CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
945-0 |
892-0 |
-53-0 |
-5.6% |
965-0 |
| High |
945-0 |
897-0 |
-48-0 |
-5.1% |
974-0 |
| Low |
921-0 |
878-0 |
-43-0 |
-4.7% |
902-0 |
| Close |
922-4 |
879-0 |
-43-4 |
-4.7% |
924-0 |
| Range |
24-0 |
19-0 |
-5-0 |
-20.8% |
72-0 |
| ATR |
31-7 |
32-7 |
0-7 |
2.8% |
0-0 |
| Volume |
2,777 |
4,115 |
1,338 |
48.2% |
20,970 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
941-5 |
929-3 |
889-4 |
|
| R3 |
922-5 |
910-3 |
884-2 |
|
| R2 |
903-5 |
903-5 |
882-4 |
|
| R1 |
891-3 |
891-3 |
880-6 |
888-0 |
| PP |
884-5 |
884-5 |
884-5 |
883-0 |
| S1 |
872-3 |
872-3 |
877-2 |
869-0 |
| S2 |
865-5 |
865-5 |
875-4 |
|
| S3 |
846-5 |
853-3 |
873-6 |
|
| S4 |
827-5 |
834-3 |
868-4 |
|
|
| 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 |
977-6 |
|
2.618 |
946-6 |
|
1.618 |
927-6 |
|
1.000 |
916-0 |
|
0.618 |
908-6 |
|
HIGH |
897-0 |
|
0.618 |
889-6 |
|
0.500 |
887-4 |
|
0.382 |
885-2 |
|
LOW |
878-0 |
|
0.618 |
866-2 |
|
1.000 |
859-0 |
|
1.618 |
847-2 |
|
2.618 |
828-2 |
|
4.250 |
797-2 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
887-4 |
911-4 |
| PP |
884-5 |
900-5 |
| S1 |
881-7 |
889-7 |
|