CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
867-4 |
878-0 |
10-4 |
1.2% |
912-0 |
| High |
876-0 |
911-0 |
35-0 |
4.0% |
937-4 |
| Low |
854-4 |
878-0 |
23-4 |
2.8% |
854-4 |
| Close |
855-6 |
900-6 |
45-0 |
5.3% |
855-6 |
| Range |
21-4 |
33-0 |
11-4 |
53.5% |
83-0 |
| ATR |
31-5 |
33-2 |
1-6 |
5.3% |
0-0 |
| Volume |
6,263 |
3,111 |
-3,152 |
-50.3% |
17,549 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
995-5 |
981-1 |
918-7 |
|
| R3 |
962-5 |
948-1 |
909-7 |
|
| R2 |
929-5 |
929-5 |
906-6 |
|
| R1 |
915-1 |
915-1 |
903-6 |
922-3 |
| PP |
896-5 |
896-5 |
896-5 |
900-2 |
| S1 |
882-1 |
882-1 |
897-6 |
889-3 |
| S2 |
863-5 |
863-5 |
894-6 |
|
| S3 |
830-5 |
849-1 |
891-5 |
|
| S4 |
797-5 |
816-1 |
882-5 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1131-5 |
1076-5 |
901-3 |
|
| R3 |
1048-5 |
993-5 |
878-5 |
|
| R2 |
965-5 |
965-5 |
871-0 |
|
| R1 |
910-5 |
910-5 |
863-3 |
896-5 |
| PP |
882-5 |
882-5 |
882-5 |
875-4 |
| S1 |
827-5 |
827-5 |
848-1 |
813-5 |
| S2 |
799-5 |
799-5 |
840-4 |
|
| S3 |
716-5 |
744-5 |
832-7 |
|
| S4 |
633-5 |
661-5 |
810-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
937-4 |
854-4 |
83-0 |
9.2% |
21-6 |
2.4% |
56% |
False |
False |
3,806 |
| 10 |
939-0 |
854-4 |
84-4 |
9.4% |
22-2 |
2.5% |
55% |
False |
False |
3,529 |
| 20 |
1002-0 |
854-4 |
147-4 |
16.4% |
24-5 |
2.7% |
31% |
False |
False |
3,702 |
| 40 |
1122-0 |
854-4 |
267-4 |
29.7% |
24-6 |
2.7% |
17% |
False |
False |
3,257 |
| 60 |
1339-0 |
854-4 |
484-4 |
53.8% |
23-2 |
2.6% |
10% |
False |
False |
2,638 |
| 80 |
1396-0 |
854-4 |
541-4 |
60.1% |
24-1 |
2.7% |
9% |
False |
False |
2,271 |
| 100 |
1628-0 |
854-4 |
773-4 |
85.9% |
24-2 |
2.7% |
6% |
False |
False |
2,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1051-2 |
|
2.618 |
997-3 |
|
1.618 |
964-3 |
|
1.000 |
944-0 |
|
0.618 |
931-3 |
|
HIGH |
911-0 |
|
0.618 |
898-3 |
|
0.500 |
894-4 |
|
0.382 |
890-5 |
|
LOW |
878-0 |
|
0.618 |
857-5 |
|
1.000 |
845-0 |
|
1.618 |
824-5 |
|
2.618 |
791-5 |
|
4.250 |
737-6 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
898-5 |
894-6 |
| PP |
896-5 |
888-6 |
| S1 |
894-4 |
882-6 |
|