CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
980-0 |
918-0 |
-62-0 |
-6.3% |
893-0 |
High |
980-0 |
927-0 |
-53-0 |
-5.4% |
979-6 |
Low |
927-0 |
906-0 |
-21-0 |
-2.3% |
893-0 |
Close |
927-6 |
924-4 |
-3-2 |
-0.4% |
956-6 |
Range |
53-0 |
21-0 |
-32-0 |
-60.4% |
86-6 |
ATR |
39-5 |
38-3 |
-1-2 |
-3.2% |
0-0 |
Volume |
3,471 |
5,314 |
1,843 |
53.1% |
17,888 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
982-1 |
974-3 |
936-0 |
|
R3 |
961-1 |
953-3 |
930-2 |
|
R2 |
940-1 |
940-1 |
928-3 |
|
R1 |
932-3 |
932-3 |
926-3 |
936-2 |
PP |
919-1 |
919-1 |
919-1 |
921-1 |
S1 |
911-3 |
911-3 |
922-5 |
915-2 |
S2 |
898-1 |
898-1 |
920-5 |
|
S3 |
877-1 |
890-3 |
918-6 |
|
S4 |
856-1 |
869-3 |
913-0 |
|
|
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 |
906-0 |
96-0 |
10.4% |
25-6 |
2.8% |
19% |
False |
True |
3,352 |
10 |
1002-0 |
866-0 |
136-0 |
14.7% |
30-5 |
3.3% |
43% |
False |
False |
3,460 |
20 |
1002-0 |
860-0 |
142-0 |
15.4% |
26-4 |
2.9% |
45% |
False |
False |
2,956 |
40 |
1247-0 |
860-0 |
387-0 |
41.9% |
22-6 |
2.5% |
17% |
False |
False |
2,573 |
60 |
1396-0 |
860-0 |
536-0 |
58.0% |
23-2 |
2.5% |
12% |
False |
False |
2,096 |
80 |
1523-0 |
860-0 |
663-0 |
71.7% |
23-2 |
2.5% |
10% |
False |
False |
1,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1016-2 |
2.618 |
982-0 |
1.618 |
961-0 |
1.000 |
948-0 |
0.618 |
940-0 |
HIGH |
927-0 |
0.618 |
919-0 |
0.500 |
916-4 |
0.382 |
914-0 |
LOW |
906-0 |
0.618 |
893-0 |
1.000 |
885-0 |
1.618 |
872-0 |
2.618 |
851-0 |
4.250 |
816-6 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
921-7 |
954-0 |
PP |
919-1 |
944-1 |
S1 |
916-4 |
934-3 |
|