CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 17-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
908-0 |
912-0 |
4-0 |
0.4% |
956-0 |
High |
916-0 |
935-0 |
19-0 |
2.1% |
967-4 |
Low |
903-0 |
912-0 |
9-0 |
1.0% |
893-0 |
Close |
915-6 |
926-2 |
10-4 |
1.1% |
915-6 |
Range |
13-0 |
23-0 |
10-0 |
76.9% |
74-4 |
ATR |
34-5 |
33-6 |
-0-7 |
-2.4% |
0-0 |
Volume |
3,787 |
1,627 |
-2,160 |
-57.0% |
18,622 |
|
Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
993-3 |
982-7 |
938-7 |
|
R3 |
970-3 |
959-7 |
932-5 |
|
R2 |
947-3 |
947-3 |
930-4 |
|
R1 |
936-7 |
936-7 |
928-3 |
942-1 |
PP |
924-3 |
924-3 |
924-3 |
927-0 |
S1 |
913-7 |
913-7 |
924-1 |
919-1 |
S2 |
901-3 |
901-3 |
922-0 |
|
S3 |
878-3 |
890-7 |
919-7 |
|
S4 |
855-3 |
867-7 |
913-5 |
|
|
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 |
939-0 |
893-0 |
46-0 |
5.0% |
22-6 |
2.5% |
72% |
False |
False |
3,252 |
10 |
1002-0 |
893-0 |
109-0 |
11.8% |
25-4 |
2.8% |
31% |
False |
False |
3,855 |
20 |
1002-0 |
866-0 |
136-0 |
14.7% |
26-2 |
2.8% |
44% |
False |
False |
3,495 |
40 |
1245-0 |
860-0 |
385-0 |
41.6% |
24-2 |
2.6% |
17% |
False |
False |
2,983 |
60 |
1396-0 |
860-0 |
536-0 |
57.9% |
22-5 |
2.4% |
12% |
False |
False |
2,397 |
80 |
1450-0 |
860-0 |
590-0 |
63.7% |
23-4 |
2.5% |
11% |
False |
False |
2,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1032-6 |
2.618 |
995-2 |
1.618 |
972-2 |
1.000 |
958-0 |
0.618 |
949-2 |
HIGH |
935-0 |
0.618 |
926-2 |
0.500 |
923-4 |
0.382 |
920-6 |
LOW |
912-0 |
0.618 |
897-6 |
1.000 |
889-0 |
1.618 |
874-6 |
2.618 |
851-6 |
4.250 |
814-2 |
|
|
Fisher Pivots for day following 17-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
925-3 |
922-1 |
PP |
924-3 |
918-1 |
S1 |
923-4 |
914-0 |
|