CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 23-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
886-0 |
883-0 |
-3-0 |
-0.3% |
954-4 |
High |
891-0 |
916-0 |
25-0 |
2.8% |
969-4 |
Low |
873-0 |
883-0 |
10-0 |
1.1% |
850-0 |
Close |
873-2 |
896-4 |
23-2 |
2.7% |
916-6 |
Range |
18-0 |
33-0 |
15-0 |
83.3% |
119-4 |
ATR |
42-3 |
42-3 |
0-0 |
0.1% |
0-0 |
Volume |
9,293 |
8,443 |
-850 |
-9.1% |
37,121 |
|
Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
997-4 |
980-0 |
914-5 |
|
R3 |
964-4 |
947-0 |
905-5 |
|
R2 |
931-4 |
931-4 |
902-4 |
|
R1 |
914-0 |
914-0 |
899-4 |
922-6 |
PP |
898-4 |
898-4 |
898-4 |
902-7 |
S1 |
881-0 |
881-0 |
893-4 |
889-6 |
S2 |
865-4 |
865-4 |
890-4 |
|
S3 |
832-4 |
848-0 |
887-3 |
|
S4 |
799-4 |
815-0 |
878-3 |
|
|
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 |
873-0 |
83-0 |
9.3% |
24-4 |
2.7% |
28% |
False |
False |
8,370 |
10 |
969-4 |
850-0 |
119-4 |
13.3% |
25-7 |
2.9% |
39% |
False |
False |
7,450 |
20 |
1210-0 |
850-0 |
360-0 |
40.2% |
27-4 |
3.1% |
13% |
False |
False |
6,487 |
40 |
1365-0 |
850-0 |
515-0 |
57.4% |
29-2 |
3.3% |
9% |
False |
False |
4,910 |
60 |
1445-0 |
850-0 |
595-0 |
66.4% |
30-2 |
3.4% |
8% |
False |
False |
4,150 |
80 |
1651-0 |
850-0 |
801-0 |
89.3% |
31-3 |
3.5% |
6% |
False |
False |
3,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1056-2 |
2.618 |
1002-3 |
1.618 |
969-3 |
1.000 |
949-0 |
0.618 |
936-3 |
HIGH |
916-0 |
0.618 |
903-3 |
0.500 |
899-4 |
0.382 |
895-5 |
LOW |
883-0 |
0.618 |
862-5 |
1.000 |
850-0 |
1.618 |
829-5 |
2.618 |
796-5 |
4.250 |
742-6 |
|
|
Fisher Pivots for day following 23-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
899-4 |
905-0 |
PP |
898-4 |
902-1 |
S1 |
897-4 |
899-3 |
|