CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
901-0 |
916-0 |
15-0 |
1.7% |
946-0 |
| High |
925-0 |
922-0 |
-3-0 |
-0.3% |
958-0 |
| Low |
901-0 |
904-0 |
3-0 |
0.3% |
884-0 |
| Close |
915-4 |
910-2 |
-5-2 |
-0.6% |
905-0 |
| Range |
24-0 |
18-0 |
-6-0 |
-25.0% |
74-0 |
| ATR |
36-0 |
34-6 |
-1-2 |
-3.6% |
0-0 |
| Volume |
5,348 |
17,823 |
12,475 |
233.3% |
71,593 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
966-1 |
956-1 |
920-1 |
|
| R3 |
948-1 |
938-1 |
915-2 |
|
| R2 |
930-1 |
930-1 |
913-4 |
|
| R1 |
920-1 |
920-1 |
911-7 |
916-1 |
| PP |
912-1 |
912-1 |
912-1 |
910-0 |
| S1 |
902-1 |
902-1 |
908-5 |
898-1 |
| S2 |
894-1 |
894-1 |
907-0 |
|
| S3 |
876-1 |
884-1 |
905-2 |
|
| S4 |
858-1 |
866-1 |
900-3 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1137-5 |
1095-3 |
945-6 |
|
| R3 |
1063-5 |
1021-3 |
925-3 |
|
| R2 |
989-5 |
989-5 |
918-5 |
|
| R1 |
947-3 |
947-3 |
911-6 |
931-4 |
| PP |
915-5 |
915-5 |
915-5 |
907-6 |
| S1 |
873-3 |
873-3 |
898-2 |
857-4 |
| S2 |
841-5 |
841-5 |
891-3 |
|
| S3 |
767-5 |
799-3 |
884-5 |
|
| S4 |
693-5 |
725-3 |
864-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
928-4 |
884-0 |
44-4 |
4.9% |
23-7 |
2.6% |
59% |
False |
False |
13,621 |
| 10 |
970-0 |
884-0 |
86-0 |
9.4% |
26-5 |
2.9% |
31% |
False |
False |
12,635 |
| 20 |
989-0 |
857-0 |
132-0 |
14.5% |
29-5 |
3.3% |
40% |
False |
False |
10,881 |
| 40 |
1238-0 |
850-0 |
388-0 |
42.6% |
28-5 |
3.1% |
16% |
False |
False |
8,383 |
| 60 |
1395-0 |
850-0 |
545-0 |
59.9% |
29-3 |
3.2% |
11% |
False |
False |
6,662 |
| 80 |
1445-0 |
850-0 |
595-0 |
65.4% |
29-7 |
3.3% |
10% |
False |
False |
5,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
998-4 |
|
2.618 |
969-1 |
|
1.618 |
951-1 |
|
1.000 |
940-0 |
|
0.618 |
933-1 |
|
HIGH |
922-0 |
|
0.618 |
915-1 |
|
0.500 |
913-0 |
|
0.382 |
910-7 |
|
LOW |
904-0 |
|
0.618 |
892-7 |
|
1.000 |
886-0 |
|
1.618 |
874-7 |
|
2.618 |
856-7 |
|
4.250 |
827-4 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
913-0 |
909-3 |
| PP |
912-1 |
908-3 |
| S1 |
911-1 |
907-4 |
|