CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 30-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1148-0 |
1110-0 |
-38-0 |
-3.3% |
1210-0 |
High |
1149-0 |
1110-4 |
-38-4 |
-3.4% |
1242-0 |
Low |
1124-2 |
1072-0 |
-52-2 |
-4.6% |
1190-0 |
Close |
1124-2 |
1077-4 |
-46-6 |
-4.2% |
1194-2 |
Range |
24-6 |
38-4 |
13-6 |
55.6% |
52-0 |
ATR |
40-3 |
41-2 |
0-7 |
2.1% |
0-0 |
Volume |
1,881 |
2,838 |
957 |
50.9% |
15,847 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1202-1 |
1178-3 |
1098-5 |
|
R3 |
1163-5 |
1139-7 |
1088-1 |
|
R2 |
1125-1 |
1125-1 |
1084-4 |
|
R1 |
1101-3 |
1101-3 |
1081-0 |
1094-0 |
PP |
1086-5 |
1086-5 |
1086-5 |
1083-0 |
S1 |
1062-7 |
1062-7 |
1074-0 |
1055-4 |
S2 |
1048-1 |
1048-1 |
1070-4 |
|
S3 |
1009-5 |
1024-3 |
1066-7 |
|
S4 |
971-1 |
985-7 |
1056-3 |
|
|
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 |
1072-0 |
166-0 |
15.4% |
26-7 |
2.5% |
3% |
False |
True |
2,603 |
10 |
1242-0 |
1072-0 |
170-0 |
15.8% |
28-7 |
2.7% |
3% |
False |
True |
3,767 |
20 |
1312-0 |
1072-0 |
240-0 |
22.3% |
31-4 |
2.9% |
2% |
False |
True |
3,369 |
40 |
1397-0 |
1072-0 |
325-0 |
30.2% |
31-2 |
2.9% |
2% |
False |
True |
2,926 |
60 |
1640-0 |
1072-0 |
568-0 |
52.7% |
32-4 |
3.0% |
1% |
False |
True |
2,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1274-1 |
2.618 |
1211-2 |
1.618 |
1172-6 |
1.000 |
1149-0 |
0.618 |
1134-2 |
HIGH |
1110-4 |
0.618 |
1095-6 |
0.500 |
1091-2 |
0.382 |
1086-6 |
LOW |
1072-0 |
0.618 |
1048-2 |
1.000 |
1033-4 |
1.618 |
1009-6 |
2.618 |
971-2 |
4.250 |
908-3 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1091-2 |
1141-0 |
PP |
1086-5 |
1119-7 |
S1 |
1082-1 |
1098-5 |
|