CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 08-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
967-0 |
963-0 |
-4-0 |
-0.4% |
1148-0 |
High |
975-0 |
997-0 |
22-0 |
2.3% |
1149-0 |
Low |
950-0 |
950-0 |
0-0 |
0.0% |
1021-0 |
Close |
954-6 |
993-4 |
38-6 |
4.1% |
1021-4 |
Range |
25-0 |
47-0 |
22-0 |
88.0% |
128-0 |
ATR |
41-3 |
41-6 |
0-3 |
1.0% |
0-0 |
Volume |
7,931 |
5,817 |
-2,114 |
-26.7% |
21,626 |
|
Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1121-1 |
1104-3 |
1019-3 |
|
R3 |
1074-1 |
1057-3 |
1006-3 |
|
R2 |
1027-1 |
1027-1 |
1002-1 |
|
R1 |
1010-3 |
1010-3 |
997-6 |
1018-6 |
PP |
980-1 |
980-1 |
980-1 |
984-3 |
S1 |
963-3 |
963-3 |
989-2 |
971-6 |
S2 |
933-1 |
933-1 |
984-7 |
|
S3 |
886-1 |
916-3 |
980-5 |
|
S4 |
839-1 |
869-3 |
967-5 |
|
|
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 |
1067-4 |
950-0 |
117-4 |
11.8% |
32-3 |
3.3% |
37% |
False |
True |
6,861 |
10 |
1231-0 |
950-0 |
281-0 |
28.3% |
29-1 |
2.9% |
15% |
False |
True |
4,891 |
20 |
1250-0 |
950-0 |
300-0 |
30.2% |
30-5 |
3.1% |
15% |
False |
True |
4,535 |
40 |
1397-0 |
950-0 |
447-0 |
45.0% |
31-3 |
3.2% |
10% |
False |
True |
3,445 |
60 |
1580-0 |
950-0 |
630-0 |
63.4% |
31-6 |
3.2% |
7% |
False |
True |
3,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1196-6 |
2.618 |
1120-0 |
1.618 |
1073-0 |
1.000 |
1044-0 |
0.618 |
1026-0 |
HIGH |
997-0 |
0.618 |
979-0 |
0.500 |
973-4 |
0.382 |
968-0 |
LOW |
950-0 |
0.618 |
921-0 |
1.000 |
903-0 |
1.618 |
874-0 |
2.618 |
827-0 |
4.250 |
750-2 |
|
|
Fisher Pivots for day following 08-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
986-7 |
986-7 |
PP |
980-1 |
980-1 |
S1 |
973-4 |
973-4 |
|