CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 29-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1210-0 |
1148-0 |
-62-0 |
-5.1% |
1210-0 |
High |
1210-0 |
1149-0 |
-61-0 |
-5.0% |
1242-0 |
Low |
1190-0 |
1124-2 |
-65-6 |
-5.5% |
1190-0 |
Close |
1194-2 |
1124-2 |
-70-0 |
-5.9% |
1194-2 |
Range |
20-0 |
24-6 |
4-6 |
23.8% |
52-0 |
ATR |
38-0 |
40-3 |
2-2 |
6.0% |
0-0 |
Volume |
2,609 |
1,881 |
-728 |
-27.9% |
15,847 |
|
Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1206-6 |
1190-2 |
1137-7 |
|
R3 |
1182-0 |
1165-4 |
1131-0 |
|
R2 |
1157-2 |
1157-2 |
1128-6 |
|
R1 |
1140-6 |
1140-6 |
1126-4 |
1136-5 |
PP |
1132-4 |
1132-4 |
1132-4 |
1130-4 |
S1 |
1116-0 |
1116-0 |
1122-0 |
1111-7 |
S2 |
1107-6 |
1107-6 |
1119-6 |
|
S3 |
1083-0 |
1091-2 |
1117-4 |
|
S4 |
1058-2 |
1066-4 |
1110-5 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1364-6 |
1331-4 |
1222-7 |
|
R3 |
1312-6 |
1279-4 |
1208-4 |
|
R2 |
1260-6 |
1260-6 |
1203-6 |
|
R1 |
1227-4 |
1227-4 |
1199-0 |
1218-1 |
PP |
1208-6 |
1208-6 |
1208-6 |
1204-0 |
S1 |
1175-4 |
1175-4 |
1189-4 |
1166-1 |
S2 |
1156-6 |
1156-6 |
1184-6 |
|
S3 |
1104-6 |
1123-4 |
1180-0 |
|
S4 |
1052-6 |
1071-4 |
1165-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1238-0 |
1124-2 |
113-6 |
10.1% |
25-0 |
2.2% |
0% |
False |
True |
2,887 |
10 |
1242-0 |
1124-2 |
117-6 |
10.5% |
30-1 |
2.7% |
0% |
False |
True |
3,891 |
20 |
1330-0 |
1124-2 |
205-6 |
18.3% |
31-5 |
2.8% |
0% |
False |
True |
3,271 |
40 |
1397-0 |
1124-2 |
272-6 |
24.3% |
31-2 |
2.8% |
0% |
False |
True |
2,893 |
60 |
1640-0 |
1124-2 |
515-6 |
45.9% |
32-2 |
2.9% |
0% |
False |
True |
2,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1254-2 |
2.618 |
1213-6 |
1.618 |
1189-0 |
1.000 |
1173-6 |
0.618 |
1164-2 |
HIGH |
1149-0 |
0.618 |
1139-4 |
0.500 |
1136-5 |
0.382 |
1133-6 |
LOW |
1124-2 |
0.618 |
1109-0 |
1.000 |
1099-4 |
1.618 |
1084-2 |
2.618 |
1059-4 |
4.250 |
1019-0 |
|
|
Fisher Pivots for day following 29-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1136-5 |
1177-5 |
PP |
1132-4 |
1159-7 |
S1 |
1128-3 |
1142-0 |
|