CME Pit-Traded Soybean Future July 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 |
1055-0 |
1072-0 |
17-0 |
1.6% |
1070-0 |
| High |
1066-0 |
1080-0 |
14-0 |
1.3% |
1071-0 |
| Low |
1055-0 |
1067-0 |
12-0 |
1.1% |
1047-0 |
| Close |
1065-4 |
1074-4 |
9-0 |
0.8% |
1065-4 |
| Range |
11-0 |
13-0 |
2-0 |
18.2% |
24-0 |
| ATR |
18-0 |
17-6 |
-0-2 |
-1.4% |
0-0 |
| Volume |
10,419 |
7,610 |
-2,809 |
-27.0% |
48,975 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1112-7 |
1106-5 |
1081-5 |
|
| R3 |
1099-7 |
1093-5 |
1078-1 |
|
| R2 |
1086-7 |
1086-7 |
1076-7 |
|
| R1 |
1080-5 |
1080-5 |
1075-6 |
1083-6 |
| PP |
1073-7 |
1073-7 |
1073-7 |
1075-3 |
| S1 |
1067-5 |
1067-5 |
1073-2 |
1070-6 |
| S2 |
1060-7 |
1060-7 |
1072-1 |
|
| S3 |
1047-7 |
1054-5 |
1070-7 |
|
| S4 |
1034-7 |
1041-5 |
1067-3 |
|
|
| 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 |
1135-2 |
|
2.618 |
1114-0 |
|
1.618 |
1101-0 |
|
1.000 |
1093-0 |
|
0.618 |
1088-0 |
|
HIGH |
1080-0 |
|
0.618 |
1075-0 |
|
0.500 |
1073-4 |
|
0.382 |
1072-0 |
|
LOW |
1067-0 |
|
0.618 |
1059-0 |
|
1.000 |
1054-0 |
|
1.618 |
1046-0 |
|
2.618 |
1033-0 |
|
4.250 |
1011-6 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1074-1 |
1071-5 |
| PP |
1073-7 |
1068-5 |
| S1 |
1073-4 |
1065-6 |
|