CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
924-0 |
880-0 |
-44-0 |
-4.8% |
946-0 |
| High |
926-4 |
881-0 |
-45-4 |
-4.9% |
958-0 |
| Low |
903-0 |
862-0 |
-41-0 |
-4.5% |
884-0 |
| Close |
904-2 |
862-6 |
-41-4 |
-4.6% |
905-0 |
| Range |
23-4 |
19-0 |
-4-4 |
-19.1% |
74-0 |
| ATR |
33-7 |
34-4 |
0-5 |
1.8% |
0-0 |
| Volume |
11,867 |
15,460 |
3,593 |
30.3% |
71,593 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
925-5 |
913-1 |
873-2 |
|
| R3 |
906-5 |
894-1 |
868-0 |
|
| R2 |
887-5 |
887-5 |
866-2 |
|
| R1 |
875-1 |
875-1 |
864-4 |
871-7 |
| PP |
868-5 |
868-5 |
868-5 |
867-0 |
| S1 |
856-1 |
856-1 |
861-0 |
852-7 |
| S2 |
849-5 |
849-5 |
859-2 |
|
| S3 |
830-5 |
837-1 |
857-4 |
|
| S4 |
811-5 |
818-1 |
852-2 |
|
|
| 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 |
926-4 |
862-0 |
64-4 |
7.5% |
20-1 |
2.3% |
1% |
False |
True |
12,769 |
| 10 |
958-0 |
862-0 |
96-0 |
11.1% |
23-0 |
2.7% |
1% |
False |
True |
13,588 |
| 20 |
989-0 |
857-0 |
132-0 |
15.3% |
29-2 |
3.4% |
4% |
False |
False |
11,361 |
| 40 |
1210-0 |
850-0 |
360-0 |
41.7% |
28-3 |
3.3% |
4% |
False |
False |
8,924 |
| 60 |
1365-0 |
850-0 |
515-0 |
59.7% |
29-2 |
3.4% |
2% |
False |
False |
7,060 |
| 80 |
1445-0 |
850-0 |
595-0 |
69.0% |
30-0 |
3.5% |
2% |
False |
False |
5,952 |
| 100 |
1651-0 |
850-0 |
801-0 |
92.8% |
30-7 |
3.6% |
2% |
False |
False |
5,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
961-6 |
|
2.618 |
930-6 |
|
1.618 |
911-6 |
|
1.000 |
900-0 |
|
0.618 |
892-6 |
|
HIGH |
881-0 |
|
0.618 |
873-6 |
|
0.500 |
871-4 |
|
0.382 |
869-2 |
|
LOW |
862-0 |
|
0.618 |
850-2 |
|
1.000 |
843-0 |
|
1.618 |
831-2 |
|
2.618 |
812-2 |
|
4.250 |
781-2 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
871-4 |
894-2 |
| PP |
868-5 |
883-6 |
| S1 |
865-5 |
873-2 |
|