CME Pit-Traded Soybean Future May 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 |
878-0 |
905-0 |
27-0 |
3.1% |
912-0 |
| High |
911-0 |
909-0 |
-2-0 |
-0.2% |
937-4 |
| Low |
878-0 |
900-4 |
22-4 |
2.6% |
854-4 |
| Close |
900-6 |
900-4 |
-0-2 |
0.0% |
855-6 |
| Range |
33-0 |
8-4 |
-24-4 |
-74.2% |
83-0 |
| ATR |
33-2 |
31-4 |
-1-6 |
-5.3% |
0-0 |
| Volume |
3,111 |
3,698 |
587 |
18.9% |
17,549 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
928-7 |
923-1 |
905-1 |
|
| R3 |
920-3 |
914-5 |
902-7 |
|
| R2 |
911-7 |
911-7 |
902-0 |
|
| R1 |
906-1 |
906-1 |
901-2 |
904-6 |
| PP |
903-3 |
903-3 |
903-3 |
902-5 |
| S1 |
897-5 |
897-5 |
899-6 |
896-2 |
| S2 |
894-7 |
894-7 |
899-0 |
|
| S3 |
886-3 |
889-1 |
898-1 |
|
| S4 |
877-7 |
880-5 |
895-7 |
|
|
| 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 |
9.2% |
20-2 |
2.2% |
55% |
False |
False |
3,807 |
| 10 |
939-0 |
854-4 |
84-4 |
9.4% |
21-6 |
2.4% |
54% |
False |
False |
3,553 |
| 20 |
1002-0 |
854-4 |
147-4 |
16.4% |
23-0 |
2.6% |
31% |
False |
False |
3,766 |
| 40 |
1107-0 |
854-4 |
252-4 |
28.0% |
24-0 |
2.7% |
18% |
False |
False |
3,301 |
| 60 |
1320-0 |
854-4 |
465-4 |
51.7% |
22-6 |
2.5% |
10% |
False |
False |
2,691 |
| 80 |
1396-0 |
854-4 |
541-4 |
60.1% |
23-7 |
2.6% |
8% |
False |
False |
2,307 |
| 100 |
1628-0 |
854-4 |
773-4 |
85.9% |
24-1 |
2.7% |
6% |
False |
False |
2,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
945-1 |
|
2.618 |
931-2 |
|
1.618 |
922-6 |
|
1.000 |
917-4 |
|
0.618 |
914-2 |
|
HIGH |
909-0 |
|
0.618 |
905-6 |
|
0.500 |
904-6 |
|
0.382 |
903-6 |
|
LOW |
900-4 |
|
0.618 |
895-2 |
|
1.000 |
892-0 |
|
1.618 |
886-6 |
|
2.618 |
878-2 |
|
4.250 |
864-3 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
904-6 |
894-5 |
| PP |
903-3 |
888-5 |
| S1 |
901-7 |
882-6 |
|