CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 02-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1080-4 |
1067-0 |
-13-4 |
-1.2% |
1210-0 |
High |
1097-4 |
1067-4 |
-30-0 |
-2.7% |
1242-0 |
Low |
1075-0 |
1028-0 |
-47-0 |
-4.4% |
1190-0 |
Close |
1086-0 |
1035-6 |
-50-2 |
-4.6% |
1194-2 |
Range |
22-4 |
39-4 |
17-0 |
75.6% |
52-0 |
ATR |
39-7 |
41-1 |
1-2 |
3.3% |
0-0 |
Volume |
5,277 |
4,416 |
-861 |
-16.3% |
15,847 |
|
Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1162-2 |
1138-4 |
1057-4 |
|
R3 |
1122-6 |
1099-0 |
1046-5 |
|
R2 |
1083-2 |
1083-2 |
1043-0 |
|
R1 |
1059-4 |
1059-4 |
1039-3 |
1051-5 |
PP |
1043-6 |
1043-6 |
1043-6 |
1039-6 |
S1 |
1020-0 |
1020-0 |
1032-1 |
1012-1 |
S2 |
1004-2 |
1004-2 |
1028-4 |
|
S3 |
964-6 |
980-4 |
1024-7 |
|
S4 |
925-2 |
941-0 |
1014-0 |
|
|
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 |
1210-0 |
1028-0 |
182-0 |
17.6% |
29-0 |
2.8% |
4% |
False |
True |
3,404 |
10 |
1242-0 |
1028-0 |
214-0 |
20.7% |
28-4 |
2.8% |
4% |
False |
True |
3,660 |
20 |
1250-0 |
1028-0 |
222-0 |
21.4% |
31-0 |
3.0% |
3% |
False |
True |
3,517 |
40 |
1397-0 |
1028-0 |
369-0 |
35.6% |
30-1 |
2.9% |
2% |
False |
True |
3,027 |
60 |
1640-0 |
1028-0 |
612-0 |
59.1% |
32-2 |
3.1% |
1% |
False |
True |
2,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1235-3 |
2.618 |
1170-7 |
1.618 |
1131-3 |
1.000 |
1107-0 |
0.618 |
1091-7 |
HIGH |
1067-4 |
0.618 |
1052-3 |
0.500 |
1047-6 |
0.382 |
1043-1 |
LOW |
1028-0 |
0.618 |
1003-5 |
1.000 |
988-4 |
1.618 |
964-1 |
2.618 |
924-5 |
4.250 |
860-1 |
|
|
Fisher Pivots for day following 02-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1047-6 |
1069-2 |
PP |
1043-6 |
1058-1 |
S1 |
1039-6 |
1046-7 |
|