CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
969-0 |
907-0 |
-62-0 |
-6.4% |
951-4 |
High |
969-4 |
911-0 |
-58-4 |
-6.0% |
1018-0 |
Low |
926-4 |
875-0 |
-51-4 |
-5.6% |
939-4 |
Close |
924-6 |
884-2 |
-40-4 |
-4.4% |
939-4 |
Range |
43-0 |
36-0 |
-7-0 |
-16.3% |
78-4 |
ATR |
41-3 |
42-0 |
0-5 |
1.4% |
0-0 |
Volume |
7,358 |
7,602 |
244 |
3.3% |
35,591 |
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
998-1 |
977-1 |
904-0 |
|
R3 |
962-1 |
941-1 |
894-1 |
|
R2 |
926-1 |
926-1 |
890-7 |
|
R1 |
905-1 |
905-1 |
887-4 |
897-5 |
PP |
890-1 |
890-1 |
890-1 |
886-2 |
S1 |
869-1 |
869-1 |
881-0 |
861-5 |
S2 |
854-1 |
854-1 |
877-5 |
|
S3 |
818-1 |
833-1 |
874-3 |
|
S4 |
782-1 |
797-1 |
864-4 |
|
|
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 |
875-0 |
143-0 |
16.2% |
23-1 |
2.6% |
6% |
False |
True |
6,473 |
10 |
1067-4 |
875-0 |
192-4 |
21.8% |
27-6 |
3.1% |
5% |
False |
True |
6,667 |
20 |
1242-0 |
875-0 |
367-0 |
41.5% |
27-7 |
3.2% |
3% |
False |
True |
5,305 |
40 |
1397-0 |
875-0 |
522-0 |
59.0% |
28-5 |
3.2% |
2% |
False |
True |
3,924 |
60 |
1445-0 |
875-0 |
570-0 |
64.5% |
29-7 |
3.4% |
2% |
False |
True |
3,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1064-0 |
2.618 |
1005-2 |
1.618 |
969-2 |
1.000 |
947-0 |
0.618 |
933-2 |
HIGH |
911-0 |
0.618 |
897-2 |
0.500 |
893-0 |
0.382 |
888-6 |
LOW |
875-0 |
0.618 |
852-6 |
1.000 |
839-0 |
1.618 |
816-6 |
2.618 |
780-6 |
4.250 |
722-0 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
893-0 |
922-2 |
PP |
890-1 |
909-5 |
S1 |
887-1 |
896-7 |
|