CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
914-4 |
895-0 |
-19-4 |
-2.1% |
878-0 |
| High |
915-0 |
900-0 |
-15-0 |
-1.6% |
915-0 |
| Low |
903-0 |
888-4 |
-14-4 |
-1.6% |
878-0 |
| Close |
903-6 |
900-0 |
-3-6 |
-0.4% |
900-0 |
| Range |
12-0 |
11-4 |
-0-4 |
-4.2% |
37-0 |
| ATR |
30-3 |
29-2 |
-1-1 |
-3.5% |
0-0 |
| Volume |
3,948 |
4,861 |
913 |
23.1% |
15,618 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
930-5 |
926-7 |
906-3 |
|
| R3 |
919-1 |
915-3 |
903-1 |
|
| R2 |
907-5 |
907-5 |
902-1 |
|
| R1 |
903-7 |
903-7 |
901-0 |
905-6 |
| PP |
896-1 |
896-1 |
896-1 |
897-1 |
| S1 |
892-3 |
892-3 |
899-0 |
894-2 |
| S2 |
884-5 |
884-5 |
897-7 |
|
| S3 |
873-1 |
880-7 |
896-7 |
|
| S4 |
861-5 |
869-3 |
893-5 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1008-5 |
991-3 |
920-3 |
|
| R3 |
971-5 |
954-3 |
910-1 |
|
| R2 |
934-5 |
934-5 |
906-6 |
|
| R1 |
917-3 |
917-3 |
903-3 |
926-0 |
| PP |
897-5 |
897-5 |
897-5 |
902-0 |
| S1 |
880-3 |
880-3 |
896-5 |
889-0 |
| S2 |
860-5 |
860-5 |
893-2 |
|
| S3 |
823-5 |
843-3 |
889-7 |
|
| S4 |
786-5 |
806-3 |
879-5 |
|
|
| 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% |
17-2 |
1.9% |
75% |
False |
False |
4,376 |
| 10 |
937-4 |
854-4 |
83-0 |
9.2% |
17-5 |
2.0% |
55% |
False |
False |
3,695 |
| 20 |
1002-0 |
854-4 |
147-4 |
16.4% |
21-5 |
2.4% |
31% |
False |
False |
3,745 |
| 40 |
1062-0 |
854-4 |
207-4 |
23.1% |
24-0 |
2.7% |
22% |
False |
False |
3,378 |
| 60 |
1247-0 |
854-4 |
392-4 |
43.6% |
22-1 |
2.5% |
12% |
False |
False |
2,782 |
| 80 |
1396-0 |
854-4 |
541-4 |
60.2% |
22-6 |
2.5% |
8% |
False |
False |
2,383 |
| 100 |
1628-0 |
854-4 |
773-4 |
85.9% |
23-6 |
2.6% |
6% |
False |
False |
2,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
948-7 |
|
2.618 |
930-1 |
|
1.618 |
918-5 |
|
1.000 |
911-4 |
|
0.618 |
907-1 |
|
HIGH |
900-0 |
|
0.618 |
895-5 |
|
0.500 |
894-2 |
|
0.382 |
892-7 |
|
LOW |
888-4 |
|
0.618 |
881-3 |
|
1.000 |
877-0 |
|
1.618 |
869-7 |
|
2.618 |
858-3 |
|
4.250 |
839-5 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
898-1 |
901-6 |
| PP |
896-1 |
901-1 |
| S1 |
894-2 |
900-5 |
|