CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 07-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
951-4 |
967-0 |
15-4 |
1.6% |
1148-0 |
High |
970-0 |
975-0 |
5-0 |
0.5% |
1149-0 |
Low |
951-4 |
950-0 |
-1-4 |
-0.2% |
1021-0 |
Close |
951-4 |
954-6 |
3-2 |
0.3% |
1021-4 |
Range |
18-4 |
25-0 |
6-4 |
35.1% |
128-0 |
ATR |
42-5 |
41-3 |
-1-2 |
-3.0% |
0-0 |
Volume |
8,929 |
7,931 |
-998 |
-11.2% |
21,626 |
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1034-7 |
1019-7 |
968-4 |
|
R3 |
1009-7 |
994-7 |
961-5 |
|
R2 |
984-7 |
984-7 |
959-3 |
|
R1 |
969-7 |
969-7 |
957-0 |
964-7 |
PP |
959-7 |
959-7 |
959-7 |
957-4 |
S1 |
944-7 |
944-7 |
952-4 |
939-7 |
S2 |
934-7 |
934-7 |
950-1 |
|
S3 |
909-7 |
919-7 |
947-7 |
|
S4 |
884-7 |
894-7 |
941-0 |
|
|
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 |
1097-4 |
950-0 |
147-4 |
15.4% |
27-4 |
2.9% |
3% |
False |
True |
6,753 |
10 |
1238-0 |
950-0 |
288-0 |
30.2% |
27-1 |
2.8% |
2% |
False |
True |
4,678 |
20 |
1250-0 |
950-0 |
300-0 |
31.4% |
29-4 |
3.1% |
2% |
False |
True |
4,370 |
40 |
1397-0 |
950-0 |
447-0 |
46.8% |
30-5 |
3.2% |
1% |
False |
True |
3,364 |
60 |
1596-0 |
950-0 |
646-0 |
67.7% |
31-7 |
3.3% |
1% |
False |
True |
2,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1081-2 |
2.618 |
1040-4 |
1.618 |
1015-4 |
1.000 |
1000-0 |
0.618 |
990-4 |
HIGH |
975-0 |
0.618 |
965-4 |
0.500 |
962-4 |
0.382 |
959-4 |
LOW |
950-0 |
0.618 |
934-4 |
1.000 |
925-0 |
1.618 |
909-4 |
2.618 |
884-4 |
4.250 |
843-6 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
962-4 |
1001-4 |
PP |
959-7 |
985-7 |
S1 |
957-3 |
970-3 |
|