CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
936-0 |
885-0 |
-51-0 |
-5.4% |
956-0 |
| High |
937-4 |
888-0 |
-49-4 |
-5.3% |
967-4 |
| Low |
914-0 |
873-4 |
-40-4 |
-4.4% |
893-0 |
| Close |
913-0 |
871-4 |
-41-4 |
-4.5% |
915-6 |
| Range |
23-4 |
14-4 |
-9-0 |
-38.3% |
74-4 |
| ATR |
31-7 |
32-3 |
0-4 |
1.7% |
0-0 |
| Volume |
2,388 |
3,577 |
1,189 |
49.8% |
18,622 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
921-1 |
910-7 |
879-4 |
|
| R3 |
906-5 |
896-3 |
875-4 |
|
| R2 |
892-1 |
892-1 |
874-1 |
|
| R1 |
881-7 |
881-7 |
872-7 |
879-6 |
| PP |
877-5 |
877-5 |
877-5 |
876-5 |
| S1 |
867-3 |
867-3 |
870-1 |
865-2 |
| S2 |
863-1 |
863-1 |
868-7 |
|
| S3 |
848-5 |
852-7 |
867-4 |
|
| S4 |
834-1 |
838-3 |
863-4 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1148-7 |
1106-7 |
956-6 |
|
| R3 |
1074-3 |
1032-3 |
936-2 |
|
| R2 |
999-7 |
999-7 |
929-3 |
|
| R1 |
957-7 |
957-7 |
922-5 |
941-5 |
| PP |
925-3 |
925-3 |
925-3 |
917-2 |
| S1 |
883-3 |
883-3 |
908-7 |
867-1 |
| S2 |
850-7 |
850-7 |
902-1 |
|
| S3 |
776-3 |
808-7 |
895-2 |
|
| S4 |
701-7 |
734-3 |
874-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
937-4 |
873-4 |
64-0 |
7.3% |
18-0 |
2.1% |
-3% |
False |
True |
3,014 |
| 10 |
967-4 |
873-4 |
94-0 |
10.8% |
21-5 |
2.5% |
-2% |
False |
True |
3,626 |
| 20 |
1002-0 |
866-0 |
136-0 |
15.6% |
26-1 |
3.0% |
4% |
False |
False |
3,543 |
| 40 |
1213-0 |
860-0 |
353-0 |
40.5% |
24-1 |
2.8% |
3% |
False |
False |
3,080 |
| 60 |
1373-0 |
860-0 |
513-0 |
58.9% |
22-6 |
2.6% |
2% |
False |
False |
2,524 |
| 80 |
1450-0 |
860-0 |
590-0 |
67.7% |
23-5 |
2.7% |
2% |
False |
False |
2,194 |
| 100 |
1642-0 |
860-0 |
782-0 |
89.7% |
24-3 |
2.8% |
1% |
False |
False |
2,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
949-5 |
|
2.618 |
926-0 |
|
1.618 |
911-4 |
|
1.000 |
902-4 |
|
0.618 |
897-0 |
|
HIGH |
888-0 |
|
0.618 |
882-4 |
|
0.500 |
880-6 |
|
0.382 |
879-0 |
|
LOW |
873-4 |
|
0.618 |
864-4 |
|
1.000 |
859-0 |
|
1.618 |
850-0 |
|
2.618 |
835-4 |
|
4.250 |
811-7 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
880-6 |
905-4 |
| PP |
877-5 |
894-1 |
| S1 |
874-5 |
882-7 |
|