S2 |
946-1 |
946-1 |
984-6 |
|
| S3 |
905-1 |
928-1 |
981-0 |
|
| S4 |
864-1 |
887-1 |
969-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1036-4 |
968-0 |
68-4 |
6.6% |
20-2 |
2.0% |
99% |
True |
False |
19,500 |
| 10 |
1036-4 |
960-0 |
76-4 |
7.4% |
18-4 |
1.8% |
99% |
True |
False |
20,445 |
| 20 |
1036-4 |
960-0 |
76-4 |
7.4% |
18-7 |
1.8% |
99% |
True |
False |
17,809 |
| 40 |
1036-4 |
890-0 |
146-4 |
14.1% |
15-1 |
1.5% |
99% |
True |
False |
13,213 |
| 60 |
1036-4 |
890-0 |
146-4 |
14.1% |
13-7 |
1.3% |
99% |
True |
False |
10,702 |
| 80 |
1058-0 |
890-0 |
168-0 |
16.2% |
13-5 |
1.3% |
87% |
False |
False |
9,027 |
| 100 |
1058-0 |
890-0 |
168-0 |
16.2% |
13-4 |
1.3% |
87% |
False |
False |
7,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1149-1 |
|
2.618 |
1105-7 |
|
1.618 |
1079-3 |
|
1.000 |
1063-0 |
|
0.618 |
1052-7 |
|
HIGH |
1036-4 |
|
0.618 |
1026-3 |
|
0.500 |
1023-2 |
|
0.382 |
1020-1 |
|
LOW |
1010-0 |
|
0.618 |
993-5 |
|
1.000 |
983-4 |
|
1.618 |
967-1 |
|
2.618 |
940-5 |
|
4.250 |
897-3 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1031-5 |
1028-5 |
| PP |
1027-3 |
1021-3 |
| S1 |
1023-2 |
1014-2 |
|