CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
954-0 |
955-0 |
1-0 |
0.1% |
893-0 |
High |
960-0 |
974-0 |
14-0 |
1.5% |
979-6 |
Low |
943-0 |
955-0 |
12-0 |
1.3% |
893-0 |
Close |
956-6 |
960-6 |
4-0 |
0.4% |
956-6 |
Range |
17-0 |
19-0 |
2-0 |
11.8% |
86-6 |
ATR |
39-5 |
38-2 |
-1-4 |
-3.7% |
0-0 |
Volume |
3,125 |
1,680 |
-1,445 |
-46.2% |
17,888 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1020-2 |
1009-4 |
971-2 |
|
R3 |
1001-2 |
990-4 |
966-0 |
|
R2 |
982-2 |
982-2 |
964-2 |
|
R1 |
971-4 |
971-4 |
962-4 |
976-7 |
PP |
963-2 |
963-2 |
963-2 |
966-0 |
S1 |
952-4 |
952-4 |
959-0 |
957-7 |
S2 |
944-2 |
944-2 |
957-2 |
|
S3 |
925-2 |
933-4 |
955-4 |
|
S4 |
906-2 |
914-4 |
950-2 |
|
|
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 |
897-0 |
82-6 |
8.6% |
25-4 |
2.7% |
77% |
False |
False |
3,293 |
10 |
979-6 |
866-0 |
113-6 |
11.8% |
27-1 |
2.8% |
83% |
False |
False |
3,134 |
20 |
1024-0 |
860-0 |
164-0 |
17.1% |
26-0 |
2.7% |
61% |
False |
False |
2,937 |
40 |
1247-0 |
860-0 |
387-0 |
40.3% |
21-7 |
2.3% |
26% |
False |
False |
2,359 |
60 |
1396-0 |
860-0 |
536-0 |
55.8% |
23-1 |
2.4% |
19% |
False |
False |
1,952 |
80 |
1596-0 |
860-0 |
736-0 |
76.6% |
23-7 |
2.5% |
14% |
False |
False |
1,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1054-6 |
2.618 |
1023-6 |
1.618 |
1004-6 |
1.000 |
993-0 |
0.618 |
985-6 |
HIGH |
974-0 |
0.618 |
966-6 |
0.500 |
964-4 |
0.382 |
962-2 |
LOW |
955-0 |
0.618 |
943-2 |
1.000 |
936-0 |
1.618 |
924-2 |
2.618 |
905-2 |
4.250 |
874-2 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
964-4 |
960-0 |
PP |
963-2 |
959-2 |
S1 |
962-0 |
958-4 |
|