CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1030-0 |
1045-0 |
15-0 |
1.5% |
1008-4 |
| High |
1053-0 |
1052-4 |
-0-4 |
0.0% |
1053-0 |
| Low |
1030-0 |
1039-0 |
9-0 |
0.9% |
1001-0 |
| Close |
1044-6 |
1050-2 |
5-4 |
0.5% |
1050-2 |
| Range |
23-0 |
13-4 |
-9-4 |
-41.3% |
52-0 |
| ATR |
21-0 |
20-3 |
-0-4 |
-2.5% |
0-0 |
| Volume |
26,073 |
22,018 |
-4,055 |
-15.6% |
106,247 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1087-6 |
1082-4 |
1057-5 |
|
| R3 |
1074-2 |
1069-0 |
1054-0 |
|
| R2 |
1060-6 |
1060-6 |
1052-6 |
|
| R1 |
1055-4 |
1055-4 |
1051-4 |
1058-1 |
| PP |
1047-2 |
1047-2 |
1047-2 |
1048-4 |
| S1 |
1042-0 |
1042-0 |
1049-0 |
1044-5 |
| S2 |
1033-6 |
1033-6 |
1047-6 |
|
| S3 |
1020-2 |
1028-4 |
1046-4 |
|
| S4 |
1006-6 |
1015-0 |
1042-7 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1190-6 |
1172-4 |
1078-7 |
|
| R3 |
1138-6 |
1120-4 |
1064-4 |
|
| R2 |
1086-6 |
1086-6 |
1059-6 |
|
| R1 |
1068-4 |
1068-4 |
1055-0 |
1077-5 |
| PP |
1034-6 |
1034-6 |
1034-6 |
1039-2 |
| S1 |
1016-4 |
1016-4 |
1045-4 |
1025-5 |
| S2 |
982-6 |
982-6 |
1040-6 |
|
| S3 |
930-6 |
964-4 |
1036-0 |
|
| S4 |
878-6 |
912-4 |
1021-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1053-0 |
1001-0 |
52-0 |
5.0% |
20-0 |
1.9% |
95% |
False |
False |
21,249 |
| 10 |
1053-0 |
964-0 |
89-0 |
8.5% |
18-4 |
1.8% |
97% |
False |
False |
20,666 |
| 20 |
1053-0 |
960-0 |
93-0 |
8.9% |
19-1 |
1.8% |
97% |
False |
False |
19,278 |
| 40 |
1053-0 |
890-0 |
163-0 |
15.5% |
16-2 |
1.5% |
98% |
False |
False |
14,622 |
| 60 |
1053-0 |
890-0 |
163-0 |
15.5% |
14-3 |
1.4% |
98% |
False |
False |
11,725 |
| 80 |
1058-0 |
890-0 |
168-0 |
16.0% |
14-1 |
1.3% |
95% |
False |
False |
9,824 |
| 100 |
1058-0 |
890-0 |
168-0 |
16.0% |
13-6 |
1.3% |
95% |
False |
False |
8,368 |
| 120 |
1098-0 |
890-0 |
208-0 |
19.8% |
12-7 |
1.2% |
77% |
False |
False |
7,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1109-7 |
|
2.618 |
1087-7 |
|
1.618 |
1074-3 |
|
1.000 |
1066-0 |
|
0.618 |
1060-7 |
|
HIGH |
1052-4 |
|
0.618 |
1047-3 |
|
0.500 |
1045-6 |
|
0.382 |
1044-1 |
|
LOW |
1039-0 |
|
0.618 |
1030-5 |
|
1.000 |
1025-4 |
|
1.618 |
1017-1 |
|
2.618 |
1003-5 |
|
4.250 |
981-5 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1048-6 |
1047-3 |
| PP |
1047-2 |
1044-3 |
| S1 |
1045-6 |
1041-4 |
|