CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
876-0 |
886-0 |
10-0 |
1.1% |
924-0 |
| High |
886-0 |
921-4 |
35-4 |
4.0% |
945-0 |
| Low |
863-0 |
886-0 |
23-0 |
2.7% |
863-0 |
| Close |
863-6 |
909-4 |
45-6 |
5.3% |
863-6 |
| Range |
23-0 |
35-4 |
12-4 |
54.3% |
82-0 |
| ATR |
32-1 |
34-0 |
1-7 |
5.7% |
0-0 |
| Volume |
6,157 |
5,416 |
-741 |
-12.0% |
19,645 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1012-1 |
996-3 |
929-0 |
|
| R3 |
976-5 |
960-7 |
919-2 |
|
| R2 |
941-1 |
941-1 |
916-0 |
|
| R1 |
925-3 |
925-3 |
912-6 |
933-2 |
| PP |
905-5 |
905-5 |
905-5 |
909-5 |
| S1 |
889-7 |
889-7 |
906-2 |
897-6 |
| S2 |
870-1 |
870-1 |
903-0 |
|
| S3 |
834-5 |
854-3 |
899-6 |
|
| S4 |
799-1 |
818-7 |
890-0 |
|
|
| 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 |
1072-3 |
|
2.618 |
1014-4 |
|
1.618 |
979-0 |
|
1.000 |
957-0 |
|
0.618 |
943-4 |
|
HIGH |
921-4 |
|
0.618 |
908-0 |
|
0.500 |
903-6 |
|
0.382 |
899-4 |
|
LOW |
886-0 |
|
0.618 |
864-0 |
|
1.000 |
850-4 |
|
1.618 |
828-4 |
|
2.618 |
793-0 |
|
4.250 |
735-1 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
907-5 |
903-6 |
| PP |
905-5 |
898-0 |
| S1 |
903-6 |
892-2 |
|