CME Pit-Traded Soybean Future September 2010

Trading Metrics calculated at close of trading on 10-Nov-2009

Day Change Summary
	Previous	Current
	09-Nov-2009	10-Nov-2009	Change	Change %	Previous Week
Open	980-0	979-0	-1-0	-0.1%	983-4
High	980-0	979-0	-1-0	-0.1%	997-0
Low	980-0	979-0	-1-0	-0.1%	956-0
Close	980-0	979-0	-1-0	-0.1%	956-0
Range
ATR
Volume	303	129	-174	-57.4%	756

Daily Pivots for day following 10-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	979-0	979-0	979-0
R3	979-0	979-0	979-0
R2	979-0	979-0	979-0
R1	979-0	979-0	979-0	979-0
PP	979-0	979-0	979-0	979-0
S1	979-0	979-0	979-0	979-0
S2	979-0	979-0	979-0
S3	979-0	979-0	979-0
S4	979-0	979-0	979-0

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1092-5	1065-3	978-4
R3	1051-5	1024-3	967-2
R2	1010-5	1010-5	963-4
R1	983-3	983-3	959-6	976-4
PP	969-5	969-5	969-5	966-2
S1	942-3	942-3	952-2	935-4
S2	928-5	928-5	948-4
S3	887-5	901-3	944-6
S4	846-5	860-3	933-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	989-0	956-0	33-0	3.4%	0-0	0.0%	70%	False	False	183
10	997-0	956-0	41-0	4.2%	2-1	0.2%	56%	False	False	152

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5

Fibonacci Retracements and Extensions
4.250	979-0
2.618	979-0
1.618	979-0
1.000	979-0
0.618	979-0
HIGH	979-0
0.618	979-0
0.500	979-0
0.382	979-0
LOW	979-0
0.618	979-0
1.000	979-0
1.618	979-0
2.618	979-0
4.250	979-0

Fisher Pivots for day following 10-Nov-2009
Pivot	1 day	3 day
R1	979-0	975-3
PP	979-0	971-5
S1	979-0	968-0

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols