CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
886-0 |
901-0 |
15-0 |
1.7% |
924-0 |
High |
921-4 |
917-0 |
-4-4 |
-0.5% |
945-0 |
Low |
886-0 |
901-0 |
15-0 |
1.7% |
863-0 |
Close |
909-4 |
910-0 |
0-4 |
0.1% |
863-6 |
Range |
35-4 |
16-0 |
-19-4 |
-54.9% |
82-0 |
ATR |
34-0 |
32-5 |
-1-2 |
-3.8% |
0-0 |
Volume |
5,416 |
5,225 |
-191 |
-3.5% |
19,645 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
957-3 |
949-5 |
918-6 |
|
R3 |
941-3 |
933-5 |
914-3 |
|
R2 |
925-3 |
925-3 |
912-7 |
|
R1 |
917-5 |
917-5 |
911-4 |
921-4 |
PP |
909-3 |
909-3 |
909-3 |
911-2 |
S1 |
901-5 |
901-5 |
908-4 |
905-4 |
S2 |
893-3 |
893-3 |
907-1 |
|
S3 |
877-3 |
885-5 |
905-5 |
|
S4 |
861-3 |
869-5 |
901-2 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
945-0 |
863-0 |
82-0 |
9.0% |
23-4 |
2.6% |
57% |
False |
False |
4,738 |
10 |
947-0 |
863-0 |
84-0 |
9.2% |
22-2 |
2.4% |
56% |
False |
False |
4,247 |
20 |
1012-0 |
863-0 |
149-0 |
16.4% |
23-1 |
2.5% |
32% |
False |
False |
4,521 |
40 |
1116-0 |
863-0 |
253-0 |
27.8% |
25-2 |
2.8% |
19% |
False |
False |
5,185 |
60 |
1325-0 |
863-0 |
462-0 |
50.8% |
26-1 |
2.9% |
10% |
False |
False |
4,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
985-0 |
2.618 |
958-7 |
1.618 |
942-7 |
1.000 |
933-0 |
0.618 |
926-7 |
HIGH |
917-0 |
0.618 |
910-7 |
0.500 |
909-0 |
0.382 |
907-1 |
LOW |
901-0 |
0.618 |
891-1 |
1.000 |
885-0 |
1.618 |
875-1 |
2.618 |
859-1 |
4.250 |
833-0 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
909-5 |
904-1 |
PP |
909-3 |
898-1 |
S1 |
909-0 |
892-2 |
|