CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
933-0 |
924-0 |
-9-0 |
-1.0% |
980-0 |
| High |
942-0 |
947-0 |
5-0 |
0.5% |
1012-0 |
| Low |
928-0 |
921-0 |
-7-0 |
-0.8% |
916-0 |
| Close |
942-0 |
923-0 |
-19-0 |
-2.0% |
948-4 |
| Range |
14-0 |
26-0 |
12-0 |
85.7% |
96-0 |
| ATR |
38-0 |
37-2 |
-0-7 |
-2.3% |
0-0 |
| Volume |
4,053 |
4,452 |
399 |
9.8% |
22,289 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1008-3 |
991-5 |
937-2 |
|
| R3 |
982-3 |
965-5 |
930-1 |
|
| R2 |
956-3 |
956-3 |
927-6 |
|
| R1 |
939-5 |
939-5 |
925-3 |
935-0 |
| PP |
930-3 |
930-3 |
930-3 |
928-0 |
| S1 |
913-5 |
913-5 |
920-5 |
909-0 |
| S2 |
904-3 |
904-3 |
918-2 |
|
| S3 |
878-3 |
887-5 |
915-7 |
|
| S4 |
852-3 |
861-5 |
908-6 |
|
|
| 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 |
1057-4 |
|
2.618 |
1015-1 |
|
1.618 |
989-1 |
|
1.000 |
973-0 |
|
0.618 |
963-1 |
|
HIGH |
947-0 |
|
0.618 |
937-1 |
|
0.500 |
934-0 |
|
0.382 |
930-7 |
|
LOW |
921-0 |
|
0.618 |
904-7 |
|
1.000 |
895-0 |
|
1.618 |
878-7 |
|
2.618 |
852-7 |
|
4.250 |
810-4 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
934-0 |
947-4 |
| PP |
930-3 |
939-3 |
| S1 |
926-5 |
931-1 |
|