CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
985-0 |
923-0 |
-62-0 |
-6.3% |
898-0 |
High |
985-0 |
939-0 |
-46-0 |
-4.7% |
988-4 |
Low |
935-4 |
916-0 |
-19-4 |
-2.1% |
898-0 |
Close |
936-6 |
934-2 |
-2-4 |
-0.3% |
965-6 |
Range |
49-4 |
23-0 |
-26-4 |
-53.5% |
90-4 |
ATR |
40-6 |
39-4 |
-1-2 |
-3.1% |
0-0 |
Volume |
4,045 |
6,001 |
1,956 |
48.4% |
25,238 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
998-6 |
989-4 |
946-7 |
|
R3 |
975-6 |
966-4 |
940-5 |
|
R2 |
952-6 |
952-6 |
938-4 |
|
R1 |
943-4 |
943-4 |
936-3 |
948-1 |
PP |
929-6 |
929-6 |
929-6 |
932-0 |
S1 |
920-4 |
920-4 |
932-1 |
925-1 |
S2 |
906-6 |
906-6 |
930-0 |
|
S3 |
883-6 |
897-4 |
927-7 |
|
S4 |
860-6 |
874-4 |
921-5 |
|
|
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 |
1036-6 |
2.618 |
999-2 |
1.618 |
976-2 |
1.000 |
962-0 |
0.618 |
953-2 |
HIGH |
939-0 |
0.618 |
930-2 |
0.500 |
927-4 |
0.382 |
924-6 |
LOW |
916-0 |
0.618 |
901-6 |
1.000 |
893-0 |
1.618 |
878-6 |
2.618 |
855-6 |
4.250 |
818-2 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
932-0 |
964-0 |
PP |
929-6 |
954-1 |
S1 |
927-4 |
944-1 |
|