CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 02-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1092-0 |
1042-0 |
-50-0 |
-4.6% |
1247-0 |
High |
1107-0 |
1052-0 |
-55-0 |
-5.0% |
1247-0 |
Low |
1092-0 |
1042-0 |
-50-0 |
-4.6% |
1203-0 |
Close |
1097-0 |
1047-0 |
-50-0 |
-4.6% |
1207-0 |
Range |
15-0 |
10-0 |
-5-0 |
-33.3% |
44-0 |
ATR |
35-1 |
36-4 |
1-3 |
4.1% |
0-0 |
Volume |
2,258 |
3,497 |
1,239 |
54.9% |
7,416 |
|
Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1077-0 |
1072-0 |
1052-4 |
|
R3 |
1067-0 |
1062-0 |
1049-6 |
|
R2 |
1057-0 |
1057-0 |
1048-7 |
|
R1 |
1052-0 |
1052-0 |
1047-7 |
1054-4 |
PP |
1047-0 |
1047-0 |
1047-0 |
1048-2 |
S1 |
1042-0 |
1042-0 |
1046-1 |
1044-4 |
S2 |
1037-0 |
1037-0 |
1045-1 |
|
S3 |
1027-0 |
1032-0 |
1044-2 |
|
S4 |
1017-0 |
1022-0 |
1041-4 |
|
|
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 |
1213-0 |
1042-0 |
171-0 |
16.3% |
19-2 |
1.8% |
3% |
False |
True |
1,996 |
10 |
1247-0 |
1042-0 |
205-0 |
19.6% |
16-6 |
1.6% |
2% |
False |
True |
1,948 |
20 |
1247-0 |
1042-0 |
205-0 |
19.6% |
18-3 |
1.8% |
2% |
False |
True |
1,591 |
40 |
1396-0 |
1042-0 |
354-0 |
33.8% |
21-5 |
2.1% |
1% |
False |
True |
1,388 |
60 |
1628-0 |
1042-0 |
586-0 |
56.0% |
23-4 |
2.2% |
1% |
False |
True |
1,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1094-4 |
2.618 |
1078-1 |
1.618 |
1068-1 |
1.000 |
1062-0 |
0.618 |
1058-1 |
HIGH |
1052-0 |
0.618 |
1048-1 |
0.500 |
1047-0 |
0.382 |
1045-7 |
LOW |
1042-0 |
0.618 |
1035-7 |
1.000 |
1032-0 |
1.618 |
1025-7 |
2.618 |
1015-7 |
4.250 |
999-4 |
|
|
Fisher Pivots for day following 02-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1047-0 |
1082-0 |
PP |
1047-0 |
1070-3 |
S1 |
1047-0 |
1058-5 |
|