CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
870-0 |
903-4 |
33-4 |
3.9% |
954-4 |
High |
895-4 |
931-0 |
35-4 |
4.0% |
969-4 |
Low |
850-0 |
903-4 |
53-4 |
6.3% |
850-0 |
Close |
890-4 |
916-6 |
26-2 |
2.9% |
916-6 |
Range |
45-4 |
27-4 |
-18-0 |
-39.6% |
119-4 |
ATR |
42-2 |
42-1 |
-0-1 |
-0.3% |
0-0 |
Volume |
8,611 |
9,058 |
447 |
5.2% |
37,121 |
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
999-5 |
985-5 |
931-7 |
|
R3 |
972-1 |
958-1 |
924-2 |
|
R2 |
944-5 |
944-5 |
921-6 |
|
R1 |
930-5 |
930-5 |
919-2 |
937-5 |
PP |
917-1 |
917-1 |
917-1 |
920-4 |
S1 |
903-1 |
903-1 |
914-2 |
910-1 |
S2 |
889-5 |
889-5 |
911-6 |
|
S3 |
862-1 |
875-5 |
909-2 |
|
S4 |
834-5 |
848-1 |
901-5 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1270-5 |
1213-1 |
982-4 |
|
R3 |
1151-1 |
1093-5 |
949-5 |
|
R2 |
1031-5 |
1031-5 |
938-5 |
|
R1 |
974-1 |
974-1 |
927-6 |
943-1 |
PP |
912-1 |
912-1 |
912-1 |
896-4 |
S1 |
854-5 |
854-5 |
905-6 |
823-5 |
S2 |
792-5 |
792-5 |
894-7 |
|
S3 |
673-1 |
735-1 |
883-7 |
|
S4 |
553-5 |
615-5 |
851-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
969-4 |
850-0 |
119-4 |
13.0% |
32-1 |
3.5% |
56% |
False |
False |
7,424 |
10 |
1018-0 |
850-0 |
168-0 |
18.3% |
27-7 |
3.0% |
40% |
False |
False |
7,271 |
20 |
1242-0 |
850-0 |
392-0 |
42.8% |
28-5 |
3.1% |
17% |
False |
False |
5,509 |
40 |
1397-0 |
850-0 |
547-0 |
59.7% |
29-2 |
3.2% |
12% |
False |
False |
4,298 |
60 |
1445-0 |
850-0 |
595-0 |
64.9% |
30-1 |
3.3% |
11% |
False |
False |
3,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1047-7 |
2.618 |
1003-0 |
1.618 |
975-4 |
1.000 |
958-4 |
0.618 |
948-0 |
HIGH |
931-0 |
0.618 |
920-4 |
0.500 |
917-2 |
0.382 |
914-0 |
LOW |
903-4 |
0.618 |
886-4 |
1.000 |
876-0 |
1.618 |
859-0 |
2.618 |
831-4 |
4.250 |
786-5 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
917-2 |
908-0 |
PP |
917-1 |
899-2 |
S1 |
916-7 |
890-4 |
|