CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 14-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
954-4 |
969-0 |
14-4 |
1.5% |
951-4 |
High |
963-0 |
969-4 |
6-4 |
0.7% |
1018-0 |
Low |
954-4 |
926-4 |
-28-0 |
-2.9% |
939-4 |
Close |
956-6 |
924-6 |
-32-0 |
-3.3% |
939-4 |
Range |
8-4 |
43-0 |
34-4 |
405.9% |
78-4 |
ATR |
41-2 |
41-3 |
0-1 |
0.3% |
0-0 |
Volume |
4,492 |
7,358 |
2,866 |
63.8% |
35,591 |
|
Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1069-2 |
1040-0 |
948-3 |
|
R3 |
1026-2 |
997-0 |
936-5 |
|
R2 |
983-2 |
983-2 |
932-5 |
|
R1 |
954-0 |
954-0 |
928-6 |
947-1 |
PP |
940-2 |
940-2 |
940-2 |
936-6 |
S1 |
911-0 |
911-0 |
920-6 |
904-1 |
S2 |
897-2 |
897-2 |
916-7 |
|
S3 |
854-2 |
868-0 |
912-7 |
|
S4 |
811-2 |
825-0 |
901-1 |
|
|
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 |
926-4 |
91-4 |
9.9% |
25-2 |
2.7% |
-2% |
False |
True |
6,116 |
10 |
1097-4 |
926-4 |
171-0 |
18.5% |
26-3 |
2.9% |
-1% |
False |
True |
6,434 |
20 |
1242-0 |
926-4 |
315-4 |
34.1% |
27-5 |
3.0% |
-1% |
False |
True |
5,101 |
40 |
1397-0 |
926-4 |
470-4 |
50.9% |
29-3 |
3.2% |
0% |
False |
True |
3,759 |
60 |
1446-0 |
926-4 |
519-4 |
56.2% |
29-6 |
3.2% |
0% |
False |
True |
3,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1152-2 |
2.618 |
1082-1 |
1.618 |
1039-1 |
1.000 |
1012-4 |
0.618 |
996-1 |
HIGH |
969-4 |
0.618 |
953-1 |
0.500 |
948-0 |
0.382 |
942-7 |
LOW |
926-4 |
0.618 |
899-7 |
1.000 |
883-4 |
1.618 |
856-7 |
2.618 |
813-7 |
4.250 |
743-6 |
|
|
Fisher Pivots for day following 14-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
948-0 |
948-0 |
PP |
940-2 |
940-2 |
S1 |
932-4 |
932-4 |
|