CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
918-0 |
938-0 |
20-0 |
2.2% |
955-0 |
High |
927-0 |
944-0 |
17-0 |
1.8% |
1002-0 |
Low |
906-0 |
925-0 |
19-0 |
2.1% |
906-0 |
Close |
924-4 |
939-4 |
15-0 |
1.6% |
939-4 |
Range |
21-0 |
19-0 |
-2-0 |
-9.5% |
96-0 |
ATR |
38-3 |
37-0 |
-1-3 |
-3.5% |
0-0 |
Volume |
5,314 |
6,352 |
1,038 |
19.5% |
19,987 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
993-1 |
985-3 |
950-0 |
|
R3 |
974-1 |
966-3 |
944-6 |
|
R2 |
955-1 |
955-1 |
943-0 |
|
R1 |
947-3 |
947-3 |
941-2 |
951-2 |
PP |
936-1 |
936-1 |
936-1 |
938-1 |
S1 |
928-3 |
928-3 |
937-6 |
932-2 |
S2 |
917-1 |
917-1 |
936-0 |
|
S3 |
898-1 |
909-3 |
934-2 |
|
S4 |
879-1 |
890-3 |
929-0 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1237-1 |
1184-3 |
992-2 |
|
R3 |
1141-1 |
1088-3 |
965-7 |
|
R2 |
1045-1 |
1045-1 |
957-1 |
|
R1 |
992-3 |
992-3 |
948-2 |
970-6 |
PP |
949-1 |
949-1 |
949-1 |
938-3 |
S1 |
896-3 |
896-3 |
930-6 |
874-6 |
S2 |
853-1 |
853-1 |
921-7 |
|
S3 |
757-1 |
800-3 |
913-1 |
|
S4 |
661-1 |
704-3 |
886-6 |
|
|
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 |
10.2% |
26-2 |
2.8% |
35% |
False |
False |
3,997 |
10 |
1002-0 |
893-0 |
109-0 |
11.6% |
27-1 |
2.9% |
43% |
False |
False |
3,787 |
20 |
1002-0 |
860-0 |
142-0 |
15.1% |
27-4 |
2.9% |
56% |
False |
False |
3,144 |
40 |
1247-0 |
860-0 |
387-0 |
41.2% |
23-0 |
2.5% |
21% |
False |
False |
2,679 |
60 |
1396-0 |
860-0 |
536-0 |
57.1% |
23-0 |
2.4% |
15% |
False |
False |
2,184 |
80 |
1523-0 |
860-0 |
663-0 |
70.6% |
23-4 |
2.5% |
12% |
False |
False |
1,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1024-6 |
2.618 |
993-6 |
1.618 |
974-6 |
1.000 |
963-0 |
0.618 |
955-6 |
HIGH |
944-0 |
0.618 |
936-6 |
0.500 |
934-4 |
0.382 |
932-2 |
LOW |
925-0 |
0.618 |
913-2 |
1.000 |
906-0 |
1.618 |
894-2 |
2.618 |
875-2 |
4.250 |
844-2 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
937-7 |
943-0 |
PP |
936-1 |
941-7 |
S1 |
934-4 |
940-5 |
|