CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 12-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
919-0 |
904-0 |
-15-0 |
-1.6% |
945-0 |
High |
930-0 |
928-4 |
-1-4 |
-0.2% |
989-0 |
Low |
909-0 |
898-0 |
-11-0 |
-1.2% |
896-0 |
Close |
924-4 |
905-0 |
-19-4 |
-2.1% |
929-4 |
Range |
21-0 |
30-4 |
9-4 |
45.2% |
93-0 |
ATR |
39-6 |
39-1 |
-0-5 |
-1.7% |
0-0 |
Volume |
14,823 |
13,012 |
-1,811 |
-12.2% |
42,349 |
|
Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1002-0 |
984-0 |
921-6 |
|
R3 |
971-4 |
953-4 |
913-3 |
|
R2 |
941-0 |
941-0 |
910-5 |
|
R1 |
923-0 |
923-0 |
907-6 |
932-0 |
PP |
910-4 |
910-4 |
910-4 |
915-0 |
S1 |
892-4 |
892-4 |
902-2 |
901-4 |
S2 |
880-0 |
880-0 |
899-3 |
|
S3 |
849-4 |
862-0 |
896-5 |
|
S4 |
819-0 |
831-4 |
888-2 |
|
|
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 |
958-0 |
896-0 |
62-0 |
6.9% |
24-2 |
2.7% |
15% |
False |
False |
12,614 |
10 |
989-0 |
896-0 |
93-0 |
10.3% |
25-5 |
2.8% |
10% |
False |
False |
10,144 |
20 |
989-0 |
850-0 |
139-0 |
15.4% |
31-0 |
3.4% |
40% |
False |
False |
9,763 |
40 |
1242-0 |
850-0 |
392-0 |
43.3% |
29-4 |
3.3% |
14% |
False |
False |
7,534 |
60 |
1397-0 |
850-0 |
547-0 |
60.4% |
29-3 |
3.2% |
10% |
False |
False |
5,871 |
80 |
1445-0 |
850-0 |
595-0 |
65.7% |
30-2 |
3.3% |
9% |
False |
False |
5,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1058-1 |
2.618 |
1008-3 |
1.618 |
977-7 |
1.000 |
959-0 |
0.618 |
947-3 |
HIGH |
928-4 |
0.618 |
916-7 |
0.500 |
913-2 |
0.382 |
909-5 |
LOW |
898-0 |
0.618 |
879-1 |
1.000 |
867-4 |
1.618 |
848-5 |
2.618 |
818-1 |
4.250 |
768-3 |
|
|
Fisher Pivots for day following 12-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
913-2 |
928-0 |
PP |
910-4 |
920-3 |
S1 |
907-6 |
912-5 |
|