CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1042-0 |
1064-0 |
22-0 |
2.1% |
1067-0 |
| High |
1061-0 |
1073-4 |
12-4 |
1.2% |
1071-0 |
| Low |
1042-0 |
1057-4 |
15-4 |
1.5% |
1039-0 |
| Close |
1058-6 |
1066-0 |
7-2 |
0.7% |
1058-6 |
| Range |
19-0 |
16-0 |
-3-0 |
-15.8% |
32-0 |
| ATR |
20-1 |
19-7 |
-0-2 |
-1.5% |
0-0 |
| Volume |
25,911 |
12,996 |
-12,915 |
-49.8% |
99,516 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1113-5 |
1105-7 |
1074-6 |
|
| R3 |
1097-5 |
1089-7 |
1070-3 |
|
| R2 |
1081-5 |
1081-5 |
1068-7 |
|
| R1 |
1073-7 |
1073-7 |
1067-4 |
1077-6 |
| PP |
1065-5 |
1065-5 |
1065-5 |
1067-5 |
| S1 |
1057-7 |
1057-7 |
1064-4 |
1061-6 |
| S2 |
1049-5 |
1049-5 |
1063-1 |
|
| S3 |
1033-5 |
1041-7 |
1061-5 |
|
| S4 |
1017-5 |
1025-7 |
1057-2 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1152-2 |
1137-4 |
1076-3 |
|
| R3 |
1120-2 |
1105-4 |
1067-4 |
|
| R2 |
1088-2 |
1088-2 |
1064-5 |
|
| R1 |
1073-4 |
1073-4 |
1061-5 |
1064-7 |
| PP |
1056-2 |
1056-2 |
1056-2 |
1052-0 |
| S1 |
1041-4 |
1041-4 |
1055-7 |
1032-7 |
| S2 |
1024-2 |
1024-2 |
1052-7 |
|
| S3 |
992-2 |
1009-4 |
1050-0 |
|
| S4 |
960-2 |
977-4 |
1041-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1073-4 |
1039-0 |
34-4 |
3.2% |
18-6 |
1.8% |
78% |
True |
False |
22,502 |
| 10 |
1073-4 |
1001-0 |
72-4 |
6.8% |
19-3 |
1.8% |
90% |
True |
False |
21,875 |
| 20 |
1073-4 |
960-0 |
113-4 |
10.6% |
20-3 |
1.9% |
93% |
True |
False |
21,538 |
| 40 |
1073-4 |
890-0 |
183-4 |
17.2% |
17-4 |
1.6% |
96% |
True |
False |
16,834 |
| 60 |
1073-4 |
890-0 |
183-4 |
17.2% |
14-7 |
1.4% |
96% |
True |
False |
13,287 |
| 80 |
1073-4 |
890-0 |
183-4 |
17.2% |
14-3 |
1.3% |
96% |
True |
False |
10,895 |
| 100 |
1073-4 |
890-0 |
183-4 |
17.2% |
13-5 |
1.3% |
96% |
True |
False |
9,370 |
| 120 |
1098-0 |
890-0 |
208-0 |
19.5% |
13-1 |
1.2% |
85% |
False |
False |
8,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1141-4 |
|
2.618 |
1115-3 |
|
1.618 |
1099-3 |
|
1.000 |
1089-4 |
|
0.618 |
1083-3 |
|
HIGH |
1073-4 |
|
0.618 |
1067-3 |
|
0.500 |
1065-4 |
|
0.382 |
1063-5 |
|
LOW |
1057-4 |
|
0.618 |
1047-5 |
|
1.000 |
1041-4 |
|
1.618 |
1031-5 |
|
2.618 |
1015-5 |
|
4.250 |
989-4 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1065-7 |
1063-1 |
| PP |
1065-5 |
1060-1 |
| S1 |
1065-4 |
1057-2 |
|