CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
915-0 |
896-0 |
-19-0 |
-2.1% |
946-0 |
High |
915-0 |
906-0 |
-9-0 |
-1.0% |
958-0 |
Low |
884-0 |
890-0 |
6-0 |
0.7% |
884-0 |
Close |
903-0 |
905-0 |
2-0 |
0.2% |
905-0 |
Range |
31-0 |
16-0 |
-15-0 |
-48.4% |
74-0 |
ATR |
38-4 |
37-0 |
-1-5 |
-4.2% |
0-0 |
Volume |
18,573 |
13,351 |
-5,222 |
-28.1% |
71,593 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
948-3 |
942-5 |
913-6 |
|
R3 |
932-3 |
926-5 |
909-3 |
|
R2 |
916-3 |
916-3 |
907-7 |
|
R1 |
910-5 |
910-5 |
906-4 |
913-4 |
PP |
900-3 |
900-3 |
900-3 |
901-6 |
S1 |
894-5 |
894-5 |
903-4 |
897-4 |
S2 |
884-3 |
884-3 |
902-1 |
|
S3 |
868-3 |
878-5 |
900-5 |
|
S4 |
852-3 |
862-5 |
896-2 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1137-5 |
1095-3 |
945-6 |
|
R3 |
1063-5 |
1021-3 |
925-3 |
|
R2 |
989-5 |
989-5 |
918-5 |
|
R1 |
947-3 |
947-3 |
911-6 |
931-4 |
PP |
915-5 |
915-5 |
915-5 |
907-6 |
S1 |
873-3 |
873-3 |
898-2 |
857-4 |
S2 |
841-5 |
841-5 |
891-3 |
|
S3 |
767-5 |
799-3 |
884-5 |
|
S4 |
693-5 |
725-3 |
864-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
958-0 |
884-0 |
74-0 |
8.2% |
25-7 |
2.9% |
28% |
False |
False |
14,318 |
10 |
989-0 |
884-0 |
105-0 |
11.6% |
26-4 |
2.9% |
20% |
False |
False |
11,394 |
20 |
989-0 |
857-0 |
132-0 |
14.6% |
29-6 |
3.3% |
36% |
False |
False |
10,476 |
40 |
1242-0 |
850-0 |
392-0 |
43.3% |
29-2 |
3.2% |
14% |
False |
False |
7,992 |
60 |
1397-0 |
850-0 |
547-0 |
60.4% |
29-4 |
3.3% |
10% |
False |
False |
6,357 |
80 |
1445-0 |
850-0 |
595-0 |
65.7% |
30-0 |
3.3% |
9% |
False |
False |
5,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
974-0 |
2.618 |
947-7 |
1.618 |
931-7 |
1.000 |
922-0 |
0.618 |
915-7 |
HIGH |
906-0 |
0.618 |
899-7 |
0.500 |
898-0 |
0.382 |
896-1 |
LOW |
890-0 |
0.618 |
880-1 |
1.000 |
874-0 |
1.618 |
864-1 |
2.618 |
848-1 |
4.250 |
822-0 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
902-5 |
906-2 |
PP |
900-3 |
905-7 |
S1 |
898-0 |
905-3 |
|