CME Pit-Traded Soybean Future March 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 |
941-0 |
945-0 |
4-0 |
0.4% |
883-0 |
| High |
950-0 |
966-0 |
16-0 |
1.7% |
969-6 |
| Low |
931-0 |
943-0 |
12-0 |
1.3% |
882-0 |
| Close |
945-2 |
949-2 |
4-0 |
0.4% |
945-2 |
| Range |
19-0 |
23-0 |
4-0 |
21.1% |
87-6 |
| ATR |
43-5 |
42-1 |
-1-4 |
-3.4% |
0-0 |
| Volume |
8,238 |
5,198 |
-3,040 |
-36.9% |
54,163 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1021-6 |
1008-4 |
961-7 |
|
| R3 |
998-6 |
985-4 |
955-5 |
|
| R2 |
975-6 |
975-6 |
953-4 |
|
| R1 |
962-4 |
962-4 |
951-3 |
969-1 |
| PP |
952-6 |
952-6 |
952-6 |
956-0 |
| S1 |
939-4 |
939-4 |
947-1 |
946-1 |
| S2 |
929-6 |
929-6 |
945-0 |
|
| S3 |
906-6 |
916-4 |
942-7 |
|
| S4 |
883-6 |
893-4 |
936-5 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1195-5 |
1158-1 |
993-4 |
|
| R3 |
1107-7 |
1070-3 |
969-3 |
|
| R2 |
1020-1 |
1020-1 |
961-3 |
|
| R1 |
982-5 |
982-5 |
953-2 |
1001-3 |
| PP |
932-3 |
932-3 |
932-3 |
941-6 |
| S1 |
894-7 |
894-7 |
937-2 |
913-5 |
| S2 |
844-5 |
844-5 |
929-1 |
|
| S3 |
756-7 |
807-1 |
921-1 |
|
| S4 |
669-1 |
719-3 |
897-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
969-6 |
884-0 |
85-6 |
9.0% |
33-6 |
3.6% |
76% |
False |
False |
10,430 |
| 10 |
969-6 |
857-0 |
112-6 |
11.9% |
33-4 |
3.5% |
82% |
False |
False |
9,399 |
| 20 |
1018-0 |
850-0 |
168-0 |
17.7% |
30-6 |
3.2% |
59% |
False |
False |
8,228 |
| 40 |
1250-0 |
850-0 |
400-0 |
42.1% |
30-4 |
3.2% |
25% |
False |
False |
6,172 |
| 60 |
1397-0 |
850-0 |
547-0 |
57.6% |
30-4 |
3.2% |
18% |
False |
False |
4,901 |
| 80 |
1598-0 |
850-0 |
748-0 |
78.8% |
31-5 |
3.3% |
13% |
False |
False |
4,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1063-6 |
|
2.618 |
1026-2 |
|
1.618 |
1003-2 |
|
1.000 |
989-0 |
|
0.618 |
980-2 |
|
HIGH |
966-0 |
|
0.618 |
957-2 |
|
0.500 |
954-4 |
|
0.382 |
951-6 |
|
LOW |
943-0 |
|
0.618 |
928-6 |
|
1.000 |
920-0 |
|
1.618 |
905-6 |
|
2.618 |
882-6 |
|
4.250 |
845-2 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
954-4 |
949-0 |
| PP |
952-6 |
948-6 |
| S1 |
951-0 |
948-4 |
|