CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 05-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
972-0 |
968-0 |
-4-0 |
-0.4% |
883-0 |
High |
989-0 |
970-0 |
-19-0 |
-1.9% |
969-6 |
Low |
972-0 |
914-0 |
-58-0 |
-6.0% |
882-0 |
Close |
971-0 |
916-0 |
-55-0 |
-5.7% |
945-2 |
Range |
17-0 |
56-0 |
39-0 |
229.4% |
87-6 |
ATR |
42-0 |
43-0 |
1-1 |
2.6% |
0-0 |
Volume |
5,563 |
8,185 |
2,622 |
47.1% |
54,163 |
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1101-3 |
1064-5 |
946-6 |
|
R3 |
1045-3 |
1008-5 |
931-3 |
|
R2 |
989-3 |
989-3 |
926-2 |
|
R1 |
952-5 |
952-5 |
921-1 |
943-0 |
PP |
933-3 |
933-3 |
933-3 |
928-4 |
S1 |
896-5 |
896-5 |
910-7 |
887-0 |
S2 |
877-3 |
877-3 |
905-6 |
|
S3 |
821-3 |
840-5 |
900-5 |
|
S4 |
765-3 |
784-5 |
885-2 |
|
|
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 |
914-0 |
75-0 |
8.2% |
27-0 |
2.9% |
3% |
False |
True |
7,674 |
10 |
989-0 |
857-0 |
132-0 |
14.4% |
36-4 |
4.0% |
45% |
False |
False |
9,017 |
20 |
1018-0 |
850-0 |
168-0 |
18.3% |
30-6 |
3.4% |
39% |
False |
False |
8,228 |
40 |
1250-0 |
850-0 |
400-0 |
43.7% |
30-6 |
3.4% |
17% |
False |
False |
6,381 |
60 |
1397-0 |
850-0 |
547-0 |
59.7% |
31-1 |
3.4% |
12% |
False |
False |
5,040 |
80 |
1580-0 |
850-0 |
730-0 |
79.7% |
31-4 |
3.4% |
9% |
False |
False |
4,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1208-0 |
2.618 |
1116-5 |
1.618 |
1060-5 |
1.000 |
1026-0 |
0.618 |
1004-5 |
HIGH |
970-0 |
0.618 |
948-5 |
0.500 |
942-0 |
0.382 |
935-3 |
LOW |
914-0 |
0.618 |
879-3 |
1.000 |
858-0 |
1.618 |
823-3 |
2.618 |
767-3 |
4.250 |
676-0 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
942-0 |
951-4 |
PP |
933-3 |
939-5 |
S1 |
924-5 |
927-7 |
|