CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 03-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1067-0 |
1033-4 |
-33-4 |
-3.1% |
1148-0 |
High |
1067-4 |
1053-0 |
-14-4 |
-1.4% |
1149-0 |
Low |
1028-0 |
1021-0 |
-7-0 |
-0.7% |
1021-0 |
Close |
1035-6 |
1021-4 |
-14-2 |
-1.4% |
1021-4 |
Range |
39-4 |
32-0 |
-7-4 |
-19.0% |
128-0 |
ATR |
41-1 |
40-4 |
-0-5 |
-1.6% |
0-0 |
Volume |
4,416 |
7,214 |
2,798 |
63.4% |
21,626 |
|
Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1127-7 |
1106-5 |
1039-1 |
|
R3 |
1095-7 |
1074-5 |
1030-2 |
|
R2 |
1063-7 |
1063-7 |
1027-3 |
|
R1 |
1042-5 |
1042-5 |
1024-3 |
1037-2 |
PP |
1031-7 |
1031-7 |
1031-7 |
1029-1 |
S1 |
1010-5 |
1010-5 |
1018-5 |
1005-2 |
S2 |
999-7 |
999-7 |
1015-5 |
|
S3 |
967-7 |
978-5 |
1012-6 |
|
S4 |
935-7 |
946-5 |
1003-7 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1447-7 |
1362-5 |
1091-7 |
|
R3 |
1319-7 |
1234-5 |
1056-6 |
|
R2 |
1191-7 |
1191-7 |
1045-0 |
|
R1 |
1106-5 |
1106-5 |
1033-2 |
1085-2 |
PP |
1063-7 |
1063-7 |
1063-7 |
1053-1 |
S1 |
978-5 |
978-5 |
1009-6 |
957-2 |
S2 |
935-7 |
935-7 |
998-0 |
|
S3 |
807-7 |
850-5 |
986-2 |
|
S4 |
679-7 |
722-5 |
951-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1149-0 |
1021-0 |
128-0 |
12.5% |
31-4 |
3.1% |
0% |
False |
True |
4,325 |
10 |
1242-0 |
1021-0 |
221-0 |
21.6% |
29-3 |
2.9% |
0% |
False |
True |
3,747 |
20 |
1250-0 |
1021-0 |
229-0 |
22.4% |
30-4 |
3.0% |
0% |
False |
True |
3,794 |
40 |
1397-0 |
1021-0 |
376-0 |
36.8% |
30-3 |
3.0% |
0% |
False |
True |
3,127 |
60 |
1640-0 |
1021-0 |
619-0 |
60.6% |
32-3 |
3.2% |
0% |
False |
True |
2,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1189-0 |
2.618 |
1136-6 |
1.618 |
1104-6 |
1.000 |
1085-0 |
0.618 |
1072-6 |
HIGH |
1053-0 |
0.618 |
1040-6 |
0.500 |
1037-0 |
0.382 |
1033-2 |
LOW |
1021-0 |
0.618 |
1001-2 |
1.000 |
989-0 |
1.618 |
969-2 |
2.618 |
937-2 |
4.250 |
885-0 |
|
|
Fisher Pivots for day following 03-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1037-0 |
1059-2 |
PP |
1031-7 |
1046-5 |
S1 |
1026-5 |
1034-1 |
|