CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
946-0 |
919-0 |
-27-0 |
-2.9% |
945-0 |
High |
958-0 |
930-0 |
-28-0 |
-2.9% |
989-0 |
Low |
927-0 |
909-0 |
-18-0 |
-1.9% |
896-0 |
Close |
957-2 |
924-4 |
-32-6 |
-3.4% |
929-4 |
Range |
31-0 |
21-0 |
-10-0 |
-32.3% |
93-0 |
ATR |
39-1 |
39-6 |
0-5 |
1.7% |
0-0 |
Volume |
11,834 |
14,823 |
2,989 |
25.3% |
42,349 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
984-1 |
975-3 |
936-0 |
|
R3 |
963-1 |
954-3 |
930-2 |
|
R2 |
942-1 |
942-1 |
928-3 |
|
R1 |
933-3 |
933-3 |
926-3 |
937-6 |
PP |
921-1 |
921-1 |
921-1 |
923-3 |
S1 |
912-3 |
912-3 |
922-5 |
916-6 |
S2 |
900-1 |
900-1 |
920-5 |
|
S3 |
879-1 |
891-3 |
918-6 |
|
S4 |
858-1 |
870-3 |
913-0 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1217-1 |
1166-3 |
980-5 |
|
R3 |
1124-1 |
1073-3 |
955-1 |
|
R2 |
1031-1 |
1031-1 |
946-4 |
|
R1 |
980-3 |
980-3 |
938-0 |
959-2 |
PP |
938-1 |
938-1 |
938-1 |
927-5 |
S1 |
887-3 |
887-3 |
921-0 |
866-2 |
S2 |
845-1 |
845-1 |
912-4 |
|
S3 |
752-1 |
794-3 |
903-7 |
|
S4 |
659-1 |
701-3 |
878-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
970-0 |
896-0 |
74-0 |
8.0% |
29-3 |
3.2% |
39% |
False |
False |
11,649 |
10 |
989-0 |
896-0 |
93-0 |
10.1% |
26-1 |
2.8% |
31% |
False |
False |
10,330 |
20 |
989-0 |
850-0 |
139-0 |
15.0% |
31-3 |
3.4% |
54% |
False |
False |
9,493 |
40 |
1242-0 |
850-0 |
392-0 |
42.4% |
29-4 |
3.2% |
19% |
False |
False |
7,297 |
60 |
1397-0 |
850-0 |
547-0 |
59.2% |
30-0 |
3.2% |
14% |
False |
False |
5,670 |
80 |
1446-0 |
850-0 |
596-0 |
64.5% |
30-1 |
3.3% |
13% |
False |
False |
4,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1019-2 |
2.618 |
985-0 |
1.618 |
964-0 |
1.000 |
951-0 |
0.618 |
943-0 |
HIGH |
930-0 |
0.618 |
922-0 |
0.500 |
919-4 |
0.382 |
917-0 |
LOW |
909-0 |
0.618 |
896-0 |
1.000 |
888-0 |
1.618 |
875-0 |
2.618 |
854-0 |
4.250 |
819-6 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
922-7 |
933-4 |
PP |
921-1 |
930-4 |
S1 |
919-4 |
927-4 |
|