CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 05-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
999-0 |
985-0 |
-14-0 |
-1.4% |
898-0 |
High |
1012-0 |
985-0 |
-27-0 |
-2.7% |
988-4 |
Low |
990-0 |
935-4 |
-54-4 |
-5.5% |
898-0 |
Close |
992-4 |
936-6 |
-55-6 |
-5.6% |
965-6 |
Range |
22-0 |
49-4 |
27-4 |
125.0% |
90-4 |
ATR |
39-4 |
40-6 |
1-2 |
3.2% |
0-0 |
Volume |
2,392 |
4,045 |
1,653 |
69.1% |
25,238 |
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1100-7 |
1068-3 |
964-0 |
|
R3 |
1051-3 |
1018-7 |
950-3 |
|
R2 |
1001-7 |
1001-7 |
945-7 |
|
R1 |
969-3 |
969-3 |
941-2 |
960-7 |
PP |
952-3 |
952-3 |
952-3 |
948-2 |
S1 |
919-7 |
919-7 |
932-2 |
911-3 |
S2 |
902-7 |
902-7 |
927-5 |
|
S3 |
853-3 |
870-3 |
923-1 |
|
S4 |
803-7 |
820-7 |
909-4 |
|
|
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 |
1195-3 |
2.618 |
1114-5 |
1.618 |
1065-1 |
1.000 |
1034-4 |
0.618 |
1015-5 |
HIGH |
985-0 |
0.618 |
966-1 |
0.500 |
960-2 |
0.382 |
954-3 |
LOW |
935-4 |
0.618 |
904-7 |
1.000 |
886-0 |
1.618 |
855-3 |
2.618 |
805-7 |
4.250 |
725-1 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
960-2 |
973-6 |
PP |
952-3 |
961-3 |
S1 |
944-5 |
949-1 |
|