CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
903-0 |
886-0 |
-17-0 |
-1.9% |
868-0 |
High |
906-6 |
891-0 |
-15-6 |
-1.7% |
906-6 |
Low |
889-4 |
879-0 |
-10-4 |
-1.2% |
867-0 |
Close |
894-0 |
891-0 |
-3-0 |
-0.3% |
891-0 |
Range |
17-2 |
12-0 |
-5-2 |
-30.4% |
39-6 |
ATR |
33-1 |
31-7 |
-1-2 |
-3.9% |
0-0 |
Volume |
15,265 |
10,336 |
-4,929 |
-32.3% |
53,244 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
923-0 |
919-0 |
897-5 |
|
R3 |
911-0 |
907-0 |
894-2 |
|
R2 |
899-0 |
899-0 |
893-2 |
|
R1 |
895-0 |
895-0 |
892-1 |
897-0 |
PP |
887-0 |
887-0 |
887-0 |
888-0 |
S1 |
883-0 |
883-0 |
889-7 |
885-0 |
S2 |
875-0 |
875-0 |
888-6 |
|
S3 |
863-0 |
871-0 |
887-6 |
|
S4 |
851-0 |
859-0 |
884-3 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1007-4 |
989-0 |
912-7 |
|
R3 |
967-6 |
949-2 |
901-7 |
|
R2 |
928-0 |
928-0 |
898-2 |
|
R1 |
909-4 |
909-4 |
894-5 |
918-6 |
PP |
888-2 |
888-2 |
888-2 |
892-7 |
S1 |
869-6 |
869-6 |
887-3 |
879-0 |
S2 |
848-4 |
848-4 |
883-6 |
|
S3 |
808-6 |
830-0 |
880-1 |
|
S4 |
769-0 |
790-2 |
869-1 |
|
|
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% |
22-2 |
2.5% |
74% |
False |
False |
15,188 |
10 |
926-4 |
846-0 |
80-4 |
9.0% |
21-1 |
2.4% |
56% |
False |
False |
13,979 |
20 |
989-0 |
846-0 |
143-0 |
16.0% |
24-0 |
2.7% |
31% |
False |
False |
12,430 |
40 |
1053-0 |
846-0 |
207-0 |
23.2% |
27-4 |
3.1% |
22% |
False |
False |
10,397 |
60 |
1250-0 |
846-0 |
404-0 |
45.3% |
28-5 |
3.2% |
11% |
False |
False |
8,104 |
80 |
1397-0 |
846-0 |
551-0 |
61.8% |
28-6 |
3.2% |
8% |
False |
False |
6,712 |
100 |
1640-0 |
846-0 |
794-0 |
89.1% |
30-3 |
3.4% |
6% |
False |
False |
5,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
942-0 |
2.618 |
922-3 |
1.618 |
910-3 |
1.000 |
903-0 |
0.618 |
898-3 |
HIGH |
891-0 |
0.618 |
886-3 |
0.500 |
885-0 |
0.382 |
883-5 |
LOW |
879-0 |
0.618 |
871-5 |
1.000 |
867-0 |
1.618 |
859-5 |
2.618 |
847-5 |
4.250 |
828-0 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
889-0 |
892-7 |
PP |
887-0 |
892-2 |
S1 |
885-0 |
891-5 |
|