CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
921-4 |
908-0 |
-13-4 |
-1.5% |
956-0 |
High |
928-0 |
916-0 |
-12-0 |
-1.3% |
967-4 |
Low |
893-0 |
903-0 |
10-0 |
1.1% |
893-0 |
Close |
913-2 |
915-6 |
2-4 |
0.3% |
915-6 |
Range |
35-0 |
13-0 |
-22-0 |
-62.9% |
74-4 |
ATR |
36-2 |
34-5 |
-1-5 |
-4.6% |
0-0 |
Volume |
3,342 |
3,787 |
445 |
13.3% |
18,622 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
950-5 |
946-1 |
922-7 |
|
R3 |
937-5 |
933-1 |
919-3 |
|
R2 |
924-5 |
924-5 |
918-1 |
|
R1 |
920-1 |
920-1 |
917-0 |
922-3 |
PP |
911-5 |
911-5 |
911-5 |
912-6 |
S1 |
907-1 |
907-1 |
914-4 |
909-3 |
S2 |
898-5 |
898-5 |
913-3 |
|
S3 |
885-5 |
894-1 |
912-1 |
|
S4 |
872-5 |
881-1 |
908-5 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1148-7 |
1106-7 |
956-6 |
|
R3 |
1074-3 |
1032-3 |
936-2 |
|
R2 |
999-7 |
999-7 |
929-3 |
|
R1 |
957-7 |
957-7 |
922-5 |
941-5 |
PP |
925-3 |
925-3 |
925-3 |
917-2 |
S1 |
883-3 |
883-3 |
908-7 |
867-1 |
S2 |
850-7 |
850-7 |
902-1 |
|
S3 |
776-3 |
808-7 |
895-2 |
|
S4 |
701-7 |
734-3 |
874-6 |
|
|
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 |
8.1% |
24-1 |
2.6% |
31% |
False |
False |
3,724 |
10 |
1002-0 |
893-0 |
109-0 |
11.9% |
25-1 |
2.7% |
21% |
False |
False |
3,860 |
20 |
1002-0 |
866-0 |
136-0 |
14.9% |
26-0 |
2.8% |
37% |
False |
False |
3,532 |
40 |
1247-0 |
860-0 |
387-0 |
42.3% |
23-5 |
2.6% |
14% |
False |
False |
2,960 |
60 |
1396-0 |
860-0 |
536-0 |
58.5% |
22-2 |
2.4% |
10% |
False |
False |
2,412 |
80 |
1450-0 |
860-0 |
590-0 |
64.4% |
23-2 |
2.5% |
9% |
False |
False |
2,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
971-2 |
2.618 |
950-0 |
1.618 |
937-0 |
1.000 |
929-0 |
0.618 |
924-0 |
HIGH |
916-0 |
0.618 |
911-0 |
0.500 |
909-4 |
0.382 |
908-0 |
LOW |
903-0 |
0.618 |
895-0 |
1.000 |
890-0 |
1.618 |
882-0 |
2.618 |
869-0 |
4.250 |
847-6 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
913-5 |
916-0 |
PP |
911-5 |
915-7 |
S1 |
909-4 |
915-7 |
|