CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
917-4 |
921-4 |
4-0 |
0.4% |
955-0 |
High |
939-0 |
928-0 |
-11-0 |
-1.2% |
1002-0 |
Low |
910-0 |
893-0 |
-17-0 |
-1.9% |
906-0 |
Close |
915-2 |
913-2 |
-2-0 |
-0.2% |
939-4 |
Range |
29-0 |
35-0 |
6-0 |
20.7% |
96-0 |
ATR |
36-3 |
36-2 |
-0-1 |
-0.3% |
0-0 |
Volume |
4,047 |
3,342 |
-705 |
-17.4% |
19,987 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1016-3 |
999-7 |
932-4 |
|
R3 |
981-3 |
964-7 |
922-7 |
|
R2 |
946-3 |
946-3 |
919-5 |
|
R1 |
929-7 |
929-7 |
916-4 |
920-5 |
PP |
911-3 |
911-3 |
911-3 |
906-6 |
S1 |
894-7 |
894-7 |
910-0 |
885-5 |
S2 |
876-3 |
876-3 |
906-7 |
|
S3 |
841-3 |
859-7 |
903-5 |
|
S4 |
806-3 |
824-7 |
894-0 |
|
|
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 |
893-0 |
74-4 |
8.2% |
25-2 |
2.8% |
27% |
False |
True |
4,237 |
10 |
1002-0 |
893-0 |
109-0 |
11.9% |
25-4 |
2.8% |
19% |
False |
True |
3,794 |
20 |
1002-0 |
866-0 |
136-0 |
14.9% |
26-4 |
2.9% |
35% |
False |
False |
3,425 |
40 |
1247-0 |
860-0 |
387-0 |
42.4% |
23-6 |
2.6% |
14% |
False |
False |
2,941 |
60 |
1396-0 |
860-0 |
536-0 |
58.7% |
22-3 |
2.5% |
10% |
False |
False |
2,367 |
80 |
1450-0 |
860-0 |
590-0 |
64.6% |
23-4 |
2.6% |
9% |
False |
False |
2,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1076-6 |
2.618 |
1019-5 |
1.618 |
984-5 |
1.000 |
963-0 |
0.618 |
949-5 |
HIGH |
928-0 |
0.618 |
914-5 |
0.500 |
910-4 |
0.382 |
906-3 |
LOW |
893-0 |
0.618 |
871-3 |
1.000 |
858-0 |
1.618 |
836-3 |
2.618 |
801-3 |
4.250 |
744-2 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
912-3 |
916-0 |
PP |
911-3 |
915-1 |
S1 |
910-4 |
914-1 |
|