CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 01-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1110-0 |
1080-4 |
-29-4 |
-2.7% |
1210-0 |
High |
1110-4 |
1097-4 |
-13-0 |
-1.2% |
1242-0 |
Low |
1072-0 |
1075-0 |
3-0 |
0.3% |
1190-0 |
Close |
1077-4 |
1086-0 |
8-4 |
0.8% |
1194-2 |
Range |
38-4 |
22-4 |
-16-0 |
-41.6% |
52-0 |
ATR |
41-2 |
39-7 |
-1-3 |
-3.2% |
0-0 |
Volume |
2,838 |
5,277 |
2,439 |
85.9% |
15,847 |
|
Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1153-5 |
1142-3 |
1098-3 |
|
R3 |
1131-1 |
1119-7 |
1092-2 |
|
R2 |
1108-5 |
1108-5 |
1090-1 |
|
R1 |
1097-3 |
1097-3 |
1088-0 |
1103-0 |
PP |
1086-1 |
1086-1 |
1086-1 |
1089-0 |
S1 |
1074-7 |
1074-7 |
1084-0 |
1080-4 |
S2 |
1063-5 |
1063-5 |
1081-7 |
|
S3 |
1041-1 |
1052-3 |
1079-6 |
|
S4 |
1018-5 |
1029-7 |
1073-5 |
|
|
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 |
1231-0 |
1072-0 |
159-0 |
14.6% |
26-0 |
2.4% |
9% |
False |
False |
2,921 |
10 |
1242-0 |
1072-0 |
170-0 |
15.7% |
28-0 |
2.6% |
8% |
False |
False |
3,944 |
20 |
1288-0 |
1072-0 |
216-0 |
19.9% |
30-2 |
2.8% |
6% |
False |
False |
3,467 |
40 |
1397-0 |
1072-0 |
325-0 |
29.9% |
30-7 |
2.8% |
4% |
False |
False |
2,982 |
60 |
1640-0 |
1072-0 |
568-0 |
52.3% |
32-0 |
2.9% |
2% |
False |
False |
2,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1193-1 |
2.618 |
1156-3 |
1.618 |
1133-7 |
1.000 |
1120-0 |
0.618 |
1111-3 |
HIGH |
1097-4 |
0.618 |
1088-7 |
0.500 |
1086-2 |
0.382 |
1083-5 |
LOW |
1075-0 |
0.618 |
1061-1 |
1.000 |
1052-4 |
1.618 |
1038-5 |
2.618 |
1016-1 |
4.250 |
979-3 |
|
|
Fisher Pivots for day following 01-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1086-2 |
1110-4 |
PP |
1086-1 |
1102-3 |
S1 |
1086-1 |
1094-1 |
|