CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1068-0 |
1043-0 |
-25-0 |
-2.3% |
1010-0 |
High |
1072-0 |
1052-0 |
-20-0 |
-1.9% |
1055-4 |
Low |
1048-0 |
1043-0 |
-5-0 |
-0.5% |
1008-0 |
Close |
1049-2 |
1054-2 |
5-0 |
0.5% |
1050-4 |
Range |
24-0 |
9-0 |
-15-0 |
-62.5% |
47-4 |
ATR |
20-2 |
19-4 |
-0-6 |
-4.0% |
0-0 |
Volume |
8,029 |
7,396 |
-633 |
-7.9% |
45,586 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1076-6 |
1074-4 |
1059-2 |
|
R3 |
1067-6 |
1065-4 |
1056-6 |
|
R2 |
1058-6 |
1058-6 |
1055-7 |
|
R1 |
1056-4 |
1056-4 |
1055-1 |
1057-5 |
PP |
1049-6 |
1049-6 |
1049-6 |
1050-2 |
S1 |
1047-4 |
1047-4 |
1053-3 |
1048-5 |
S2 |
1040-6 |
1040-6 |
1052-5 |
|
S3 |
1031-6 |
1038-4 |
1051-6 |
|
S4 |
1022-6 |
1029-4 |
1049-2 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1180-4 |
1163-0 |
1076-5 |
|
R3 |
1133-0 |
1115-4 |
1063-4 |
|
R2 |
1085-4 |
1085-4 |
1059-2 |
|
R1 |
1068-0 |
1068-0 |
1054-7 |
1076-6 |
PP |
1038-0 |
1038-0 |
1038-0 |
1042-3 |
S1 |
1020-4 |
1020-4 |
1046-1 |
1029-2 |
S2 |
990-4 |
990-4 |
1041-6 |
|
S3 |
943-0 |
973-0 |
1037-4 |
|
S4 |
895-4 |
925-4 |
1024-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1090-2 |
2.618 |
1075-4 |
1.618 |
1066-4 |
1.000 |
1061-0 |
0.618 |
1057-4 |
HIGH |
1052-0 |
0.618 |
1048-4 |
0.500 |
1047-4 |
0.382 |
1046-4 |
LOW |
1043-0 |
0.618 |
1037-4 |
1.000 |
1034-0 |
1.618 |
1028-4 |
2.618 |
1019-4 |
4.250 |
1004-6 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1052-0 |
1057-4 |
PP |
1049-6 |
1056-3 |
S1 |
1047-4 |
1055-3 |
|