CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
868-0 |
883-0 |
15-0 |
1.7% |
901-0 |
| High |
906-0 |
900-0 |
-6-0 |
-0.7% |
926-4 |
| Low |
867-0 |
881-0 |
14-0 |
1.6% |
846-0 |
| Close |
891-6 |
891-4 |
-0-2 |
0.0% |
847-2 |
| Range |
39-0 |
19-0 |
-20-0 |
-51.3% |
80-4 |
| ATR |
35-4 |
34-3 |
-1-1 |
-3.3% |
0-0 |
| Volume |
13,097 |
14,546 |
1,449 |
11.1% |
73,195 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
947-7 |
938-5 |
902-0 |
|
| R3 |
928-7 |
919-5 |
896-6 |
|
| R2 |
909-7 |
909-7 |
895-0 |
|
| R1 |
900-5 |
900-5 |
893-2 |
905-2 |
| PP |
890-7 |
890-7 |
890-7 |
893-1 |
| S1 |
881-5 |
881-5 |
889-6 |
886-2 |
| S2 |
871-7 |
871-7 |
888-0 |
|
| S3 |
852-7 |
862-5 |
886-2 |
|
| S4 |
833-7 |
843-5 |
881-0 |
|
|
| 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% |
24-7 |
2.8% |
57% |
False |
False |
15,533 |
| 10 |
928-4 |
846-0 |
82-4 |
9.3% |
24-3 |
2.7% |
55% |
False |
False |
14,577 |
| 20 |
989-0 |
846-0 |
143-0 |
16.0% |
25-2 |
2.8% |
32% |
False |
False |
12,453 |
| 40 |
1097-4 |
846-0 |
251-4 |
28.2% |
28-3 |
3.2% |
18% |
False |
False |
9,999 |
| 60 |
1312-0 |
846-0 |
466-0 |
52.3% |
29-3 |
3.3% |
10% |
False |
False |
7,789 |
| 80 |
1397-0 |
846-0 |
551-0 |
61.8% |
29-7 |
3.3% |
8% |
False |
False |
6,463 |
| 100 |
1640-0 |
846-0 |
794-0 |
89.1% |
30-7 |
3.5% |
6% |
False |
False |
5,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
980-6 |
|
2.618 |
949-6 |
|
1.618 |
930-6 |
|
1.000 |
919-0 |
|
0.618 |
911-6 |
|
HIGH |
900-0 |
|
0.618 |
892-6 |
|
0.500 |
890-4 |
|
0.382 |
888-2 |
|
LOW |
881-0 |
|
0.618 |
869-2 |
|
1.000 |
862-0 |
|
1.618 |
850-2 |
|
2.618 |
831-2 |
|
4.250 |
800-2 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
891-1 |
886-3 |
| PP |
890-7 |
881-1 |
| S1 |
890-4 |
876-0 |
|