CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 09-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
963-0 |
1012-4 |
49-4 |
5.1% |
1148-0 |
High |
997-0 |
1018-0 |
21-0 |
2.1% |
1149-0 |
Low |
950-0 |
993-0 |
43-0 |
4.5% |
1021-0 |
Close |
993-4 |
1009-4 |
16-0 |
1.6% |
1021-4 |
Range |
47-0 |
25-0 |
-22-0 |
-46.8% |
128-0 |
ATR |
41-6 |
40-4 |
-1-2 |
-2.9% |
0-0 |
Volume |
5,817 |
8,326 |
2,509 |
43.1% |
21,626 |
|
Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1081-7 |
1070-5 |
1023-2 |
|
R3 |
1056-7 |
1045-5 |
1016-3 |
|
R2 |
1031-7 |
1031-7 |
1014-1 |
|
R1 |
1020-5 |
1020-5 |
1011-6 |
1013-6 |
PP |
1006-7 |
1006-7 |
1006-7 |
1003-3 |
S1 |
995-5 |
995-5 |
1007-2 |
988-6 |
S2 |
981-7 |
981-7 |
1004-7 |
|
S3 |
956-7 |
970-5 |
1002-5 |
|
S4 |
931-7 |
945-5 |
995-6 |
|
|
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 |
1053-0 |
950-0 |
103-0 |
10.2% |
29-4 |
2.9% |
58% |
False |
False |
7,643 |
10 |
1210-0 |
950-0 |
260-0 |
25.8% |
29-2 |
2.9% |
23% |
False |
False |
5,523 |
20 |
1250-0 |
950-0 |
300-0 |
29.7% |
31-2 |
3.1% |
20% |
False |
False |
4,843 |
40 |
1397-0 |
950-0 |
447-0 |
44.3% |
30-4 |
3.0% |
13% |
False |
False |
3,570 |
60 |
1573-0 |
950-0 |
623-0 |
61.7% |
31-2 |
3.1% |
10% |
False |
False |
3,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1124-2 |
2.618 |
1083-4 |
1.618 |
1058-4 |
1.000 |
1043-0 |
0.618 |
1033-4 |
HIGH |
1018-0 |
0.618 |
1008-4 |
0.500 |
1005-4 |
0.382 |
1002-4 |
LOW |
993-0 |
0.618 |
977-4 |
1.000 |
968-0 |
1.618 |
952-4 |
2.618 |
927-4 |
4.250 |
886-6 |
|
|
Fisher Pivots for day following 09-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1008-1 |
1001-0 |
PP |
1006-7 |
992-4 |
S1 |
1005-4 |
984-0 |
|