CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
923-0 |
908-0 |
-15-0 |
-1.6% |
886-0 |
High |
926-0 |
908-0 |
-18-0 |
-1.9% |
926-0 |
Low |
910-0 |
900-0 |
-10-0 |
-1.1% |
886-0 |
Close |
913-0 |
908-0 |
-5-0 |
-0.5% |
908-0 |
Range |
16-0 |
8-0 |
-8-0 |
-50.0% |
40-0 |
ATR |
31-4 |
30-1 |
-1-3 |
-4.2% |
0-0 |
Volume |
4,090 |
2,667 |
-1,423 |
-34.8% |
17,398 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
929-3 |
926-5 |
912-3 |
|
R3 |
921-3 |
918-5 |
910-2 |
|
R2 |
913-3 |
913-3 |
909-4 |
|
R1 |
910-5 |
910-5 |
908-6 |
912-0 |
PP |
905-3 |
905-3 |
905-3 |
906-0 |
S1 |
902-5 |
902-5 |
907-2 |
904-0 |
S2 |
897-3 |
897-3 |
906-4 |
|
S3 |
889-3 |
894-5 |
905-6 |
|
S4 |
881-3 |
886-5 |
903-5 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1026-5 |
1007-3 |
930-0 |
|
R3 |
986-5 |
967-3 |
919-0 |
|
R2 |
946-5 |
946-5 |
915-3 |
|
R1 |
927-3 |
927-3 |
911-5 |
937-0 |
PP |
906-5 |
906-5 |
906-5 |
911-4 |
S1 |
887-3 |
887-3 |
904-3 |
897-0 |
S2 |
866-5 |
866-5 |
900-5 |
|
S3 |
826-5 |
847-3 |
897-0 |
|
S4 |
786-5 |
807-3 |
886-0 |
|
|
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% |
19-6 |
2.2% |
71% |
False |
False |
4,711 |
10 |
945-0 |
863-0 |
82-0 |
9.0% |
18-2 |
2.0% |
55% |
False |
False |
4,084 |
20 |
1012-0 |
863-0 |
149-0 |
16.4% |
21-4 |
2.4% |
30% |
False |
False |
4,201 |
40 |
1069-0 |
863-0 |
206-0 |
22.7% |
24-4 |
2.7% |
22% |
False |
False |
4,991 |
60 |
1262-0 |
863-0 |
399-0 |
43.9% |
25-4 |
2.8% |
11% |
False |
False |
4,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
942-0 |
2.618 |
929-0 |
1.618 |
921-0 |
1.000 |
916-0 |
0.618 |
913-0 |
HIGH |
908-0 |
0.618 |
905-0 |
0.500 |
904-0 |
0.382 |
903-0 |
LOW |
900-0 |
0.618 |
895-0 |
1.000 |
892-0 |
1.618 |
887-0 |
2.618 |
879-0 |
4.250 |
866-0 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
906-5 |
913-0 |
PP |
905-3 |
911-3 |
S1 |
904-0 |
909-5 |
|