CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 26-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
901-0 |
923-0 |
22-0 |
2.4% |
924-0 |
High |
917-0 |
926-0 |
9-0 |
1.0% |
945-0 |
Low |
901-0 |
910-0 |
9-0 |
1.0% |
863-0 |
Close |
910-0 |
913-0 |
3-0 |
0.3% |
863-6 |
Range |
16-0 |
16-0 |
0-0 |
0.0% |
82-0 |
ATR |
32-5 |
31-4 |
-1-2 |
-3.6% |
0-0 |
Volume |
5,225 |
4,090 |
-1,135 |
-21.7% |
19,645 |
|
Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
964-3 |
954-5 |
921-6 |
|
R3 |
948-3 |
938-5 |
917-3 |
|
R2 |
932-3 |
932-3 |
915-7 |
|
R1 |
922-5 |
922-5 |
914-4 |
919-4 |
PP |
916-3 |
916-3 |
916-3 |
914-6 |
S1 |
906-5 |
906-5 |
911-4 |
903-4 |
S2 |
900-3 |
900-3 |
910-1 |
|
S3 |
884-3 |
890-5 |
908-5 |
|
S4 |
868-3 |
874-5 |
904-2 |
|
|
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 |
926-0 |
863-0 |
63-0 |
6.9% |
21-7 |
2.4% |
79% |
True |
False |
5,000 |
10 |
945-0 |
863-0 |
82-0 |
9.0% |
21-2 |
2.3% |
61% |
False |
False |
4,211 |
20 |
1012-0 |
863-0 |
149-0 |
16.3% |
22-1 |
2.4% |
34% |
False |
False |
4,325 |
40 |
1089-0 |
863-0 |
226-0 |
24.8% |
25-2 |
2.8% |
22% |
False |
False |
5,095 |
60 |
1296-0 |
863-0 |
433-0 |
47.4% |
25-5 |
2.8% |
12% |
False |
False |
4,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
994-0 |
2.618 |
967-7 |
1.618 |
951-7 |
1.000 |
942-0 |
0.618 |
935-7 |
HIGH |
926-0 |
0.618 |
919-7 |
0.500 |
918-0 |
0.382 |
916-1 |
LOW |
910-0 |
0.618 |
900-1 |
1.000 |
894-0 |
1.618 |
884-1 |
2.618 |
868-1 |
4.250 |
842-0 |
|
|
Fisher Pivots for day following 26-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
918-0 |
910-5 |
PP |
916-3 |
908-3 |
S1 |
914-5 |
906-0 |
|