CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
926-0 |
946-0 |
20-0 |
2.2% |
945-0 |
High |
931-0 |
958-0 |
27-0 |
2.9% |
989-0 |
Low |
915-0 |
927-0 |
12-0 |
1.3% |
896-0 |
Close |
929-4 |
957-2 |
27-6 |
3.0% |
929-4 |
Range |
16-0 |
31-0 |
15-0 |
93.8% |
93-0 |
ATR |
39-6 |
39-1 |
-0-5 |
-1.6% |
0-0 |
Volume |
13,790 |
11,834 |
-1,956 |
-14.2% |
42,349 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1040-3 |
1029-7 |
974-2 |
|
R3 |
1009-3 |
998-7 |
965-6 |
|
R2 |
978-3 |
978-3 |
962-7 |
|
R1 |
967-7 |
967-7 |
960-1 |
973-1 |
PP |
947-3 |
947-3 |
947-3 |
950-0 |
S1 |
936-7 |
936-7 |
954-3 |
942-1 |
S2 |
916-3 |
916-3 |
951-5 |
|
S3 |
885-3 |
905-7 |
948-6 |
|
S4 |
854-3 |
874-7 |
940-2 |
|
|
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 |
9.7% |
28-5 |
3.0% |
66% |
False |
False |
9,797 |
10 |
989-0 |
884-0 |
105-0 |
11.0% |
31-1 |
3.3% |
70% |
False |
False |
10,113 |
20 |
989-0 |
850-0 |
139-0 |
14.5% |
32-4 |
3.4% |
77% |
False |
False |
9,119 |
40 |
1242-0 |
850-0 |
392-0 |
41.0% |
30-2 |
3.2% |
27% |
False |
False |
7,028 |
60 |
1397-0 |
850-0 |
547-0 |
57.1% |
30-2 |
3.2% |
20% |
False |
False |
5,452 |
80 |
1463-0 |
850-0 |
613-0 |
64.0% |
30-2 |
3.2% |
17% |
False |
False |
4,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1089-6 |
2.618 |
1039-1 |
1.618 |
1008-1 |
1.000 |
989-0 |
0.618 |
977-1 |
HIGH |
958-0 |
0.618 |
946-1 |
0.500 |
942-4 |
0.382 |
938-7 |
LOW |
927-0 |
0.618 |
907-7 |
1.000 |
896-0 |
1.618 |
876-7 |
2.618 |
845-7 |
4.250 |
795-2 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
952-3 |
947-1 |
PP |
947-3 |
937-1 |
S1 |
942-4 |
927-0 |
|