CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
959-0 |
980-0 |
21-0 |
2.2% |
898-0 |
High |
971-0 |
980-0 |
9-0 |
0.9% |
988-4 |
Low |
955-0 |
965-0 |
10-0 |
1.0% |
898-0 |
Close |
965-6 |
970-0 |
4-2 |
0.4% |
965-6 |
Range |
16-0 |
15-0 |
-1-0 |
-6.3% |
90-4 |
ATR |
41-1 |
39-3 |
-1-7 |
-4.5% |
0-0 |
Volume |
3,730 |
2,962 |
-768 |
-20.6% |
25,238 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1016-5 |
1008-3 |
978-2 |
|
R3 |
1001-5 |
993-3 |
974-1 |
|
R2 |
986-5 |
986-5 |
972-6 |
|
R1 |
978-3 |
978-3 |
971-3 |
975-0 |
PP |
971-5 |
971-5 |
971-5 |
970-0 |
S1 |
963-3 |
963-3 |
968-5 |
960-0 |
S2 |
956-5 |
956-5 |
967-2 |
|
S3 |
941-5 |
948-3 |
965-7 |
|
S4 |
926-5 |
933-3 |
961-6 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1222-2 |
1184-4 |
1015-4 |
|
R3 |
1131-6 |
1094-0 |
990-5 |
|
R2 |
1041-2 |
1041-2 |
982-3 |
|
R1 |
1003-4 |
1003-4 |
974-0 |
1022-3 |
PP |
950-6 |
950-6 |
950-6 |
960-2 |
S1 |
913-0 |
913-0 |
957-4 |
931-7 |
S2 |
860-2 |
860-2 |
949-1 |
|
S3 |
769-6 |
822-4 |
940-7 |
|
S4 |
679-2 |
732-0 |
916-0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1043-6 |
2.618 |
1019-2 |
1.618 |
1004-2 |
1.000 |
995-0 |
0.618 |
989-2 |
HIGH |
980-0 |
0.618 |
974-2 |
0.500 |
972-4 |
0.382 |
970-6 |
LOW |
965-0 |
0.618 |
955-6 |
1.000 |
950-0 |
1.618 |
940-6 |
2.618 |
925-6 |
4.250 |
901-2 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
972-4 |
970-0 |
PP |
971-5 |
970-0 |
S1 |
970-7 |
970-0 |
|