CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
905-0 |
914-4 |
9-4 |
1.0% |
912-0 |
| High |
909-0 |
915-0 |
6-0 |
0.7% |
937-4 |
| Low |
900-4 |
903-0 |
2-4 |
0.3% |
854-4 |
| Close |
900-4 |
903-6 |
3-2 |
0.4% |
855-6 |
| Range |
8-4 |
12-0 |
3-4 |
41.2% |
83-0 |
| ATR |
31-4 |
30-3 |
-1-2 |
-3.9% |
0-0 |
| Volume |
3,698 |
3,948 |
250 |
6.8% |
17,549 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
943-2 |
935-4 |
910-3 |
|
| R3 |
931-2 |
923-4 |
907-0 |
|
| R2 |
919-2 |
919-2 |
906-0 |
|
| R1 |
911-4 |
911-4 |
904-7 |
909-3 |
| PP |
907-2 |
907-2 |
907-2 |
906-2 |
| S1 |
899-4 |
899-4 |
902-5 |
897-3 |
| S2 |
895-2 |
895-2 |
901-4 |
|
| S3 |
883-2 |
887-4 |
900-4 |
|
| S4 |
871-2 |
875-4 |
897-1 |
|
|
| 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 |
915-0 |
854-4 |
60-4 |
6.7% |
17-7 |
2.0% |
81% |
True |
False |
4,119 |
| 10 |
937-4 |
854-4 |
83-0 |
9.2% |
20-0 |
2.2% |
59% |
False |
False |
3,543 |
| 20 |
1002-0 |
854-4 |
147-4 |
16.3% |
22-0 |
2.4% |
33% |
False |
False |
3,727 |
| 40 |
1062-0 |
854-4 |
207-4 |
23.0% |
23-7 |
2.6% |
24% |
False |
False |
3,344 |
| 60 |
1286-0 |
854-4 |
431-4 |
47.7% |
22-1 |
2.4% |
11% |
False |
False |
2,728 |
| 80 |
1396-0 |
854-4 |
541-4 |
59.9% |
23-4 |
2.6% |
9% |
False |
False |
2,339 |
| 100 |
1628-0 |
854-4 |
773-4 |
85.6% |
23-6 |
2.6% |
6% |
False |
False |
2,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
966-0 |
|
2.618 |
946-3 |
|
1.618 |
934-3 |
|
1.000 |
927-0 |
|
0.618 |
922-3 |
|
HIGH |
915-0 |
|
0.618 |
910-3 |
|
0.500 |
909-0 |
|
0.382 |
907-5 |
|
LOW |
903-0 |
|
0.618 |
895-5 |
|
1.000 |
891-0 |
|
1.618 |
883-5 |
|
2.618 |
871-5 |
|
4.250 |
852-0 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
909-0 |
901-3 |
| PP |
907-2 |
898-7 |
| S1 |
905-4 |
896-4 |
|