CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
938-0 |
956-0 |
18-0 |
1.9% |
955-0 |
High |
944-0 |
967-4 |
23-4 |
2.5% |
1002-0 |
Low |
925-0 |
938-0 |
13-0 |
1.4% |
906-0 |
Close |
939-4 |
967-2 |
27-6 |
3.0% |
939-4 |
Range |
19-0 |
29-4 |
10-4 |
55.3% |
96-0 |
ATR |
37-0 |
36-4 |
-0-4 |
-1.5% |
0-0 |
Volume |
6,352 |
3,986 |
-2,366 |
-37.2% |
19,987 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1046-1 |
1036-1 |
983-4 |
|
R3 |
1016-5 |
1006-5 |
975-3 |
|
R2 |
987-1 |
987-1 |
972-5 |
|
R1 |
977-1 |
977-1 |
970-0 |
982-1 |
PP |
957-5 |
957-5 |
957-5 |
960-0 |
S1 |
947-5 |
947-5 |
964-4 |
952-5 |
S2 |
928-1 |
928-1 |
961-7 |
|
S3 |
898-5 |
918-1 |
959-1 |
|
S4 |
869-1 |
888-5 |
951-0 |
|
|
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 |
9.9% |
28-2 |
2.9% |
64% |
False |
False |
4,458 |
10 |
1002-0 |
897-0 |
105-0 |
10.9% |
26-7 |
2.8% |
67% |
False |
False |
3,875 |
20 |
1002-0 |
860-0 |
142-0 |
14.7% |
28-3 |
2.9% |
76% |
False |
False |
3,265 |
40 |
1247-0 |
860-0 |
387-0 |
40.0% |
23-4 |
2.4% |
28% |
False |
False |
2,755 |
60 |
1396-0 |
860-0 |
536-0 |
55.4% |
23-4 |
2.4% |
20% |
False |
False |
2,238 |
80 |
1450-0 |
860-0 |
590-0 |
61.0% |
23-3 |
2.4% |
18% |
False |
False |
1,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1092-7 |
2.618 |
1044-6 |
1.618 |
1015-2 |
1.000 |
997-0 |
0.618 |
985-6 |
HIGH |
967-4 |
0.618 |
956-2 |
0.500 |
952-6 |
0.382 |
949-2 |
LOW |
938-0 |
0.618 |
919-6 |
1.000 |
908-4 |
1.618 |
890-2 |
2.618 |
860-6 |
4.250 |
812-5 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
962-3 |
957-1 |
PP |
957-5 |
946-7 |
S1 |
952-6 |
936-6 |
|