CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
980-0 |
999-0 |
19-0 |
1.9% |
898-0 |
| High |
980-0 |
1012-0 |
32-0 |
3.3% |
988-4 |
| Low |
965-0 |
990-0 |
25-0 |
2.6% |
898-0 |
| Close |
970-0 |
992-4 |
22-4 |
2.3% |
965-6 |
| Range |
15-0 |
22-0 |
7-0 |
46.7% |
90-4 |
| ATR |
39-3 |
39-4 |
0-2 |
0.5% |
0-0 |
| Volume |
2,962 |
2,392 |
-570 |
-19.2% |
25,238 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1064-1 |
1050-3 |
1004-5 |
|
| R3 |
1042-1 |
1028-3 |
998-4 |
|
| R2 |
1020-1 |
1020-1 |
996-4 |
|
| R1 |
1006-3 |
1006-3 |
994-4 |
1002-2 |
| PP |
998-1 |
998-1 |
998-1 |
996-1 |
| S1 |
984-3 |
984-3 |
990-4 |
980-2 |
| S2 |
976-1 |
976-1 |
988-4 |
|
| S3 |
954-1 |
962-3 |
986-4 |
|
| S4 |
932-1 |
940-3 |
980-3 |
|
|
| 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 |
1105-4 |
|
2.618 |
1069-5 |
|
1.618 |
1047-5 |
|
1.000 |
1034-0 |
|
0.618 |
1025-5 |
|
HIGH |
1012-0 |
|
0.618 |
1003-5 |
|
0.500 |
1001-0 |
|
0.382 |
998-3 |
|
LOW |
990-0 |
|
0.618 |
976-3 |
|
1.000 |
968-0 |
|
1.618 |
954-3 |
|
2.618 |
932-3 |
|
4.250 |
896-4 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1001-0 |
989-4 |
| PP |
998-1 |
986-4 |
| S1 |
995-3 |
983-4 |
|