CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 20-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
903-4 |
950-0 |
46-4 |
5.1% |
954-4 |
High |
931-0 |
956-0 |
25-0 |
2.7% |
969-4 |
Low |
903-4 |
937-0 |
33-4 |
3.7% |
850-0 |
Close |
916-6 |
950-4 |
33-6 |
3.7% |
916-6 |
Range |
27-4 |
19-0 |
-8-4 |
-30.9% |
119-4 |
ATR |
42-1 |
41-7 |
-0-2 |
-0.5% |
0-0 |
Volume |
9,058 |
6,786 |
-2,272 |
-25.1% |
37,121 |
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1004-7 |
996-5 |
961-0 |
|
R3 |
985-7 |
977-5 |
955-6 |
|
R2 |
966-7 |
966-7 |
954-0 |
|
R1 |
958-5 |
958-5 |
952-2 |
962-6 |
PP |
947-7 |
947-7 |
947-7 |
949-7 |
S1 |
939-5 |
939-5 |
948-6 |
943-6 |
S2 |
928-7 |
928-7 |
947-0 |
|
S3 |
909-7 |
920-5 |
945-2 |
|
S4 |
890-7 |
901-5 |
940-0 |
|
|
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 |
12.6% |
34-2 |
3.6% |
84% |
False |
False |
7,883 |
10 |
1018-0 |
850-0 |
168-0 |
17.7% |
28-0 |
2.9% |
60% |
False |
False |
7,056 |
20 |
1238-0 |
850-0 |
388-0 |
40.8% |
27-6 |
2.9% |
26% |
False |
False |
5,684 |
40 |
1397-0 |
850-0 |
547-0 |
57.5% |
29-1 |
3.1% |
18% |
False |
False |
4,391 |
60 |
1445-0 |
850-0 |
595-0 |
62.6% |
29-7 |
3.1% |
17% |
False |
False |
3,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1036-6 |
2.618 |
1005-6 |
1.618 |
986-6 |
1.000 |
975-0 |
0.618 |
967-6 |
HIGH |
956-0 |
0.618 |
948-6 |
0.500 |
946-4 |
0.382 |
944-2 |
LOW |
937-0 |
0.618 |
925-2 |
1.000 |
918-0 |
1.618 |
906-2 |
2.618 |
887-2 |
4.250 |
856-2 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
949-1 |
934-5 |
PP |
947-7 |
918-7 |
S1 |
946-4 |
903-0 |
|