CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
892-0 |
876-0 |
-16-0 |
-1.8% |
924-0 |
High |
897-0 |
886-0 |
-11-0 |
-1.2% |
945-0 |
Low |
878-0 |
863-0 |
-15-0 |
-1.7% |
863-0 |
Close |
879-0 |
863-6 |
-15-2 |
-1.7% |
863-6 |
Range |
19-0 |
23-0 |
4-0 |
21.1% |
82-0 |
ATR |
32-7 |
32-1 |
-0-6 |
-2.1% |
0-0 |
Volume |
4,115 |
6,157 |
2,042 |
49.6% |
19,645 |
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
939-7 |
924-7 |
876-3 |
|
R3 |
916-7 |
901-7 |
870-1 |
|
R2 |
893-7 |
893-7 |
868-0 |
|
R1 |
878-7 |
878-7 |
865-7 |
874-7 |
PP |
870-7 |
870-7 |
870-7 |
869-0 |
S1 |
855-7 |
855-7 |
861-5 |
851-7 |
S2 |
847-7 |
847-7 |
859-4 |
|
S3 |
824-7 |
832-7 |
857-3 |
|
S4 |
801-7 |
809-7 |
851-1 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1136-5 |
1082-1 |
908-7 |
|
R3 |
1054-5 |
1000-1 |
886-2 |
|
R2 |
972-5 |
972-5 |
878-6 |
|
R1 |
918-1 |
918-1 |
871-2 |
904-3 |
PP |
890-5 |
890-5 |
890-5 |
883-6 |
S1 |
836-1 |
836-1 |
856-2 |
822-3 |
S2 |
808-5 |
808-5 |
848-6 |
|
S3 |
726-5 |
754-1 |
841-2 |
|
S4 |
644-5 |
672-1 |
818-5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
983-6 |
2.618 |
946-2 |
1.618 |
923-2 |
1.000 |
909-0 |
0.618 |
900-2 |
HIGH |
886-0 |
0.618 |
877-2 |
0.500 |
874-4 |
0.382 |
871-6 |
LOW |
863-0 |
0.618 |
848-6 |
1.000 |
840-0 |
1.618 |
825-6 |
2.618 |
802-6 |
4.250 |
765-2 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
874-4 |
904-0 |
PP |
870-7 |
890-5 |
S1 |
867-3 |
877-1 |
|