CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 16-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1000-0 |
1010-0 |
10-0 |
1.0% |
973-0 |
High |
1013-0 |
1018-0 |
5-0 |
0.5% |
1013-0 |
Low |
999-0 |
1008-0 |
9-0 |
0.9% |
962-0 |
Close |
995-6 |
1018-2 |
22-4 |
2.3% |
995-6 |
Range |
14-0 |
10-0 |
-4-0 |
-28.6% |
51-0 |
ATR |
|
|
|
|
|
Volume |
9,878 |
6,678 |
-3,200 |
-32.4% |
40,940 |
|
Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1044-6 |
1041-4 |
1023-6 |
|
R3 |
1034-6 |
1031-4 |
1021-0 |
|
R2 |
1024-6 |
1024-6 |
1020-1 |
|
R1 |
1021-4 |
1021-4 |
1019-1 |
1023-1 |
PP |
1014-6 |
1014-6 |
1014-6 |
1015-4 |
S1 |
1011-4 |
1011-4 |
1017-3 |
1013-1 |
S2 |
1004-6 |
1004-6 |
1016-3 |
|
S3 |
994-6 |
1001-4 |
1015-4 |
|
S4 |
984-6 |
991-4 |
1012-6 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1143-2 |
1120-4 |
1023-6 |
|
R3 |
1092-2 |
1069-4 |
1009-6 |
|
R2 |
1041-2 |
1041-2 |
1005-1 |
|
R1 |
1018-4 |
1018-4 |
1000-3 |
1029-7 |
PP |
990-2 |
990-2 |
990-2 |
996-0 |
S1 |
967-4 |
967-4 |
991-1 |
978-7 |
S2 |
939-2 |
939-2 |
986-3 |
|
S3 |
888-2 |
916-4 |
981-6 |
|
S4 |
837-2 |
865-4 |
967-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1060-4 |
2.618 |
1044-1 |
1.618 |
1034-1 |
1.000 |
1028-0 |
0.618 |
1024-1 |
HIGH |
1018-0 |
0.618 |
1014-1 |
0.500 |
1013-0 |
0.382 |
1011-7 |
LOW |
1008-0 |
0.618 |
1001-7 |
1.000 |
998-0 |
1.618 |
991-7 |
2.618 |
981-7 |
4.250 |
965-4 |
|
|
Fisher Pivots for day following 16-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1016-4 |
1014-1 |
PP |
1014-6 |
1010-1 |
S1 |
1013-0 |
1006-0 |
|