CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 06-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1033-4 |
951-4 |
-82-0 |
-7.9% |
1148-0 |
High |
1053-0 |
970-0 |
-83-0 |
-7.9% |
1149-0 |
Low |
1021-0 |
951-4 |
-69-4 |
-6.8% |
1021-0 |
Close |
1021-4 |
951-4 |
-70-0 |
-6.9% |
1021-4 |
Range |
32-0 |
18-4 |
-13-4 |
-42.2% |
128-0 |
ATR |
40-4 |
42-5 |
2-1 |
5.2% |
0-0 |
Volume |
7,214 |
8,929 |
1,715 |
23.8% |
21,626 |
|
Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1013-1 |
1000-7 |
961-5 |
|
R3 |
994-5 |
982-3 |
956-5 |
|
R2 |
976-1 |
976-1 |
954-7 |
|
R1 |
963-7 |
963-7 |
953-2 |
960-6 |
PP |
957-5 |
957-5 |
957-5 |
956-1 |
S1 |
945-3 |
945-3 |
949-6 |
942-2 |
S2 |
939-1 |
939-1 |
948-1 |
|
S3 |
920-5 |
926-7 |
946-3 |
|
S4 |
902-1 |
908-3 |
941-3 |
|
|
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 |
1110-4 |
951-4 |
159-0 |
16.7% |
30-2 |
3.2% |
0% |
False |
True |
5,734 |
10 |
1238-0 |
951-4 |
286-4 |
30.1% |
27-5 |
2.9% |
0% |
False |
True |
4,311 |
20 |
1250-0 |
951-4 |
298-4 |
31.4% |
30-2 |
3.2% |
0% |
False |
True |
4,117 |
40 |
1397-0 |
951-4 |
445-4 |
46.8% |
30-3 |
3.2% |
0% |
False |
True |
3,237 |
60 |
1598-0 |
951-4 |
646-4 |
67.9% |
31-7 |
3.4% |
0% |
False |
True |
2,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1048-5 |
2.618 |
1018-3 |
1.618 |
999-7 |
1.000 |
988-4 |
0.618 |
981-3 |
HIGH |
970-0 |
0.618 |
962-7 |
0.500 |
960-6 |
0.382 |
958-5 |
LOW |
951-4 |
0.618 |
940-1 |
1.000 |
933-0 |
1.618 |
921-5 |
2.618 |
903-1 |
4.250 |
872-7 |
|
|
Fisher Pivots for day following 06-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
960-6 |
1009-4 |
PP |
957-5 |
990-1 |
S1 |
954-5 |
970-7 |
|