CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 04-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
945-0 |
972-0 |
27-0 |
2.9% |
883-0 |
High |
966-0 |
989-0 |
23-0 |
2.4% |
969-6 |
Low |
943-0 |
972-0 |
29-0 |
3.1% |
882-0 |
Close |
949-2 |
971-0 |
21-6 |
2.3% |
945-2 |
Range |
23-0 |
17-0 |
-6-0 |
-26.1% |
87-6 |
ATR |
42-1 |
42-0 |
-0-1 |
-0.4% |
0-0 |
Volume |
5,198 |
5,563 |
365 |
7.0% |
54,163 |
|
Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1028-3 |
1016-5 |
980-3 |
|
R3 |
1011-3 |
999-5 |
975-5 |
|
R2 |
994-3 |
994-3 |
974-1 |
|
R1 |
982-5 |
982-5 |
972-4 |
980-0 |
PP |
977-3 |
977-3 |
977-3 |
976-0 |
S1 |
965-5 |
965-5 |
969-4 |
963-0 |
S2 |
960-3 |
960-3 |
967-7 |
|
S3 |
943-3 |
948-5 |
966-3 |
|
S4 |
926-3 |
931-5 |
961-5 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1195-5 |
1158-1 |
993-4 |
|
R3 |
1107-7 |
1070-3 |
969-3 |
|
R2 |
1020-1 |
1020-1 |
961-3 |
|
R1 |
982-5 |
982-5 |
953-2 |
1001-3 |
PP |
932-3 |
932-3 |
932-3 |
941-6 |
S1 |
894-7 |
894-7 |
937-2 |
913-5 |
S2 |
844-5 |
844-5 |
929-1 |
|
S3 |
756-7 |
807-1 |
921-1 |
|
S4 |
669-1 |
719-3 |
897-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
989-0 |
931-0 |
58-0 |
6.0% |
22-6 |
2.3% |
69% |
True |
False |
9,012 |
10 |
989-0 |
857-0 |
132-0 |
13.6% |
32-5 |
3.4% |
86% |
True |
False |
9,128 |
20 |
1018-0 |
850-0 |
168-0 |
17.3% |
30-2 |
3.1% |
72% |
False |
False |
8,109 |
40 |
1250-0 |
850-0 |
400-0 |
41.2% |
29-7 |
3.1% |
30% |
False |
False |
6,240 |
60 |
1397-0 |
850-0 |
547-0 |
56.3% |
30-4 |
3.1% |
22% |
False |
False |
4,946 |
80 |
1596-0 |
850-0 |
746-0 |
76.8% |
31-4 |
3.2% |
16% |
False |
False |
4,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1061-2 |
2.618 |
1033-4 |
1.618 |
1016-4 |
1.000 |
1006-0 |
0.618 |
999-4 |
HIGH |
989-0 |
0.618 |
982-4 |
0.500 |
980-4 |
0.382 |
978-4 |
LOW |
972-0 |
0.618 |
961-4 |
1.000 |
955-0 |
1.618 |
944-4 |
2.618 |
927-4 |
4.250 |
899-6 |
|
|
Fisher Pivots for day following 04-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
980-4 |
967-3 |
PP |
977-3 |
963-5 |
S1 |
974-1 |
960-0 |
|