CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 27-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
857-0 |
883-0 |
26-0 |
3.0% |
950-0 |
High |
912-0 |
917-0 |
5-0 |
0.5% |
956-0 |
Low |
857-0 |
882-0 |
25-0 |
2.9% |
857-0 |
Close |
875-0 |
908-0 |
33-0 |
3.8% |
875-0 |
Range |
55-0 |
35-0 |
-20-0 |
-36.4% |
99-0 |
ATR |
43-2 |
43-2 |
-0-1 |
-0.2% |
0-0 |
Volume |
8,627 |
7,210 |
-1,417 |
-16.4% |
41,423 |
|
Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1007-3 |
992-5 |
927-2 |
|
R3 |
972-3 |
957-5 |
917-5 |
|
R2 |
937-3 |
937-3 |
914-3 |
|
R1 |
922-5 |
922-5 |
911-2 |
930-0 |
PP |
902-3 |
902-3 |
902-3 |
906-0 |
S1 |
887-5 |
887-5 |
904-6 |
895-0 |
S2 |
867-3 |
867-3 |
901-5 |
|
S3 |
832-3 |
852-5 |
898-3 |
|
S4 |
797-3 |
817-5 |
888-6 |
|
|
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 |
937-0 |
857-0 |
80-0 |
8.8% |
33-2 |
3.7% |
64% |
False |
False |
8,369 |
10 |
969-4 |
850-0 |
119-4 |
13.2% |
33-6 |
3.7% |
49% |
False |
False |
8,126 |
20 |
1110-4 |
850-0 |
260-4 |
28.7% |
29-7 |
3.3% |
22% |
False |
False |
7,054 |
40 |
1330-0 |
850-0 |
480-0 |
52.9% |
30-6 |
3.4% |
12% |
False |
False |
5,163 |
60 |
1397-0 |
850-0 |
547-0 |
60.2% |
30-7 |
3.4% |
11% |
False |
False |
4,280 |
80 |
1640-0 |
850-0 |
790-0 |
87.0% |
31-5 |
3.5% |
7% |
False |
False |
3,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1065-6 |
2.618 |
1008-5 |
1.618 |
973-5 |
1.000 |
952-0 |
0.618 |
938-5 |
HIGH |
917-0 |
0.618 |
903-5 |
0.500 |
899-4 |
0.382 |
895-3 |
LOW |
882-0 |
0.618 |
860-3 |
1.000 |
847-0 |
1.618 |
825-3 |
2.618 |
790-3 |
4.250 |
733-2 |
|
|
Fisher Pivots for day following 27-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
905-1 |
901-0 |
PP |
902-3 |
894-0 |
S1 |
899-4 |
887-0 |
|