CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
915-0 |
924-0 |
9-0 |
1.0% |
965-0 |
| High |
925-0 |
941-0 |
16-0 |
1.7% |
974-0 |
| Low |
913-0 |
924-0 |
11-0 |
1.2% |
902-0 |
| Close |
924-0 |
935-0 |
11-0 |
1.2% |
924-0 |
| Range |
12-0 |
17-0 |
5-0 |
41.7% |
72-0 |
| ATR |
35-3 |
34-1 |
-1-3 |
-3.7% |
0-0 |
| Volume |
3,806 |
2,376 |
-1,430 |
-37.6% |
20,970 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
984-3 |
976-5 |
944-3 |
|
| R3 |
967-3 |
959-5 |
939-5 |
|
| R2 |
950-3 |
950-3 |
938-1 |
|
| R1 |
942-5 |
942-5 |
936-4 |
946-4 |
| PP |
933-3 |
933-3 |
933-3 |
935-2 |
| S1 |
925-5 |
925-5 |
933-4 |
929-4 |
| S2 |
916-3 |
916-3 |
931-7 |
|
| S3 |
899-3 |
908-5 |
930-3 |
|
| S4 |
882-3 |
891-5 |
925-5 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1149-3 |
1108-5 |
963-5 |
|
| R3 |
1077-3 |
1036-5 |
943-6 |
|
| R2 |
1005-3 |
1005-3 |
937-2 |
|
| R1 |
964-5 |
964-5 |
930-5 |
949-0 |
| PP |
933-3 |
933-3 |
933-3 |
925-4 |
| S1 |
892-5 |
892-5 |
917-3 |
877-0 |
| S2 |
861-3 |
861-3 |
910-6 |
|
| S3 |
789-3 |
820-5 |
904-2 |
|
| S4 |
717-3 |
748-5 |
884-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1013-2 |
|
2.618 |
985-4 |
|
1.618 |
968-4 |
|
1.000 |
958-0 |
|
0.618 |
951-4 |
|
HIGH |
941-0 |
|
0.618 |
934-4 |
|
0.500 |
932-4 |
|
0.382 |
930-4 |
|
LOW |
924-0 |
|
0.618 |
913-4 |
|
1.000 |
907-0 |
|
1.618 |
896-4 |
|
2.618 |
879-4 |
|
4.250 |
851-6 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
934-1 |
930-4 |
| PP |
933-3 |
926-0 |
| S1 |
932-4 |
921-4 |
|