CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
883-0 |
903-0 |
20-0 |
2.3% |
901-0 |
| High |
900-0 |
906-6 |
6-6 |
0.8% |
926-4 |
| Low |
881-0 |
889-4 |
8-4 |
1.0% |
846-0 |
| Close |
891-4 |
894-0 |
2-4 |
0.3% |
847-2 |
| Range |
19-0 |
17-2 |
-1-6 |
-9.2% |
80-4 |
| ATR |
34-3 |
33-1 |
-1-2 |
-3.6% |
0-0 |
| Volume |
14,546 |
15,265 |
719 |
4.9% |
73,195 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
948-4 |
938-4 |
903-4 |
|
| R3 |
931-2 |
921-2 |
898-6 |
|
| R2 |
914-0 |
914-0 |
897-1 |
|
| R1 |
904-0 |
904-0 |
895-5 |
900-3 |
| PP |
896-6 |
896-6 |
896-6 |
895-0 |
| S1 |
886-6 |
886-6 |
892-3 |
883-1 |
| S2 |
879-4 |
879-4 |
890-7 |
|
| S3 |
862-2 |
869-4 |
889-2 |
|
| S4 |
845-0 |
852-2 |
884-4 |
|
|
| 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 |
906-6 |
846-0 |
60-6 |
6.8% |
23-5 |
2.6% |
79% |
True |
False |
16,213 |
| 10 |
926-4 |
846-0 |
80-4 |
9.0% |
23-1 |
2.6% |
60% |
False |
False |
14,802 |
| 20 |
989-0 |
846-0 |
143-0 |
16.0% |
24-3 |
2.7% |
34% |
False |
False |
12,473 |
| 40 |
1067-4 |
846-0 |
221-4 |
24.8% |
28-2 |
3.2% |
22% |
False |
False |
10,249 |
| 60 |
1288-0 |
846-0 |
442-0 |
49.4% |
28-7 |
3.2% |
11% |
False |
False |
7,988 |
| 80 |
1397-0 |
846-0 |
551-0 |
61.6% |
29-4 |
3.3% |
9% |
False |
False |
6,615 |
| 100 |
1640-0 |
846-0 |
794-0 |
88.8% |
30-4 |
3.4% |
6% |
False |
False |
5,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
980-0 |
|
2.618 |
951-7 |
|
1.618 |
934-5 |
|
1.000 |
924-0 |
|
0.618 |
917-3 |
|
HIGH |
906-6 |
|
0.618 |
900-1 |
|
0.500 |
898-1 |
|
0.382 |
896-1 |
|
LOW |
889-4 |
|
0.618 |
878-7 |
|
1.000 |
872-2 |
|
1.618 |
861-5 |
|
2.618 |
844-3 |
|
4.250 |
816-2 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
898-1 |
891-5 |
| PP |
896-6 |
889-2 |
| S1 |
895-3 |
886-7 |
|