CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
916-0 |
924-0 |
8-0 |
0.9% |
946-0 |
High |
922-0 |
926-4 |
4-4 |
0.5% |
958-0 |
Low |
904-0 |
903-0 |
-1-0 |
-0.1% |
884-0 |
Close |
910-2 |
904-2 |
-6-0 |
-0.7% |
905-0 |
Range |
18-0 |
23-4 |
5-4 |
30.6% |
74-0 |
ATR |
34-6 |
33-7 |
-0-6 |
-2.3% |
0-0 |
Volume |
17,823 |
11,867 |
-5,956 |
-33.4% |
71,593 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
981-6 |
966-4 |
917-1 |
|
R3 |
958-2 |
943-0 |
910-6 |
|
R2 |
934-6 |
934-6 |
908-4 |
|
R1 |
919-4 |
919-4 |
906-3 |
915-3 |
PP |
911-2 |
911-2 |
911-2 |
909-2 |
S1 |
896-0 |
896-0 |
902-1 |
891-7 |
S2 |
887-6 |
887-6 |
900-0 |
|
S3 |
864-2 |
872-4 |
897-6 |
|
S4 |
840-6 |
849-0 |
891-3 |
|
|
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 |
926-4 |
884-0 |
42-4 |
4.7% |
22-4 |
2.5% |
48% |
True |
False |
13,392 |
10 |
958-0 |
884-0 |
74-0 |
8.2% |
23-3 |
2.6% |
27% |
False |
False |
13,003 |
20 |
989-0 |
857-0 |
132-0 |
14.6% |
30-0 |
3.3% |
36% |
False |
False |
11,010 |
40 |
1231-0 |
850-0 |
381-0 |
42.1% |
28-4 |
3.2% |
14% |
False |
False |
8,587 |
60 |
1395-0 |
850-0 |
545-0 |
60.3% |
29-3 |
3.2% |
10% |
False |
False |
6,832 |
80 |
1445-0 |
850-0 |
595-0 |
65.8% |
29-6 |
3.3% |
9% |
False |
False |
5,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1026-3 |
2.618 |
988-0 |
1.618 |
964-4 |
1.000 |
950-0 |
0.618 |
941-0 |
HIGH |
926-4 |
0.618 |
917-4 |
0.500 |
914-6 |
0.382 |
912-0 |
LOW |
903-0 |
0.618 |
888-4 |
1.000 |
879-4 |
1.618 |
865-0 |
2.618 |
841-4 |
4.250 |
803-1 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
914-6 |
913-6 |
PP |
911-2 |
910-5 |
S1 |
907-6 |
907-3 |
|