CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 21-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
950-0 |
936-4 |
-13-4 |
-1.4% |
954-4 |
High |
956-0 |
937-0 |
-19-0 |
-2.0% |
969-4 |
Low |
937-0 |
912-0 |
-25-0 |
-2.7% |
850-0 |
Close |
950-4 |
924-4 |
-26-0 |
-2.7% |
916-6 |
Range |
19-0 |
25-0 |
6-0 |
31.6% |
119-4 |
ATR |
41-7 |
41-5 |
-0-2 |
-0.6% |
0-0 |
Volume |
6,786 |
8,274 |
1,488 |
21.9% |
37,121 |
|
Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
999-4 |
987-0 |
938-2 |
|
R3 |
974-4 |
962-0 |
931-3 |
|
R2 |
949-4 |
949-4 |
929-1 |
|
R1 |
937-0 |
937-0 |
926-6 |
930-6 |
PP |
924-4 |
924-4 |
924-4 |
921-3 |
S1 |
912-0 |
912-0 |
922-2 |
905-6 |
S2 |
899-4 |
899-4 |
919-7 |
|
S3 |
874-4 |
887-0 |
917-5 |
|
S4 |
849-4 |
862-0 |
910-6 |
|
|
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 |
956-0 |
850-0 |
106-0 |
11.5% |
30-5 |
3.3% |
70% |
False |
False |
8,066 |
10 |
1018-0 |
850-0 |
168-0 |
18.2% |
28-0 |
3.0% |
44% |
False |
False |
7,091 |
20 |
1238-0 |
850-0 |
388-0 |
42.0% |
27-4 |
3.0% |
19% |
False |
False |
5,884 |
40 |
1395-0 |
850-0 |
545-0 |
59.0% |
29-1 |
3.2% |
14% |
False |
False |
4,553 |
60 |
1445-0 |
850-0 |
595-0 |
64.4% |
30-0 |
3.2% |
13% |
False |
False |
3,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1043-2 |
2.618 |
1002-4 |
1.618 |
977-4 |
1.000 |
962-0 |
0.618 |
952-4 |
HIGH |
937-0 |
0.618 |
927-4 |
0.500 |
924-4 |
0.382 |
921-4 |
LOW |
912-0 |
0.618 |
896-4 |
1.000 |
887-0 |
1.618 |
871-4 |
2.618 |
846-4 |
4.250 |
805-6 |
|
|
Fisher Pivots for day following 21-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
924-4 |
929-6 |
PP |
924-4 |
928-0 |
S1 |
924-4 |
926-2 |
|