CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 12-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
925-0 |
917-4 |
-7-4 |
-0.8% |
955-0 |
High |
939-0 |
939-0 |
0-0 |
0.0% |
1002-0 |
Low |
925-0 |
910-0 |
-15-0 |
-1.6% |
906-0 |
Close |
934-2 |
915-2 |
-19-0 |
-2.0% |
939-4 |
Range |
14-0 |
29-0 |
15-0 |
107.1% |
96-0 |
ATR |
36-7 |
36-3 |
-0-5 |
-1.5% |
0-0 |
Volume |
3,460 |
4,047 |
587 |
17.0% |
19,987 |
|
Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1008-3 |
990-7 |
931-2 |
|
R3 |
979-3 |
961-7 |
923-2 |
|
R2 |
950-3 |
950-3 |
920-5 |
|
R1 |
932-7 |
932-7 |
917-7 |
927-1 |
PP |
921-3 |
921-3 |
921-3 |
918-4 |
S1 |
903-7 |
903-7 |
912-5 |
898-1 |
S2 |
892-3 |
892-3 |
909-7 |
|
S3 |
863-3 |
874-7 |
907-2 |
|
S4 |
834-3 |
845-7 |
899-2 |
|
|
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 |
967-4 |
906-0 |
61-4 |
6.7% |
22-4 |
2.5% |
15% |
False |
False |
4,631 |
10 |
1002-0 |
906-0 |
96-0 |
10.5% |
24-0 |
2.6% |
10% |
False |
False |
3,911 |
20 |
1002-0 |
860-0 |
142-0 |
15.5% |
26-7 |
2.9% |
39% |
False |
False |
3,380 |
40 |
1247-0 |
860-0 |
387-0 |
42.3% |
23-3 |
2.6% |
14% |
False |
False |
2,897 |
60 |
1396-0 |
860-0 |
536-0 |
58.6% |
22-4 |
2.5% |
10% |
False |
False |
2,327 |
80 |
1450-0 |
860-0 |
590-0 |
64.5% |
23-4 |
2.6% |
9% |
False |
False |
2,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1062-2 |
2.618 |
1014-7 |
1.618 |
985-7 |
1.000 |
968-0 |
0.618 |
956-7 |
HIGH |
939-0 |
0.618 |
927-7 |
0.500 |
924-4 |
0.382 |
921-1 |
LOW |
910-0 |
0.618 |
892-1 |
1.000 |
881-0 |
1.618 |
863-1 |
2.618 |
834-1 |
4.250 |
786-6 |
|
|
Fisher Pivots for day following 12-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
924-4 |
938-6 |
PP |
921-3 |
930-7 |
S1 |
918-3 |
923-1 |
|