CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
885-0 |
867-4 |
-17-4 |
-2.0% |
912-0 |
| High |
888-0 |
876-0 |
-12-0 |
-1.4% |
937-4 |
| Low |
873-4 |
854-4 |
-19-0 |
-2.2% |
854-4 |
| Close |
871-4 |
855-6 |
-15-6 |
-1.8% |
855-6 |
| Range |
14-4 |
21-4 |
7-0 |
48.3% |
83-0 |
| ATR |
32-3 |
31-5 |
-0-6 |
-2.4% |
0-0 |
| Volume |
3,577 |
6,263 |
2,686 |
75.1% |
17,549 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
926-5 |
912-5 |
867-5 |
|
| R3 |
905-1 |
891-1 |
861-5 |
|
| R2 |
883-5 |
883-5 |
859-6 |
|
| R1 |
869-5 |
869-5 |
857-6 |
865-7 |
| PP |
862-1 |
862-1 |
862-1 |
860-2 |
| S1 |
848-1 |
848-1 |
853-6 |
844-3 |
| S2 |
840-5 |
840-5 |
851-6 |
|
| S3 |
819-1 |
826-5 |
849-7 |
|
| S4 |
797-5 |
805-1 |
843-7 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1131-5 |
1076-5 |
901-3 |
|
| R3 |
1048-5 |
993-5 |
878-5 |
|
| R2 |
965-5 |
965-5 |
871-0 |
|
| R1 |
910-5 |
910-5 |
863-3 |
896-5 |
| PP |
882-5 |
882-5 |
882-5 |
875-4 |
| S1 |
827-5 |
827-5 |
848-1 |
813-5 |
| S2 |
799-5 |
799-5 |
840-4 |
|
| S3 |
716-5 |
744-5 |
832-7 |
|
| S4 |
633-5 |
661-5 |
810-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
937-4 |
854-4 |
83-0 |
9.7% |
19-6 |
2.3% |
2% |
False |
True |
3,509 |
| 10 |
967-4 |
854-4 |
113-0 |
13.2% |
21-7 |
2.6% |
1% |
False |
True |
3,617 |
| 20 |
1002-0 |
854-4 |
147-4 |
17.2% |
24-4 |
2.9% |
1% |
False |
True |
3,702 |
| 40 |
1161-0 |
854-4 |
306-4 |
35.8% |
24-4 |
2.9% |
0% |
False |
True |
3,213 |
| 60 |
1373-0 |
854-4 |
518-4 |
60.6% |
23-0 |
2.7% |
0% |
False |
True |
2,600 |
| 80 |
1418-0 |
854-4 |
563-4 |
65.8% |
23-7 |
2.8% |
0% |
False |
True |
2,256 |
| 100 |
1642-0 |
854-4 |
787-4 |
92.0% |
24-2 |
2.8% |
0% |
False |
True |
2,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
967-3 |
|
2.618 |
932-2 |
|
1.618 |
910-6 |
|
1.000 |
897-4 |
|
0.618 |
889-2 |
|
HIGH |
876-0 |
|
0.618 |
867-6 |
|
0.500 |
865-2 |
|
0.382 |
862-6 |
|
LOW |
854-4 |
|
0.618 |
841-2 |
|
1.000 |
833-0 |
|
1.618 |
819-6 |
|
2.618 |
798-2 |
|
4.250 |
763-1 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
865-2 |
896-0 |
| PP |
862-1 |
882-5 |
| S1 |
858-7 |
869-1 |
|