CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
927-0 |
936-0 |
9-0 |
1.0% |
956-0 |
High |
931-0 |
937-4 |
6-4 |
0.7% |
967-4 |
Low |
915-0 |
914-0 |
-1-0 |
-0.1% |
893-0 |
Close |
920-6 |
913-0 |
-7-6 |
-0.8% |
915-6 |
Range |
16-0 |
23-4 |
7-4 |
46.9% |
74-4 |
ATR |
32-4 |
31-7 |
-0-5 |
-2.0% |
0-0 |
Volume |
3,694 |
2,388 |
-1,306 |
-35.4% |
18,622 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
992-0 |
976-0 |
925-7 |
|
R3 |
968-4 |
952-4 |
919-4 |
|
R2 |
945-0 |
945-0 |
917-2 |
|
R1 |
929-0 |
929-0 |
915-1 |
925-2 |
PP |
921-4 |
921-4 |
921-4 |
919-5 |
S1 |
905-4 |
905-4 |
910-7 |
901-6 |
S2 |
898-0 |
898-0 |
908-6 |
|
S3 |
874-4 |
882-0 |
906-4 |
|
S4 |
851-0 |
858-4 |
900-1 |
|
|
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 |
937-4 |
893-0 |
44-4 |
4.9% |
22-1 |
2.4% |
45% |
True |
False |
2,967 |
10 |
967-4 |
893-0 |
74-4 |
8.2% |
22-2 |
2.4% |
27% |
False |
False |
3,799 |
20 |
1002-0 |
866-0 |
136-0 |
14.9% |
26-3 |
2.9% |
35% |
False |
False |
3,470 |
40 |
1238-0 |
860-0 |
378-0 |
41.4% |
24-2 |
2.7% |
14% |
False |
False |
3,009 |
60 |
1396-0 |
860-0 |
536-0 |
58.7% |
22-6 |
2.5% |
10% |
False |
False |
2,474 |
80 |
1450-0 |
860-0 |
590-0 |
64.6% |
23-3 |
2.6% |
9% |
False |
False |
2,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1037-3 |
2.618 |
999-0 |
1.618 |
975-4 |
1.000 |
961-0 |
0.618 |
952-0 |
HIGH |
937-4 |
0.618 |
928-4 |
0.500 |
925-6 |
0.382 |
923-0 |
LOW |
914-0 |
0.618 |
899-4 |
1.000 |
890-4 |
1.618 |
876-0 |
2.618 |
852-4 |
4.250 |
814-1 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
925-6 |
924-6 |
PP |
921-4 |
920-7 |
S1 |
917-2 |
916-7 |
|