CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 18-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
912-0 |
927-0 |
15-0 |
1.6% |
956-0 |
High |
935-0 |
931-0 |
-4-0 |
-0.4% |
967-4 |
Low |
912-0 |
915-0 |
3-0 |
0.3% |
893-0 |
Close |
926-2 |
920-6 |
-5-4 |
-0.6% |
915-6 |
Range |
23-0 |
16-0 |
-7-0 |
-30.4% |
74-4 |
ATR |
33-6 |
32-4 |
-1-2 |
-3.8% |
0-0 |
Volume |
1,627 |
3,694 |
2,067 |
127.0% |
18,622 |
|
Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
970-2 |
961-4 |
929-4 |
|
R3 |
954-2 |
945-4 |
925-1 |
|
R2 |
938-2 |
938-2 |
923-5 |
|
R1 |
929-4 |
929-4 |
922-2 |
925-7 |
PP |
922-2 |
922-2 |
922-2 |
920-4 |
S1 |
913-4 |
913-4 |
919-2 |
909-7 |
S2 |
906-2 |
906-2 |
917-7 |
|
S3 |
890-2 |
897-4 |
916-3 |
|
S4 |
874-2 |
881-4 |
912-0 |
|
|
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% |
23-2 |
2.5% |
60% |
False |
False |
3,299 |
10 |
980-0 |
893-0 |
87-0 |
9.4% |
25-2 |
2.7% |
32% |
False |
False |
3,908 |
20 |
1002-0 |
866-0 |
136-0 |
14.8% |
25-7 |
2.8% |
40% |
False |
False |
3,527 |
40 |
1245-0 |
860-0 |
385-0 |
41.8% |
24-1 |
2.6% |
16% |
False |
False |
3,029 |
60 |
1396-0 |
860-0 |
536-0 |
58.2% |
22-5 |
2.5% |
11% |
False |
False |
2,448 |
80 |
1450-0 |
860-0 |
590-0 |
64.1% |
23-4 |
2.6% |
10% |
False |
False |
2,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
999-0 |
2.618 |
972-7 |
1.618 |
956-7 |
1.000 |
947-0 |
0.618 |
940-7 |
HIGH |
931-0 |
0.618 |
924-7 |
0.500 |
923-0 |
0.382 |
921-1 |
LOW |
915-0 |
0.618 |
905-1 |
1.000 |
899-0 |
1.618 |
889-1 |
2.618 |
873-1 |
4.250 |
847-0 |
|
|
Fisher Pivots for day following 18-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
923-0 |
920-1 |
PP |
922-2 |
919-5 |
S1 |
921-4 |
919-0 |
|