CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 22-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
936-4 |
886-0 |
-50-4 |
-5.4% |
954-4 |
High |
937-0 |
891-0 |
-46-0 |
-4.9% |
969-4 |
Low |
912-0 |
873-0 |
-39-0 |
-4.3% |
850-0 |
Close |
924-4 |
873-2 |
-51-2 |
-5.5% |
916-6 |
Range |
25-0 |
18-0 |
-7-0 |
-28.0% |
119-4 |
ATR |
41-5 |
42-3 |
0-6 |
1.7% |
0-0 |
Volume |
8,274 |
9,293 |
1,019 |
12.3% |
37,121 |
|
Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
933-1 |
921-1 |
883-1 |
|
R3 |
915-1 |
903-1 |
878-2 |
|
R2 |
897-1 |
897-1 |
876-4 |
|
R1 |
885-1 |
885-1 |
874-7 |
882-1 |
PP |
879-1 |
879-1 |
879-1 |
877-4 |
S1 |
867-1 |
867-1 |
871-5 |
864-1 |
S2 |
861-1 |
861-1 |
870-0 |
|
S3 |
843-1 |
849-1 |
868-2 |
|
S4 |
825-1 |
831-1 |
863-3 |
|
|
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 |
12.1% |
27-0 |
3.1% |
22% |
False |
False |
8,404 |
10 |
1018-0 |
850-0 |
168-0 |
19.2% |
25-0 |
2.9% |
14% |
False |
False |
7,438 |
20 |
1231-0 |
850-0 |
381-0 |
43.6% |
27-1 |
3.1% |
6% |
False |
False |
6,165 |
40 |
1395-0 |
850-0 |
545-0 |
62.4% |
29-0 |
3.3% |
4% |
False |
False |
4,743 |
60 |
1445-0 |
850-0 |
595-0 |
68.1% |
29-5 |
3.4% |
4% |
False |
False |
4,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
967-4 |
2.618 |
938-1 |
1.618 |
920-1 |
1.000 |
909-0 |
0.618 |
902-1 |
HIGH |
891-0 |
0.618 |
884-1 |
0.500 |
882-0 |
0.382 |
879-7 |
LOW |
873-0 |
0.618 |
861-7 |
1.000 |
855-0 |
1.618 |
843-7 |
2.618 |
825-7 |
4.250 |
796-4 |
|
|
Fisher Pivots for day following 22-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
882-0 |
914-4 |
PP |
879-1 |
900-6 |
S1 |
876-1 |
887-0 |
|