CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
880-0 |
860-0 |
-20-0 |
-2.3% |
901-0 |
High |
881-0 |
870-0 |
-11-0 |
-1.2% |
926-4 |
Low |
862-0 |
846-0 |
-16-0 |
-1.9% |
846-0 |
Close |
862-6 |
847-2 |
-15-4 |
-1.8% |
847-2 |
Range |
19-0 |
24-0 |
5-0 |
26.3% |
80-4 |
ATR |
34-4 |
33-6 |
-0-6 |
-2.2% |
0-0 |
Volume |
15,460 |
22,697 |
7,237 |
46.8% |
73,195 |
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
926-3 |
910-7 |
860-4 |
|
R3 |
902-3 |
886-7 |
853-7 |
|
R2 |
878-3 |
878-3 |
851-5 |
|
R1 |
862-7 |
862-7 |
849-4 |
858-5 |
PP |
854-3 |
854-3 |
854-3 |
852-2 |
S1 |
838-7 |
838-7 |
845-0 |
834-5 |
S2 |
830-3 |
830-3 |
842-7 |
|
S3 |
806-3 |
814-7 |
840-5 |
|
S4 |
782-3 |
790-7 |
834-0 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1114-6 |
1061-4 |
891-4 |
|
R3 |
1034-2 |
981-0 |
869-3 |
|
R2 |
953-6 |
953-6 |
862-0 |
|
R1 |
900-4 |
900-4 |
854-5 |
886-7 |
PP |
873-2 |
873-2 |
873-2 |
866-4 |
S1 |
820-0 |
820-0 |
839-7 |
806-3 |
S2 |
792-6 |
792-6 |
832-4 |
|
S3 |
712-2 |
739-4 |
825-1 |
|
S4 |
631-6 |
659-0 |
803-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
926-4 |
846-0 |
80-4 |
9.5% |
21-6 |
2.6% |
2% |
False |
True |
14,639 |
10 |
958-0 |
846-0 |
112-0 |
13.2% |
23-6 |
2.8% |
1% |
False |
True |
14,478 |
20 |
989-0 |
846-0 |
143-0 |
16.9% |
27-6 |
3.3% |
1% |
False |
True |
12,065 |
40 |
1149-0 |
846-0 |
303-0 |
35.8% |
28-4 |
3.4% |
0% |
False |
True |
9,426 |
60 |
1365-0 |
846-0 |
519-0 |
61.3% |
29-3 |
3.5% |
0% |
False |
True |
7,375 |
80 |
1436-0 |
846-0 |
590-0 |
69.6% |
30-1 |
3.6% |
0% |
False |
True |
6,206 |
100 |
1650-0 |
846-0 |
804-0 |
94.9% |
30-6 |
3.6% |
0% |
False |
True |
5,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
972-0 |
2.618 |
932-7 |
1.618 |
908-7 |
1.000 |
894-0 |
0.618 |
884-7 |
HIGH |
870-0 |
0.618 |
860-7 |
0.500 |
858-0 |
0.382 |
855-1 |
LOW |
846-0 |
0.618 |
831-1 |
1.000 |
822-0 |
1.618 |
807-1 |
2.618 |
783-1 |
4.250 |
744-0 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
858-0 |
886-2 |
PP |
854-3 |
873-2 |
S1 |
850-7 |
860-2 |
|