CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
904-0 |
915-0 |
11-0 |
1.2% |
945-0 |
| High |
928-4 |
915-0 |
-13-4 |
-1.5% |
989-0 |
| Low |
898-0 |
884-0 |
-14-0 |
-1.6% |
896-0 |
| Close |
905-0 |
903-0 |
-2-0 |
-0.2% |
929-4 |
| Range |
30-4 |
31-0 |
0-4 |
1.6% |
93-0 |
| ATR |
39-1 |
38-4 |
-0-5 |
-1.5% |
0-0 |
| Volume |
13,012 |
18,573 |
5,561 |
42.7% |
42,349 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
993-5 |
979-3 |
920-0 |
|
| R3 |
962-5 |
948-3 |
911-4 |
|
| R2 |
931-5 |
931-5 |
908-5 |
|
| R1 |
917-3 |
917-3 |
905-7 |
909-0 |
| PP |
900-5 |
900-5 |
900-5 |
896-4 |
| S1 |
886-3 |
886-3 |
900-1 |
878-0 |
| S2 |
869-5 |
869-5 |
897-3 |
|
| S3 |
838-5 |
855-3 |
894-4 |
|
| S4 |
807-5 |
824-3 |
886-0 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1217-1 |
1166-3 |
980-5 |
|
| R3 |
1124-1 |
1073-3 |
955-1 |
|
| R2 |
1031-1 |
1031-1 |
946-4 |
|
| R1 |
980-3 |
980-3 |
938-0 |
959-2 |
| PP |
938-1 |
938-1 |
938-1 |
927-5 |
| S1 |
887-3 |
887-3 |
921-0 |
866-2 |
| S2 |
845-1 |
845-1 |
912-4 |
|
| S3 |
752-1 |
794-3 |
903-7 |
|
| S4 |
659-1 |
701-3 |
878-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
958-0 |
884-0 |
74-0 |
8.2% |
25-7 |
2.9% |
26% |
False |
True |
14,406 |
| 10 |
989-0 |
884-0 |
105-0 |
11.6% |
26-6 |
3.0% |
18% |
False |
True |
10,882 |
| 20 |
989-0 |
857-0 |
132-0 |
14.6% |
30-3 |
3.4% |
35% |
False |
False |
10,261 |
| 40 |
1242-0 |
850-0 |
392-0 |
43.4% |
29-3 |
3.3% |
14% |
False |
False |
7,817 |
| 60 |
1397-0 |
850-0 |
547-0 |
60.6% |
29-6 |
3.3% |
10% |
False |
False |
6,162 |
| 80 |
1445-0 |
850-0 |
595-0 |
65.9% |
30-0 |
3.3% |
9% |
False |
False |
5,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1046-6 |
|
2.618 |
996-1 |
|
1.618 |
965-1 |
|
1.000 |
946-0 |
|
0.618 |
934-1 |
|
HIGH |
915-0 |
|
0.618 |
903-1 |
|
0.500 |
899-4 |
|
0.382 |
895-7 |
|
LOW |
884-0 |
|
0.618 |
864-7 |
|
1.000 |
853-0 |
|
1.618 |
833-7 |
|
2.618 |
802-7 |
|
4.250 |
752-2 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
901-7 |
907-0 |
| PP |
900-5 |
905-5 |
| S1 |
899-4 |
904-3 |
|