CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 30-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1161-0 |
1120-0 |
-41-0 |
-3.5% |
1247-0 |
High |
1161-0 |
1122-0 |
-39-0 |
-3.4% |
1247-0 |
Low |
1137-0 |
1085-0 |
-52-0 |
-4.6% |
1203-0 |
Close |
1137-0 |
1089-6 |
-47-2 |
-4.2% |
1207-0 |
Range |
24-0 |
37-0 |
13-0 |
54.2% |
44-0 |
ATR |
35-2 |
36-4 |
1-2 |
3.4% |
0-0 |
Volume |
1,359 |
1,918 |
559 |
41.1% |
7,416 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1209-7 |
1186-7 |
1110-1 |
|
R3 |
1172-7 |
1149-7 |
1099-7 |
|
R2 |
1135-7 |
1135-7 |
1096-4 |
|
R1 |
1112-7 |
1112-7 |
1093-1 |
1105-7 |
PP |
1098-7 |
1098-7 |
1098-7 |
1095-4 |
S1 |
1075-7 |
1075-7 |
1086-3 |
1068-7 |
S2 |
1061-7 |
1061-7 |
1083-0 |
|
S3 |
1024-7 |
1038-7 |
1079-5 |
|
S4 |
987-7 |
1001-7 |
1069-3 |
|
|
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 |
1085-0 |
160-0 |
14.7% |
21-3 |
2.0% |
3% |
False |
True |
1,627 |
10 |
1247-0 |
1085-0 |
162-0 |
14.9% |
16-4 |
1.5% |
3% |
False |
True |
1,632 |
20 |
1320-0 |
1085-0 |
235-0 |
21.6% |
20-2 |
1.9% |
2% |
False |
True |
1,469 |
40 |
1396-0 |
1085-0 |
311-0 |
28.5% |
23-5 |
2.2% |
2% |
False |
True |
1,313 |
60 |
1628-0 |
1085-0 |
543-0 |
49.8% |
24-2 |
2.2% |
1% |
False |
True |
1,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1279-2 |
2.618 |
1218-7 |
1.618 |
1181-7 |
1.000 |
1159-0 |
0.618 |
1144-7 |
HIGH |
1122-0 |
0.618 |
1107-7 |
0.500 |
1103-4 |
0.382 |
1099-1 |
LOW |
1085-0 |
0.618 |
1062-1 |
1.000 |
1048-0 |
1.618 |
1025-1 |
2.618 |
988-1 |
4.250 |
927-6 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1103-4 |
1149-0 |
PP |
1098-7 |
1129-2 |
S1 |
1094-3 |
1109-4 |
|