CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 05-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
985-0 |
980-0 |
-5-0 |
-0.5% |
893-0 |
High |
1002-0 |
980-0 |
-22-0 |
-2.2% |
979-6 |
Low |
983-0 |
927-0 |
-56-0 |
-5.7% |
893-0 |
Close |
982-6 |
927-6 |
-55-0 |
-5.6% |
956-6 |
Range |
19-0 |
53-0 |
34-0 |
178.9% |
86-6 |
ATR |
38-3 |
39-5 |
1-2 |
3.2% |
0-0 |
Volume |
3,170 |
3,471 |
301 |
9.5% |
17,888 |
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1103-7 |
1068-7 |
956-7 |
|
R3 |
1050-7 |
1015-7 |
942-3 |
|
R2 |
997-7 |
997-7 |
937-4 |
|
R1 |
962-7 |
962-7 |
932-5 |
953-7 |
PP |
944-7 |
944-7 |
944-7 |
940-4 |
S1 |
909-7 |
909-7 |
922-7 |
900-7 |
S2 |
891-7 |
891-7 |
918-0 |
|
S3 |
838-7 |
856-7 |
913-1 |
|
S4 |
785-7 |
803-7 |
898-5 |
|
|
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 |
927-0 |
75-0 |
8.1% |
25-3 |
2.7% |
1% |
False |
True |
3,190 |
10 |
1002-0 |
866-0 |
136-0 |
14.7% |
30-4 |
3.3% |
45% |
False |
False |
3,142 |
20 |
1024-0 |
860-0 |
164-0 |
17.7% |
26-2 |
2.8% |
41% |
False |
False |
2,886 |
40 |
1247-0 |
860-0 |
387-0 |
41.7% |
22-2 |
2.4% |
18% |
False |
False |
2,468 |
60 |
1396-0 |
860-0 |
536-0 |
57.8% |
23-7 |
2.6% |
13% |
False |
False |
2,024 |
80 |
1573-0 |
860-0 |
713-0 |
76.9% |
23-5 |
2.6% |
10% |
False |
False |
1,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1205-2 |
2.618 |
1118-6 |
1.618 |
1065-6 |
1.000 |
1033-0 |
0.618 |
1012-6 |
HIGH |
980-0 |
0.618 |
959-6 |
0.500 |
953-4 |
0.382 |
947-2 |
LOW |
927-0 |
0.618 |
894-2 |
1.000 |
874-0 |
1.618 |
841-2 |
2.618 |
788-2 |
4.250 |
701-6 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
953-4 |
964-4 |
PP |
944-7 |
952-2 |
S1 |
936-3 |
940-0 |
|