CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 04-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
955-0 |
985-0 |
30-0 |
3.1% |
893-0 |
High |
974-0 |
1002-0 |
28-0 |
2.9% |
979-6 |
Low |
955-0 |
983-0 |
28-0 |
2.9% |
893-0 |
Close |
960-6 |
982-6 |
22-0 |
2.3% |
956-6 |
Range |
19-0 |
19-0 |
0-0 |
0.0% |
86-6 |
ATR |
38-2 |
38-3 |
0-2 |
0.6% |
0-0 |
Volume |
1,680 |
3,170 |
1,490 |
88.7% |
17,888 |
|
Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1046-2 |
1033-4 |
993-2 |
|
R3 |
1027-2 |
1014-4 |
988-0 |
|
R2 |
1008-2 |
1008-2 |
986-2 |
|
R1 |
995-4 |
995-4 |
984-4 |
992-3 |
PP |
989-2 |
989-2 |
989-2 |
987-6 |
S1 |
976-4 |
976-4 |
981-0 |
973-3 |
S2 |
970-2 |
970-2 |
979-2 |
|
S3 |
951-2 |
957-4 |
977-4 |
|
S4 |
932-2 |
938-4 |
972-2 |
|
|
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 |
1002-0 |
943-0 |
59-0 |
6.0% |
21-4 |
2.2% |
67% |
True |
False |
3,444 |
10 |
1002-0 |
866-0 |
136-0 |
13.8% |
26-4 |
2.7% |
86% |
True |
False |
3,147 |
20 |
1024-0 |
860-0 |
164-0 |
16.7% |
25-6 |
2.6% |
75% |
False |
False |
2,876 |
40 |
1247-0 |
860-0 |
387-0 |
39.4% |
21-3 |
2.2% |
32% |
False |
False |
2,408 |
60 |
1396-0 |
860-0 |
536-0 |
54.5% |
23-2 |
2.4% |
23% |
False |
False |
1,981 |
80 |
1596-0 |
860-0 |
736-0 |
74.9% |
23-6 |
2.4% |
17% |
False |
False |
1,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1082-6 |
2.618 |
1051-6 |
1.618 |
1032-6 |
1.000 |
1021-0 |
0.618 |
1013-6 |
HIGH |
1002-0 |
0.618 |
994-6 |
0.500 |
992-4 |
0.382 |
990-2 |
LOW |
983-0 |
0.618 |
971-2 |
1.000 |
964-0 |
1.618 |
952-2 |
2.618 |
933-2 |
4.250 |
902-2 |
|
|
Fisher Pivots for day following 04-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
992-4 |
979-3 |
PP |
989-2 |
975-7 |
S1 |
986-0 |
972-4 |
|