CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
860-0 |
868-0 |
8-0 |
0.9% |
901-0 |
| High |
870-0 |
906-0 |
36-0 |
4.1% |
926-4 |
| Low |
846-0 |
867-0 |
21-0 |
2.5% |
846-0 |
| Close |
847-2 |
891-6 |
44-4 |
5.3% |
847-2 |
| Range |
24-0 |
39-0 |
15-0 |
62.5% |
80-4 |
| ATR |
33-6 |
35-4 |
1-6 |
5.3% |
0-0 |
| Volume |
22,697 |
13,097 |
-9,600 |
-42.3% |
73,195 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1005-2 |
987-4 |
913-2 |
|
| R3 |
966-2 |
948-4 |
902-4 |
|
| R2 |
927-2 |
927-2 |
898-7 |
|
| R1 |
909-4 |
909-4 |
895-3 |
918-3 |
| PP |
888-2 |
888-2 |
888-2 |
892-6 |
| S1 |
870-4 |
870-4 |
888-1 |
879-3 |
| S2 |
849-2 |
849-2 |
884-5 |
|
| S3 |
810-2 |
831-4 |
881-0 |
|
| S4 |
771-2 |
792-4 |
870-2 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1114-6 |
1061-4 |
891-4 |
|
| R3 |
1034-2 |
981-0 |
869-3 |
|
| R2 |
953-6 |
953-6 |
862-0 |
|
| R1 |
900-4 |
900-4 |
854-5 |
886-7 |
| PP |
873-2 |
873-2 |
873-2 |
866-4 |
| S1 |
820-0 |
820-0 |
839-7 |
806-3 |
| S2 |
792-6 |
792-6 |
832-4 |
|
| S3 |
712-2 |
739-4 |
825-1 |
|
| S4 |
631-6 |
659-0 |
803-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
926-4 |
846-0 |
80-4 |
9.0% |
24-6 |
2.8% |
57% |
False |
False |
16,188 |
| 10 |
930-0 |
846-0 |
84-0 |
9.4% |
24-5 |
2.8% |
54% |
False |
False |
14,605 |
| 20 |
989-0 |
846-0 |
143-0 |
16.0% |
27-7 |
3.1% |
32% |
False |
False |
12,359 |
| 40 |
1110-4 |
846-0 |
264-4 |
29.7% |
28-7 |
3.2% |
17% |
False |
False |
9,706 |
| 60 |
1330-0 |
846-0 |
484-0 |
54.3% |
29-6 |
3.3% |
9% |
False |
False |
7,561 |
| 80 |
1397-0 |
846-0 |
551-0 |
61.8% |
30-1 |
3.4% |
8% |
False |
False |
6,300 |
| 100 |
1640-0 |
846-0 |
794-0 |
89.0% |
30-7 |
3.5% |
6% |
False |
False |
5,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1071-6 |
|
2.618 |
1008-1 |
|
1.618 |
969-1 |
|
1.000 |
945-0 |
|
0.618 |
930-1 |
|
HIGH |
906-0 |
|
0.618 |
891-1 |
|
0.500 |
886-4 |
|
0.382 |
881-7 |
|
LOW |
867-0 |
|
0.618 |
842-7 |
|
1.000 |
828-0 |
|
1.618 |
803-7 |
|
2.618 |
764-7 |
|
4.250 |
701-2 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
890-0 |
886-4 |
| PP |
888-2 |
881-2 |
| S1 |
886-4 |
876-0 |
|