CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1045-0 |
1067-0 |
22-0 |
2.1% |
1008-4 |
| High |
1052-4 |
1071-0 |
18-4 |
1.8% |
1053-0 |
| Low |
1039-0 |
1044-4 |
5-4 |
0.5% |
1001-0 |
| Close |
1050-2 |
1047-6 |
-2-4 |
-0.2% |
1050-2 |
| Range |
13-4 |
26-4 |
13-0 |
96.3% |
52-0 |
| ATR |
20-3 |
20-7 |
0-3 |
2.1% |
0-0 |
| Volume |
22,018 |
21,758 |
-260 |
-1.2% |
106,247 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1133-7 |
1117-3 |
1062-3 |
|
| R3 |
1107-3 |
1090-7 |
1055-0 |
|
| R2 |
1080-7 |
1080-7 |
1052-5 |
|
| R1 |
1064-3 |
1064-3 |
1050-1 |
1059-3 |
| PP |
1054-3 |
1054-3 |
1054-3 |
1052-0 |
| S1 |
1037-7 |
1037-7 |
1045-3 |
1032-7 |
| S2 |
1027-7 |
1027-7 |
1042-7 |
|
| S3 |
1001-3 |
1011-3 |
1040-4 |
|
| S4 |
974-7 |
984-7 |
1033-1 |
|
|
| 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 |
1071-0 |
1010-0 |
61-0 |
5.8% |
22-2 |
2.1% |
62% |
True |
False |
22,370 |
| 10 |
1071-0 |
964-0 |
107-0 |
10.2% |
20-1 |
1.9% |
78% |
True |
False |
21,020 |
| 20 |
1071-0 |
960-0 |
111-0 |
10.6% |
19-0 |
1.8% |
79% |
True |
False |
19,644 |
| 40 |
1071-0 |
890-0 |
181-0 |
17.3% |
16-6 |
1.6% |
87% |
True |
False |
15,099 |
| 60 |
1071-0 |
890-0 |
181-0 |
17.3% |
14-5 |
1.4% |
87% |
True |
False |
12,042 |
| 80 |
1071-0 |
890-0 |
181-0 |
17.3% |
14-2 |
1.4% |
87% |
True |
False |
10,027 |
| 100 |
1071-0 |
890-0 |
181-0 |
17.3% |
13-7 |
1.3% |
87% |
True |
False |
8,554 |
| 120 |
1098-0 |
890-0 |
208-0 |
19.9% |
13-0 |
1.2% |
76% |
False |
False |
7,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1183-5 |
|
2.618 |
1140-3 |
|
1.618 |
1113-7 |
|
1.000 |
1097-4 |
|
0.618 |
1087-3 |
|
HIGH |
1071-0 |
|
0.618 |
1060-7 |
|
0.500 |
1057-6 |
|
0.382 |
1054-5 |
|
LOW |
1044-4 |
|
0.618 |
1028-1 |
|
1.000 |
1018-0 |
|
1.618 |
1001-5 |
|
2.618 |
975-1 |
|
4.250 |
931-7 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1057-6 |
1050-4 |
| PP |
1054-3 |
1049-5 |
| S1 |
1051-1 |
1048-5 |
|