CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
924-0 |
927-0 |
3-0 |
0.3% |
965-0 |
| High |
941-0 |
939-0 |
-2-0 |
-0.2% |
974-0 |
| Low |
924-0 |
926-4 |
2-4 |
0.3% |
902-0 |
| Close |
935-0 |
929-6 |
-5-2 |
-0.6% |
924-0 |
| Range |
17-0 |
12-4 |
-4-4 |
-26.5% |
72-0 |
| ATR |
34-1 |
32-4 |
-1-4 |
-4.5% |
0-0 |
| Volume |
2,376 |
4,220 |
1,844 |
77.6% |
20,970 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
969-2 |
962-0 |
936-5 |
|
| R3 |
956-6 |
949-4 |
933-2 |
|
| R2 |
944-2 |
944-2 |
932-0 |
|
| R1 |
937-0 |
937-0 |
930-7 |
940-5 |
| PP |
931-6 |
931-6 |
931-6 |
933-4 |
| S1 |
924-4 |
924-4 |
928-5 |
928-1 |
| S2 |
919-2 |
919-2 |
927-4 |
|
| S3 |
906-6 |
912-0 |
926-2 |
|
| S4 |
894-2 |
899-4 |
922-7 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1149-3 |
1108-5 |
963-5 |
|
| R3 |
1077-3 |
1036-5 |
943-6 |
|
| R2 |
1005-3 |
1005-3 |
937-2 |
|
| R1 |
964-5 |
964-5 |
930-5 |
949-0 |
| PP |
933-3 |
933-3 |
933-3 |
925-4 |
| S1 |
892-5 |
892-5 |
917-3 |
877-0 |
| S2 |
861-3 |
861-3 |
910-6 |
|
| S3 |
789-3 |
820-5 |
904-2 |
|
| S4 |
717-3 |
748-5 |
884-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
992-1 |
|
2.618 |
971-6 |
|
1.618 |
959-2 |
|
1.000 |
951-4 |
|
0.618 |
946-6 |
|
HIGH |
939-0 |
|
0.618 |
934-2 |
|
0.500 |
932-6 |
|
0.382 |
931-2 |
|
LOW |
926-4 |
|
0.618 |
918-6 |
|
1.000 |
914-0 |
|
1.618 |
906-2 |
|
2.618 |
893-6 |
|
4.250 |
873-3 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
932-6 |
928-7 |
| PP |
931-6 |
927-7 |
| S1 |
930-6 |
927-0 |
|