CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
904-0 |
926-0 |
22-0 |
2.4% |
945-0 |
High |
919-0 |
931-0 |
12-0 |
1.3% |
989-0 |
Low |
896-0 |
915-0 |
19-0 |
2.1% |
896-0 |
Close |
915-0 |
929-4 |
14-4 |
1.6% |
929-4 |
Range |
23-0 |
16-0 |
-7-0 |
-30.4% |
93-0 |
ATR |
41-5 |
39-6 |
-1-7 |
-4.4% |
0-0 |
Volume |
9,613 |
13,790 |
4,177 |
43.5% |
42,349 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
973-1 |
967-3 |
938-2 |
|
R3 |
957-1 |
951-3 |
933-7 |
|
R2 |
941-1 |
941-1 |
932-3 |
|
R1 |
935-3 |
935-3 |
931-0 |
938-2 |
PP |
925-1 |
925-1 |
925-1 |
926-5 |
S1 |
919-3 |
919-3 |
928-0 |
922-2 |
S2 |
909-1 |
909-1 |
926-5 |
|
S3 |
893-1 |
903-3 |
925-1 |
|
S4 |
877-1 |
887-3 |
920-6 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1217-1 |
1166-3 |
980-5 |
|
R3 |
1124-1 |
1073-3 |
955-1 |
|
R2 |
1031-1 |
1031-1 |
946-4 |
|
R1 |
980-3 |
980-3 |
938-0 |
959-2 |
PP |
938-1 |
938-1 |
938-1 |
927-5 |
S1 |
887-3 |
887-3 |
921-0 |
866-2 |
S2 |
845-1 |
845-1 |
912-4 |
|
S3 |
752-1 |
794-3 |
903-7 |
|
S4 |
659-1 |
701-3 |
878-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
989-0 |
896-0 |
93-0 |
10.0% |
27-0 |
2.9% |
36% |
False |
False |
8,469 |
10 |
989-0 |
882-0 |
107-0 |
11.5% |
31-5 |
3.4% |
44% |
False |
False |
9,651 |
20 |
989-0 |
850-0 |
139-0 |
15.0% |
31-2 |
3.4% |
57% |
False |
False |
8,752 |
40 |
1242-0 |
850-0 |
392-0 |
42.2% |
30-5 |
3.3% |
20% |
False |
False |
6,834 |
60 |
1397-0 |
850-0 |
547-0 |
58.8% |
30-2 |
3.3% |
15% |
False |
False |
5,313 |
80 |
1534-0 |
850-0 |
684-0 |
73.6% |
30-5 |
3.3% |
12% |
False |
False |
4,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
999-0 |
2.618 |
972-7 |
1.618 |
956-7 |
1.000 |
947-0 |
0.618 |
940-7 |
HIGH |
931-0 |
0.618 |
924-7 |
0.500 |
923-0 |
0.382 |
921-1 |
LOW |
915-0 |
0.618 |
905-1 |
1.000 |
899-0 |
1.618 |
889-1 |
2.618 |
873-1 |
4.250 |
847-0 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
927-3 |
933-0 |
PP |
925-1 |
931-7 |
S1 |
923-0 |
930-5 |
|