CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 17-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
896-0 |
901-0 |
5-0 |
0.6% |
946-0 |
High |
906-0 |
925-0 |
19-0 |
2.1% |
958-0 |
Low |
890-0 |
901-0 |
11-0 |
1.2% |
884-0 |
Close |
905-0 |
915-4 |
10-4 |
1.2% |
905-0 |
Range |
16-0 |
24-0 |
8-0 |
50.0% |
74-0 |
ATR |
37-0 |
36-0 |
-0-7 |
-2.5% |
0-0 |
Volume |
13,351 |
5,348 |
-8,003 |
-59.9% |
71,593 |
|
Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
985-7 |
974-5 |
928-6 |
|
R3 |
961-7 |
950-5 |
922-1 |
|
R2 |
937-7 |
937-7 |
919-7 |
|
R1 |
926-5 |
926-5 |
917-6 |
932-2 |
PP |
913-7 |
913-7 |
913-7 |
916-5 |
S1 |
902-5 |
902-5 |
913-2 |
908-2 |
S2 |
889-7 |
889-7 |
911-1 |
|
S3 |
865-7 |
878-5 |
908-7 |
|
S4 |
841-7 |
854-5 |
902-2 |
|
|
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 |
930-0 |
884-0 |
46-0 |
5.0% |
24-4 |
2.7% |
68% |
False |
False |
13,021 |
10 |
989-0 |
884-0 |
105-0 |
11.5% |
26-4 |
2.9% |
30% |
False |
False |
11,409 |
20 |
989-0 |
857-0 |
132-0 |
14.4% |
30-0 |
3.3% |
44% |
False |
False |
10,404 |
40 |
1238-0 |
850-0 |
388-0 |
42.4% |
28-7 |
3.2% |
17% |
False |
False |
8,044 |
60 |
1397-0 |
850-0 |
547-0 |
59.7% |
29-3 |
3.2% |
12% |
False |
False |
6,395 |
80 |
1445-0 |
850-0 |
595-0 |
65.0% |
29-7 |
3.3% |
11% |
False |
False |
5,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1027-0 |
2.618 |
987-7 |
1.618 |
963-7 |
1.000 |
949-0 |
0.618 |
939-7 |
HIGH |
925-0 |
0.618 |
915-7 |
0.500 |
913-0 |
0.382 |
910-1 |
LOW |
901-0 |
0.618 |
886-1 |
1.000 |
877-0 |
1.618 |
862-1 |
2.618 |
838-1 |
4.250 |
799-0 |
|
|
Fisher Pivots for day following 17-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
914-5 |
911-7 |
PP |
913-7 |
908-1 |
S1 |
913-0 |
904-4 |
|