CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 31-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
961-0 |
954-0 |
-7-0 |
-0.7% |
893-0 |
High |
974-0 |
960-0 |
-14-0 |
-1.4% |
979-6 |
Low |
955-0 |
943-0 |
-12-0 |
-1.3% |
893-0 |
Close |
965-6 |
956-6 |
-9-0 |
-0.9% |
956-6 |
Range |
19-0 |
17-0 |
-2-0 |
-10.5% |
86-6 |
ATR |
41-0 |
39-5 |
-1-2 |
-3.2% |
0-0 |
Volume |
4,506 |
3,125 |
-1,381 |
-30.6% |
17,888 |
|
Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1004-2 |
997-4 |
966-1 |
|
R3 |
987-2 |
980-4 |
961-3 |
|
R2 |
970-2 |
970-2 |
959-7 |
|
R1 |
963-4 |
963-4 |
958-2 |
966-7 |
PP |
953-2 |
953-2 |
953-2 |
955-0 |
S1 |
946-4 |
946-4 |
955-2 |
949-7 |
S2 |
936-2 |
936-2 |
953-5 |
|
S3 |
919-2 |
929-4 |
952-1 |
|
S4 |
902-2 |
912-4 |
947-3 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1203-3 |
1166-7 |
1004-4 |
|
R3 |
1116-5 |
1080-1 |
980-5 |
|
R2 |
1029-7 |
1029-7 |
972-5 |
|
R1 |
993-3 |
993-3 |
964-6 |
1011-5 |
PP |
943-1 |
943-1 |
943-1 |
952-2 |
S1 |
906-5 |
906-5 |
948-6 |
924-7 |
S2 |
856-3 |
856-3 |
940-7 |
|
S3 |
769-5 |
819-7 |
932-7 |
|
S4 |
682-7 |
733-1 |
909-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
979-6 |
893-0 |
86-6 |
9.1% |
28-0 |
2.9% |
73% |
False |
False |
3,577 |
10 |
979-6 |
866-0 |
113-6 |
11.9% |
26-6 |
2.8% |
80% |
False |
False |
3,205 |
20 |
1024-0 |
860-0 |
164-0 |
17.1% |
25-7 |
2.7% |
59% |
False |
False |
3,017 |
40 |
1247-0 |
860-0 |
387-0 |
40.4% |
21-7 |
2.3% |
25% |
False |
False |
2,360 |
60 |
1396-0 |
860-0 |
536-0 |
56.0% |
23-0 |
2.4% |
18% |
False |
False |
1,949 |
80 |
1628-0 |
860-0 |
768-0 |
80.3% |
24-1 |
2.5% |
13% |
False |
False |
1,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1032-2 |
2.618 |
1004-4 |
1.618 |
987-4 |
1.000 |
977-0 |
0.618 |
970-4 |
HIGH |
960-0 |
0.618 |
953-4 |
0.500 |
951-4 |
0.382 |
949-4 |
LOW |
943-0 |
0.618 |
932-4 |
1.000 |
926-0 |
1.618 |
915-4 |
2.618 |
898-4 |
4.250 |
870-6 |
|
|
Fisher Pivots for day following 31-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
955-0 |
961-3 |
PP |
953-2 |
959-7 |
S1 |
951-4 |
958-2 |
|