CME Pit-Traded Soybean Future March 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 |
968-0 |
904-0 |
-64-0 |
-6.6% |
883-0 |
| High |
970-0 |
919-0 |
-51-0 |
-5.3% |
969-6 |
| Low |
914-0 |
896-0 |
-18-0 |
-2.0% |
882-0 |
| Close |
916-0 |
915-0 |
-1-0 |
-0.1% |
945-2 |
| Range |
56-0 |
23-0 |
-33-0 |
-58.9% |
87-6 |
| ATR |
43-0 |
41-5 |
-1-3 |
-3.3% |
0-0 |
| Volume |
8,185 |
9,613 |
1,428 |
17.4% |
54,163 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979-0 |
970-0 |
927-5 |
|
| R3 |
956-0 |
947-0 |
921-3 |
|
| R2 |
933-0 |
933-0 |
919-2 |
|
| R1 |
924-0 |
924-0 |
917-1 |
928-4 |
| PP |
910-0 |
910-0 |
910-0 |
912-2 |
| S1 |
901-0 |
901-0 |
912-7 |
905-4 |
| S2 |
887-0 |
887-0 |
910-6 |
|
| S3 |
864-0 |
878-0 |
908-5 |
|
| S4 |
841-0 |
855-0 |
902-3 |
|
|
| 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 |
989-0 |
896-0 |
93-0 |
10.2% |
27-5 |
3.0% |
20% |
False |
True |
7,359 |
| 10 |
989-0 |
857-0 |
132-0 |
14.4% |
35-4 |
3.9% |
44% |
False |
False |
9,134 |
| 20 |
989-0 |
850-0 |
139-0 |
15.2% |
30-5 |
3.4% |
47% |
False |
False |
8,292 |
| 40 |
1250-0 |
850-0 |
400-0 |
43.7% |
31-0 |
3.4% |
16% |
False |
False |
6,567 |
| 60 |
1397-0 |
850-0 |
547-0 |
59.8% |
30-5 |
3.3% |
12% |
False |
False |
5,144 |
| 80 |
1573-0 |
850-0 |
723-0 |
79.0% |
31-1 |
3.4% |
9% |
False |
False |
4,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1016-6 |
|
2.618 |
979-2 |
|
1.618 |
956-2 |
|
1.000 |
942-0 |
|
0.618 |
933-2 |
|
HIGH |
919-0 |
|
0.618 |
910-2 |
|
0.500 |
907-4 |
|
0.382 |
904-6 |
|
LOW |
896-0 |
|
0.618 |
881-6 |
|
1.000 |
873-0 |
|
1.618 |
858-6 |
|
2.618 |
835-6 |
|
4.250 |
798-2 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
912-4 |
942-4 |
| PP |
910-0 |
933-3 |
| S1 |
907-4 |
924-1 |
|