CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 13-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
942-0 |
954-4 |
12-4 |
1.3% |
951-4 |
High |
942-4 |
963-0 |
20-4 |
2.2% |
1018-0 |
Low |
939-4 |
954-4 |
15-0 |
1.6% |
939-4 |
Close |
939-4 |
956-6 |
17-2 |
1.8% |
939-4 |
Range |
3-0 |
8-4 |
5-4 |
183.3% |
78-4 |
ATR |
42-5 |
41-2 |
-1-3 |
-3.2% |
0-0 |
Volume |
4,588 |
4,492 |
-96 |
-2.1% |
35,591 |
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
983-5 |
978-5 |
961-3 |
|
R3 |
975-1 |
970-1 |
959-1 |
|
R2 |
966-5 |
966-5 |
958-2 |
|
R1 |
961-5 |
961-5 |
957-4 |
964-1 |
PP |
958-1 |
958-1 |
958-1 |
959-2 |
S1 |
953-1 |
953-1 |
956-0 |
955-5 |
S2 |
949-5 |
949-5 |
955-2 |
|
S3 |
941-1 |
944-5 |
954-3 |
|
S4 |
932-5 |
936-1 |
952-1 |
|
|
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 |
8.2% |
21-6 |
2.3% |
22% |
False |
False |
6,230 |
10 |
1110-4 |
939-4 |
171-0 |
17.9% |
26-0 |
2.7% |
10% |
False |
False |
5,982 |
20 |
1242-0 |
939-4 |
302-4 |
31.6% |
28-0 |
2.9% |
6% |
False |
False |
4,937 |
40 |
1397-0 |
939-4 |
457-4 |
47.8% |
29-2 |
3.1% |
4% |
False |
False |
3,619 |
60 |
1463-0 |
939-4 |
523-4 |
54.7% |
29-5 |
3.1% |
3% |
False |
False |
3,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
999-1 |
2.618 |
985-2 |
1.618 |
976-6 |
1.000 |
971-4 |
0.618 |
968-2 |
HIGH |
963-0 |
0.618 |
959-6 |
0.500 |
958-6 |
0.382 |
957-6 |
LOW |
954-4 |
0.618 |
949-2 |
1.000 |
946-0 |
1.618 |
940-6 |
2.618 |
932-2 |
4.250 |
918-3 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
958-6 |
978-6 |
PP |
958-1 |
971-3 |
S1 |
957-3 |
964-1 |
|