CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 28-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
883-0 |
955-0 |
72-0 |
8.2% |
950-0 |
High |
917-0 |
956-0 |
39-0 |
4.3% |
956-0 |
Low |
882-0 |
884-0 |
2-0 |
0.2% |
857-0 |
Close |
908-0 |
899-6 |
-8-2 |
-0.9% |
875-0 |
Range |
35-0 |
72-0 |
37-0 |
105.7% |
99-0 |
ATR |
43-2 |
45-2 |
2-0 |
4.8% |
0-0 |
Volume |
7,210 |
12,654 |
5,444 |
75.5% |
41,423 |
|
Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1129-2 |
1086-4 |
939-3 |
|
R3 |
1057-2 |
1014-4 |
919-4 |
|
R2 |
985-2 |
985-2 |
913-0 |
|
R1 |
942-4 |
942-4 |
906-3 |
927-7 |
PP |
913-2 |
913-2 |
913-2 |
906-0 |
S1 |
870-4 |
870-4 |
893-1 |
855-7 |
S2 |
841-2 |
841-2 |
886-4 |
|
S3 |
769-2 |
798-4 |
880-0 |
|
S4 |
697-2 |
726-4 |
860-1 |
|
|
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 |
11.0% |
42-5 |
4.7% |
43% |
True |
False |
9,245 |
10 |
956-0 |
850-0 |
106-0 |
11.8% |
36-5 |
4.1% |
47% |
True |
False |
8,655 |
20 |
1097-4 |
850-0 |
247-4 |
27.5% |
31-4 |
3.5% |
20% |
False |
False |
7,545 |
40 |
1312-0 |
850-0 |
462-0 |
51.3% |
31-4 |
3.5% |
11% |
False |
False |
5,457 |
60 |
1397-0 |
850-0 |
547-0 |
60.8% |
31-3 |
3.5% |
9% |
False |
False |
4,466 |
80 |
1640-0 |
850-0 |
790-0 |
87.8% |
32-2 |
3.6% |
6% |
False |
False |
3,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1262-0 |
2.618 |
1144-4 |
1.618 |
1072-4 |
1.000 |
1028-0 |
0.618 |
1000-4 |
HIGH |
956-0 |
0.618 |
928-4 |
0.500 |
920-0 |
0.382 |
911-4 |
LOW |
884-0 |
0.618 |
839-4 |
1.000 |
812-0 |
1.618 |
767-4 |
2.618 |
695-4 |
4.250 |
578-0 |
|
|
Fisher Pivots for day following 28-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
920-0 |
906-4 |
PP |
913-2 |
904-2 |
S1 |
906-4 |
902-0 |
|