CME Pit-Traded Soybean Future July 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 |
1070-0 |
1047-0 |
-23-0 |
-2.1% |
1016-0 |
High |
1071-0 |
1056-0 |
-15-0 |
-1.4% |
1059-0 |
Low |
1050-0 |
1047-0 |
-3-0 |
-0.3% |
1010-0 |
Close |
1052-4 |
1058-4 |
6-0 |
0.6% |
1053-4 |
Range |
21-0 |
9-0 |
-12-0 |
-57.1% |
49-0 |
ATR |
19-3 |
18-5 |
-0-6 |
-3.8% |
0-0 |
Volume |
12,671 |
12,604 |
-67 |
-0.5% |
61,520 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1080-7 |
1078-5 |
1063-4 |
|
R3 |
1071-7 |
1069-5 |
1061-0 |
|
R2 |
1062-7 |
1062-7 |
1060-1 |
|
R1 |
1060-5 |
1060-5 |
1059-3 |
1061-6 |
PP |
1053-7 |
1053-7 |
1053-7 |
1054-3 |
S1 |
1051-5 |
1051-5 |
1057-5 |
1052-6 |
S2 |
1044-7 |
1044-7 |
1056-7 |
|
S3 |
1035-7 |
1042-5 |
1056-0 |
|
S4 |
1026-7 |
1033-5 |
1053-4 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1187-7 |
1169-5 |
1080-4 |
|
R3 |
1138-7 |
1120-5 |
1067-0 |
|
R2 |
1089-7 |
1089-7 |
1062-4 |
|
R1 |
1071-5 |
1071-5 |
1058-0 |
1080-6 |
PP |
1040-7 |
1040-7 |
1040-7 |
1045-3 |
S1 |
1022-5 |
1022-5 |
1049-0 |
1031-6 |
S2 |
991-7 |
991-7 |
1044-4 |
|
S3 |
942-7 |
973-5 |
1040-0 |
|
S4 |
893-7 |
924-5 |
1026-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1094-2 |
2.618 |
1079-4 |
1.618 |
1070-4 |
1.000 |
1065-0 |
0.618 |
1061-4 |
HIGH |
1056-0 |
0.618 |
1052-4 |
0.500 |
1051-4 |
0.382 |
1050-4 |
LOW |
1047-0 |
0.618 |
1041-4 |
1.000 |
1038-0 |
1.618 |
1032-4 |
2.618 |
1023-4 |
4.250 |
1008-6 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1056-1 |
1058-2 |
PP |
1053-7 |
1058-0 |
S1 |
1051-4 |
1057-6 |
|