CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
965-0 |
933-0 |
-32-0 |
-3.3% |
980-0 |
High |
974-0 |
942-0 |
-32-0 |
-3.3% |
1012-0 |
Low |
943-0 |
928-0 |
-15-0 |
-1.6% |
916-0 |
Close |
975-0 |
942-0 |
-33-0 |
-3.4% |
948-4 |
Range |
31-0 |
14-0 |
-17-0 |
-54.8% |
96-0 |
ATR |
37-3 |
38-0 |
0-6 |
1.8% |
0-0 |
Volume |
4,728 |
4,053 |
-675 |
-14.3% |
22,289 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
979-3 |
974-5 |
949-6 |
|
R3 |
965-3 |
960-5 |
945-7 |
|
R2 |
951-3 |
951-3 |
944-5 |
|
R1 |
946-5 |
946-5 |
943-2 |
949-0 |
PP |
937-3 |
937-3 |
937-3 |
938-4 |
S1 |
932-5 |
932-5 |
940-6 |
935-0 |
S2 |
923-3 |
923-3 |
939-3 |
|
S3 |
909-3 |
918-5 |
938-1 |
|
S4 |
895-3 |
904-5 |
934-2 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1246-7 |
1193-5 |
1001-2 |
|
R3 |
1150-7 |
1097-5 |
974-7 |
|
R2 |
1054-7 |
1054-7 |
966-1 |
|
R1 |
1001-5 |
1001-5 |
957-2 |
980-2 |
PP |
958-7 |
958-7 |
958-7 |
948-1 |
S1 |
905-5 |
905-5 |
939-6 |
884-2 |
S2 |
862-7 |
862-7 |
930-7 |
|
S3 |
766-7 |
809-5 |
922-1 |
|
S4 |
670-7 |
713-5 |
895-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1001-4 |
2.618 |
978-5 |
1.618 |
964-5 |
1.000 |
956-0 |
0.618 |
950-5 |
HIGH |
942-0 |
0.618 |
936-5 |
0.500 |
935-0 |
0.382 |
933-3 |
LOW |
928-0 |
0.618 |
919-3 |
1.000 |
914-0 |
1.618 |
905-3 |
2.618 |
891-3 |
4.250 |
868-4 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
939-5 |
951-0 |
PP |
937-3 |
948-0 |
S1 |
935-0 |
945-0 |
|