CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1010-0 |
1047-0 |
37-0 |
3.7% |
971-0 |
| High |
1036-4 |
1053-0 |
16-4 |
1.6% |
1005-0 |
| Low |
1010-0 |
1031-0 |
21-0 |
2.1% |
964-0 |
| Close |
1035-6 |
1033-2 |
-2-4 |
-0.2% |
992-2 |
| Range |
26-4 |
22-0 |
-4-4 |
-17.0% |
41-0 |
| ATR |
20-6 |
20-6 |
0-1 |
0.5% |
0-0 |
| Volume |
19,480 |
22,525 |
3,045 |
15.6% |
100,413 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1105-1 |
1091-1 |
1045-3 |
|
| R3 |
1083-1 |
1069-1 |
1039-2 |
|
| R2 |
1061-1 |
1061-1 |
1037-2 |
|
| R1 |
1047-1 |
1047-1 |
1035-2 |
1043-1 |
| PP |
1039-1 |
1039-1 |
1039-1 |
1037-0 |
| S1 |
1025-1 |
1025-1 |
1031-2 |
1021-1 |
| S2 |
1017-1 |
1017-1 |
1029-2 |
|
| S3 |
995-1 |
1003-1 |
1027-2 |
|
| S4 |
973-1 |
981-1 |
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 |
1053-0 |
968-0 |
85-0 |
8.2% |
21-6 |
2.1% |
77% |
True |
False |
19,787 |
| 10 |
1053-0 |
960-0 |
93-0 |
9.0% |
18-3 |
1.8% |
79% |
True |
False |
20,605 |
| 20 |
1053-0 |
960-0 |
93-0 |
9.0% |
18-7 |
1.8% |
79% |
True |
False |
18,448 |
| 40 |
1053-0 |
890-0 |
163-0 |
15.8% |
15-3 |
1.5% |
88% |
True |
False |
13,608 |
| 60 |
1053-0 |
890-0 |
163-0 |
15.8% |
13-7 |
1.3% |
88% |
True |
False |
11,030 |
| 80 |
1058-0 |
890-0 |
168-0 |
16.3% |
14-0 |
1.3% |
85% |
False |
False |
9,291 |
| 100 |
1058-0 |
890-0 |
168-0 |
16.3% |
13-5 |
1.3% |
85% |
False |
False |
7,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1146-4 |
|
2.618 |
1110-5 |
|
1.618 |
1088-5 |
|
1.000 |
1075-0 |
|
0.618 |
1066-5 |
|
HIGH |
1053-0 |
|
0.618 |
1044-5 |
|
0.500 |
1042-0 |
|
0.382 |
1039-3 |
|
LOW |
1031-0 |
|
0.618 |
1017-3 |
|
1.000 |
1009-0 |
|
1.618 |
995-3 |
|
2.618 |
973-3 |
|
4.250 |
937-4 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1042-0 |
1031-1 |
| PP |
1039-1 |
1029-1 |
| S1 |
1036-1 |
1027-0 |
|