CME Pit-Traded Soybean Future September 2010

Trading Metrics calculated at close of trading on 20-Nov-2009

Day Change Summary
	Previous	Current
	19-Nov-2009	20-Nov-2009	Change	Change %	Previous Week
Open	1029-0	1032-0	3-0	0.3%	1018-0
High	1029-0	1032-0	3-0	0.3%	1034-0
Low	1029-0	1032-0	3-0	0.3%	1018-0
Close	1029-0	1032-0	3-0	0.3%	1032-0
Range
ATR	11-4	10-7	-0-5	-5.3%	0-0
Volume	159	467	308	193.7%	701

Daily Pivots for day following 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1032-0	1032-0	1032-0
R3	1032-0	1032-0	1032-0
R2	1032-0	1032-0	1032-0
R1	1032-0	1032-0	1032-0	1032-0
PP	1032-0	1032-0	1032-0	1032-0
S1	1032-0	1032-0	1032-0	1032-0
S2	1032-0	1032-0	1032-0
S3	1032-0	1032-0	1032-0
S4	1032-0	1032-0	1032-0

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1076-0	1070-0	1040-6
R3	1060-0	1054-0	1036-3
R2	1044-0	1044-0	1034-7
R1	1038-0	1038-0	1033-4	1041-0
PP	1028-0	1028-0	1028-0	1029-4
S1	1022-0	1022-0	1030-4	1025-0
S2	1012-0	1012-0	1029-1
S3	996-0	1006-0	1027-5
S4	980-0	990-0	1023-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1034-0	1018-0	16-0	1.6%	0-6	0.1%	88%	False	False	140
10	1034-0	979-0	55-0	5.3%	0-3	0.0%	96%	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	0-0

Fibonacci Retracements and Extensions
4.250	1032-0
2.618	1032-0
1.618	1032-0
1.000	1032-0
0.618	1032-0
HIGH	1032-0
0.618	1032-0
0.500	1032-0
0.382	1032-0
LOW	1032-0
0.618	1032-0
1.000	1032-0
1.618	1032-0
2.618	1032-0
4.250	1032-0

Fisher Pivots for day following 20-Nov-2009
Pivot	1 day	3 day
R1	1032-0	1031-5
PP	1032-0	1031-3
S1	1032-0	1031-0

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