CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1065-0 |
1055-0 |
-10-0 |
-0.9% |
1070-0 |
| High |
1066-0 |
1066-0 |
0-0 |
0.0% |
1071-0 |
| Low |
1051-4 |
1055-0 |
3-4 |
0.3% |
1047-0 |
| Close |
1069-0 |
1065-4 |
-3-4 |
-0.3% |
1065-4 |
| Range |
14-4 |
11-0 |
-3-4 |
-24.1% |
24-0 |
| ATR |
18-2 |
18-0 |
-0-2 |
-1.7% |
0-0 |
| Volume |
13,281 |
10,419 |
-2,862 |
-21.5% |
48,975 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1095-1 |
1091-3 |
1071-4 |
|
| R3 |
1084-1 |
1080-3 |
1068-4 |
|
| R2 |
1073-1 |
1073-1 |
1067-4 |
|
| R1 |
1069-3 |
1069-3 |
1066-4 |
1071-2 |
| PP |
1062-1 |
1062-1 |
1062-1 |
1063-1 |
| S1 |
1058-3 |
1058-3 |
1064-4 |
1060-2 |
| S2 |
1051-1 |
1051-1 |
1063-4 |
|
| S3 |
1040-1 |
1047-3 |
1062-4 |
|
| S4 |
1029-1 |
1036-3 |
1059-4 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1133-1 |
1123-3 |
1078-6 |
|
| R3 |
1109-1 |
1099-3 |
1072-1 |
|
| R2 |
1085-1 |
1085-1 |
1069-7 |
|
| R1 |
1075-3 |
1075-3 |
1067-6 |
1068-2 |
| PP |
1061-1 |
1061-1 |
1061-1 |
1057-5 |
| S1 |
1051-3 |
1051-3 |
1063-2 |
1044-2 |
| S2 |
1037-1 |
1037-1 |
1061-1 |
|
| S3 |
1013-1 |
1027-3 |
1058-7 |
|
| S4 |
989-1 |
1003-3 |
1052-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1112-6 |
|
2.618 |
1094-6 |
|
1.618 |
1083-6 |
|
1.000 |
1077-0 |
|
0.618 |
1072-6 |
|
HIGH |
1066-0 |
|
0.618 |
1061-6 |
|
0.500 |
1060-4 |
|
0.382 |
1059-2 |
|
LOW |
1055-0 |
|
0.618 |
1048-2 |
|
1.000 |
1044-0 |
|
1.618 |
1037-2 |
|
2.618 |
1026-2 |
|
4.250 |
1008-2 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1063-7 |
1062-4 |
| PP |
1062-1 |
1059-4 |
| S1 |
1060-4 |
1056-4 |
|