CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
956-0 |
925-0 |
-31-0 |
-3.2% |
955-0 |
High |
967-4 |
939-0 |
-28-4 |
-2.9% |
1002-0 |
Low |
938-0 |
925-0 |
-13-0 |
-1.4% |
906-0 |
Close |
967-2 |
934-2 |
-33-0 |
-3.4% |
939-4 |
Range |
29-4 |
14-0 |
-15-4 |
-52.5% |
96-0 |
ATR |
36-4 |
36-7 |
0-3 |
1.1% |
0-0 |
Volume |
3,986 |
3,460 |
-526 |
-13.2% |
19,987 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
974-6 |
968-4 |
942-0 |
|
R3 |
960-6 |
954-4 |
938-1 |
|
R2 |
946-6 |
946-6 |
936-7 |
|
R1 |
940-4 |
940-4 |
935-4 |
943-5 |
PP |
932-6 |
932-6 |
932-6 |
934-2 |
S1 |
926-4 |
926-4 |
933-0 |
929-5 |
S2 |
918-6 |
918-6 |
931-5 |
|
S3 |
904-6 |
912-4 |
930-3 |
|
S4 |
890-6 |
898-4 |
926-4 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1237-1 |
1184-3 |
992-2 |
|
R3 |
1141-1 |
1088-3 |
965-7 |
|
R2 |
1045-1 |
1045-1 |
957-1 |
|
R1 |
992-3 |
992-3 |
948-2 |
970-6 |
PP |
949-1 |
949-1 |
949-1 |
938-3 |
S1 |
896-3 |
896-3 |
930-6 |
874-6 |
S2 |
853-1 |
853-1 |
921-7 |
|
S3 |
757-1 |
800-3 |
913-1 |
|
S4 |
661-1 |
704-3 |
886-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
980-0 |
906-0 |
74-0 |
7.9% |
27-2 |
2.9% |
38% |
False |
False |
4,516 |
10 |
1002-0 |
906-0 |
96-0 |
10.3% |
24-3 |
2.6% |
29% |
False |
False |
3,980 |
20 |
1002-0 |
860-0 |
142-0 |
15.2% |
27-0 |
2.9% |
52% |
False |
False |
3,290 |
40 |
1247-0 |
860-0 |
387-0 |
41.4% |
22-5 |
2.4% |
19% |
False |
False |
2,821 |
60 |
1396-0 |
860-0 |
536-0 |
57.4% |
23-1 |
2.5% |
14% |
False |
False |
2,274 |
80 |
1450-0 |
860-0 |
590-0 |
63.2% |
23-4 |
2.5% |
13% |
False |
False |
2,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
998-4 |
2.618 |
975-5 |
1.618 |
961-5 |
1.000 |
953-0 |
0.618 |
947-5 |
HIGH |
939-0 |
0.618 |
933-5 |
0.500 |
932-0 |
0.382 |
930-3 |
LOW |
925-0 |
0.618 |
916-3 |
1.000 |
911-0 |
1.618 |
902-3 |
2.618 |
888-3 |
4.250 |
865-4 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
933-4 |
946-2 |
PP |
932-6 |
942-2 |
S1 |
932-0 |
938-2 |
|