CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 10-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1012-4 |
942-0 |
-70-4 |
-7.0% |
951-4 |
High |
1018-0 |
942-4 |
-75-4 |
-7.4% |
1018-0 |
Low |
993-0 |
939-4 |
-53-4 |
-5.4% |
939-4 |
Close |
1009-4 |
939-4 |
-70-0 |
-6.9% |
939-4 |
Range |
25-0 |
3-0 |
-22-0 |
-88.0% |
78-4 |
ATR |
40-4 |
42-5 |
2-1 |
5.2% |
0-0 |
Volume |
8,326 |
4,588 |
-3,738 |
-44.9% |
35,591 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
949-4 |
947-4 |
941-1 |
|
R3 |
946-4 |
944-4 |
940-3 |
|
R2 |
943-4 |
943-4 |
940-0 |
|
R1 |
941-4 |
941-4 |
939-6 |
941-0 |
PP |
940-4 |
940-4 |
940-4 |
940-2 |
S1 |
938-4 |
938-4 |
939-2 |
938-0 |
S2 |
937-4 |
937-4 |
939-0 |
|
S3 |
934-4 |
935-4 |
938-5 |
|
S4 |
931-4 |
932-4 |
937-7 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1201-1 |
1148-7 |
982-5 |
|
R3 |
1122-5 |
1070-3 |
961-1 |
|
R2 |
1044-1 |
1044-1 |
953-7 |
|
R1 |
991-7 |
991-7 |
946-6 |
978-6 |
PP |
965-5 |
965-5 |
965-5 |
959-1 |
S1 |
913-3 |
913-3 |
932-2 |
900-2 |
S2 |
887-1 |
887-1 |
925-1 |
|
S3 |
808-5 |
834-7 |
917-7 |
|
S4 |
730-1 |
756-3 |
896-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1018-0 |
939-4 |
78-4 |
8.4% |
23-6 |
2.5% |
0% |
False |
True |
7,118 |
10 |
1149-0 |
939-4 |
209-4 |
22.3% |
27-5 |
2.9% |
0% |
False |
True |
5,721 |
20 |
1242-0 |
939-4 |
302-4 |
32.2% |
30-0 |
3.2% |
0% |
False |
True |
4,916 |
40 |
1397-0 |
939-4 |
457-4 |
48.7% |
29-6 |
3.2% |
0% |
False |
True |
3,593 |
60 |
1534-0 |
939-4 |
594-4 |
63.3% |
30-3 |
3.2% |
0% |
False |
True |
3,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
955-2 |
2.618 |
950-3 |
1.618 |
947-3 |
1.000 |
945-4 |
0.618 |
944-3 |
HIGH |
942-4 |
0.618 |
941-3 |
0.500 |
941-0 |
0.382 |
940-5 |
LOW |
939-4 |
0.618 |
937-5 |
1.000 |
936-4 |
1.618 |
934-5 |
2.618 |
931-5 |
4.250 |
926-6 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
941-0 |
978-6 |
PP |
940-4 |
965-5 |
S1 |
940-0 |
952-5 |
|