CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1039-0 |
1059-0 |
20-0 |
1.9% |
1008-4 |
| High |
1052-0 |
1060-0 |
8-0 |
0.8% |
1053-0 |
| Low |
1039-0 |
1041-0 |
2-0 |
0.2% |
1001-0 |
| Close |
1052-0 |
1060-6 |
8-6 |
0.8% |
1050-2 |
| Range |
13-0 |
19-0 |
6-0 |
46.2% |
52-0 |
| ATR |
20-2 |
20-2 |
-0-1 |
-0.5% |
0-0 |
| Volume |
26,385 |
25,462 |
-923 |
-3.5% |
106,247 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1110-7 |
1104-7 |
1071-2 |
|
| R3 |
1091-7 |
1085-7 |
1066-0 |
|
| R2 |
1072-7 |
1072-7 |
1064-2 |
|
| R1 |
1066-7 |
1066-7 |
1062-4 |
1069-7 |
| PP |
1053-7 |
1053-7 |
1053-7 |
1055-4 |
| S1 |
1047-7 |
1047-7 |
1059-0 |
1050-7 |
| S2 |
1034-7 |
1034-7 |
1057-2 |
|
| S3 |
1015-7 |
1028-7 |
1055-4 |
|
| S4 |
996-7 |
1009-7 |
1050-2 |
|
|
| 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 |
1030-0 |
41-0 |
3.9% |
19-0 |
1.8% |
75% |
False |
False |
24,339 |
| 10 |
1071-0 |
968-0 |
103-0 |
9.7% |
20-3 |
1.9% |
90% |
False |
False |
22,063 |
| 20 |
1071-0 |
960-0 |
111-0 |
10.5% |
19-3 |
1.8% |
91% |
False |
False |
21,026 |
| 40 |
1071-0 |
890-0 |
181-0 |
17.1% |
17-1 |
1.6% |
94% |
False |
False |
16,172 |
| 60 |
1071-0 |
890-0 |
181-0 |
17.1% |
14-5 |
1.4% |
94% |
False |
False |
12,781 |
| 80 |
1071-0 |
890-0 |
181-0 |
17.1% |
14-2 |
1.3% |
94% |
False |
False |
10,538 |
| 100 |
1071-0 |
890-0 |
181-0 |
17.1% |
13-4 |
1.3% |
94% |
False |
False |
9,040 |
| 120 |
1098-0 |
890-0 |
208-0 |
19.6% |
13-1 |
1.2% |
82% |
False |
False |
7,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1140-6 |
|
2.618 |
1109-6 |
|
1.618 |
1090-6 |
|
1.000 |
1079-0 |
|
0.618 |
1071-6 |
|
HIGH |
1060-0 |
|
0.618 |
1052-6 |
|
0.500 |
1050-4 |
|
0.382 |
1048-2 |
|
LOW |
1041-0 |
|
0.618 |
1029-2 |
|
1.000 |
1022-0 |
|
1.618 |
1010-2 |
|
2.618 |
991-2 |
|
4.250 |
960-2 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1057-3 |
1058-7 |
| PP |
1053-7 |
1056-7 |
| S1 |
1050-4 |
1055-0 |
|