CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 29-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1212-0 |
1161-0 |
-51-0 |
-4.2% |
1247-0 |
High |
1213-0 |
1161-0 |
-52-0 |
-4.3% |
1247-0 |
Low |
1203-0 |
1137-0 |
-66-0 |
-5.5% |
1203-0 |
Close |
1207-0 |
1137-0 |
-70-0 |
-5.8% |
1207-0 |
Range |
10-0 |
24-0 |
14-0 |
140.0% |
44-0 |
ATR |
32-5 |
35-2 |
2-5 |
8.2% |
0-0 |
Volume |
948 |
1,359 |
411 |
43.4% |
7,416 |
|
Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1217-0 |
1201-0 |
1150-2 |
|
R3 |
1193-0 |
1177-0 |
1143-5 |
|
R2 |
1169-0 |
1169-0 |
1141-3 |
|
R1 |
1153-0 |
1153-0 |
1139-2 |
1149-0 |
PP |
1145-0 |
1145-0 |
1145-0 |
1143-0 |
S1 |
1129-0 |
1129-0 |
1134-6 |
1125-0 |
S2 |
1121-0 |
1121-0 |
1132-5 |
|
S3 |
1097-0 |
1105-0 |
1130-3 |
|
S4 |
1073-0 |
1081-0 |
1123-6 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1351-0 |
1323-0 |
1231-2 |
|
R3 |
1307-0 |
1279-0 |
1219-1 |
|
R2 |
1263-0 |
1263-0 |
1215-1 |
|
R1 |
1235-0 |
1235-0 |
1211-0 |
1227-0 |
PP |
1219-0 |
1219-0 |
1219-0 |
1215-0 |
S1 |
1191-0 |
1191-0 |
1203-0 |
1183-0 |
S2 |
1175-0 |
1175-0 |
1198-7 |
|
S3 |
1131-0 |
1147-0 |
1194-7 |
|
S4 |
1087-0 |
1103-0 |
1182-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1245-0 |
1137-0 |
108-0 |
9.5% |
17-6 |
1.6% |
0% |
False |
True |
1,614 |
10 |
1247-0 |
1137-0 |
110-0 |
9.7% |
17-2 |
1.5% |
0% |
False |
True |
1,521 |
20 |
1339-0 |
1137-0 |
202-0 |
17.8% |
20-4 |
1.8% |
0% |
False |
True |
1,399 |
40 |
1396-0 |
1137-0 |
259-0 |
22.8% |
23-5 |
2.1% |
0% |
False |
True |
1,285 |
60 |
1628-0 |
1137-0 |
491-0 |
43.2% |
24-0 |
2.1% |
0% |
False |
True |
1,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1263-0 |
2.618 |
1223-7 |
1.618 |
1199-7 |
1.000 |
1185-0 |
0.618 |
1175-7 |
HIGH |
1161-0 |
0.618 |
1151-7 |
0.500 |
1149-0 |
0.382 |
1146-1 |
LOW |
1137-0 |
0.618 |
1122-1 |
1.000 |
1113-0 |
1.618 |
1098-1 |
2.618 |
1074-1 |
4.250 |
1035-0 |
|
|
Fisher Pivots for day following 29-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1149-0 |
1187-4 |
PP |
1145-0 |
1170-5 |
S1 |
1141-0 |
1153-7 |
|