CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
883-0 |
857-0 |
-26-0 |
-2.9% |
950-0 |
High |
916-0 |
912-0 |
-4-0 |
-0.4% |
956-0 |
Low |
883-0 |
857-0 |
-26-0 |
-2.9% |
857-0 |
Close |
896-4 |
875-0 |
-21-4 |
-2.4% |
875-0 |
Range |
33-0 |
55-0 |
22-0 |
66.7% |
99-0 |
ATR |
42-3 |
43-2 |
0-7 |
2.1% |
0-0 |
Volume |
8,443 |
8,627 |
184 |
2.2% |
41,423 |
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1046-3 |
1015-5 |
905-2 |
|
R3 |
991-3 |
960-5 |
890-1 |
|
R2 |
936-3 |
936-3 |
885-1 |
|
R1 |
905-5 |
905-5 |
880-0 |
921-0 |
PP |
881-3 |
881-3 |
881-3 |
889-0 |
S1 |
850-5 |
850-5 |
870-0 |
866-0 |
S2 |
826-3 |
826-3 |
864-7 |
|
S3 |
771-3 |
795-5 |
859-7 |
|
S4 |
716-3 |
740-5 |
844-6 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1193-0 |
1133-0 |
929-4 |
|
R3 |
1094-0 |
1034-0 |
902-2 |
|
R2 |
995-0 |
995-0 |
893-1 |
|
R1 |
935-0 |
935-0 |
884-1 |
915-4 |
PP |
896-0 |
896-0 |
896-0 |
886-2 |
S1 |
836-0 |
836-0 |
865-7 |
816-4 |
S2 |
797-0 |
797-0 |
856-7 |
|
S3 |
698-0 |
737-0 |
847-6 |
|
S4 |
599-0 |
638-0 |
820-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
956-0 |
857-0 |
99-0 |
11.3% |
30-0 |
3.4% |
18% |
False |
True |
8,284 |
10 |
969-4 |
850-0 |
119-4 |
13.7% |
31-0 |
3.5% |
21% |
False |
False |
7,854 |
20 |
1149-0 |
850-0 |
299-0 |
34.2% |
29-2 |
3.4% |
8% |
False |
False |
6,788 |
40 |
1365-0 |
850-0 |
515-0 |
58.9% |
30-1 |
3.4% |
5% |
False |
False |
5,030 |
60 |
1436-0 |
850-0 |
586-0 |
67.0% |
30-7 |
3.5% |
4% |
False |
False |
4,254 |
80 |
1650-0 |
850-0 |
800-0 |
91.4% |
31-4 |
3.6% |
3% |
False |
False |
3,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1145-6 |
2.618 |
1056-0 |
1.618 |
1001-0 |
1.000 |
967-0 |
0.618 |
946-0 |
HIGH |
912-0 |
0.618 |
891-0 |
0.500 |
884-4 |
0.382 |
878-0 |
LOW |
857-0 |
0.618 |
823-0 |
1.000 |
802-0 |
1.618 |
768-0 |
2.618 |
713-0 |
4.250 |
623-2 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
884-4 |
886-4 |
PP |
881-3 |
882-5 |
S1 |
878-1 |
878-7 |
|