CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 03-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1042-0 |
1046-0 |
4-0 |
0.4% |
1161-0 |
High |
1052-0 |
1062-0 |
10-0 |
1.0% |
1161-0 |
Low |
1042-0 |
1037-0 |
-5-0 |
-0.5% |
1037-0 |
Close |
1047-0 |
1032-4 |
-14-4 |
-1.4% |
1032-4 |
Range |
10-0 |
25-0 |
15-0 |
150.0% |
124-0 |
ATR |
36-4 |
35-5 |
-0-7 |
-2.3% |
0-0 |
Volume |
3,497 |
2,998 |
-499 |
-14.3% |
12,030 |
|
Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1118-7 |
1100-5 |
1046-2 |
|
R3 |
1093-7 |
1075-5 |
1039-3 |
|
R2 |
1068-7 |
1068-7 |
1037-1 |
|
R1 |
1050-5 |
1050-5 |
1034-6 |
1047-2 |
PP |
1043-7 |
1043-7 |
1043-7 |
1042-1 |
S1 |
1025-5 |
1025-5 |
1030-2 |
1022-2 |
S2 |
1018-7 |
1018-7 |
1027-7 |
|
S3 |
993-7 |
1000-5 |
1025-5 |
|
S4 |
968-7 |
975-5 |
1018-6 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1448-7 |
1364-5 |
1100-6 |
|
R3 |
1324-7 |
1240-5 |
1066-5 |
|
R2 |
1200-7 |
1200-7 |
1055-2 |
|
R1 |
1116-5 |
1116-5 |
1043-7 |
1096-6 |
PP |
1076-7 |
1076-7 |
1076-7 |
1066-7 |
S1 |
992-5 |
992-5 |
1021-1 |
972-6 |
S2 |
952-7 |
952-7 |
1009-6 |
|
S3 |
828-7 |
868-5 |
998-3 |
|
S4 |
704-7 |
744-5 |
964-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1161-0 |
1037-0 |
124-0 |
12.0% |
22-2 |
2.2% |
-4% |
False |
True |
2,406 |
10 |
1247-0 |
1037-0 |
210-0 |
20.3% |
17-5 |
1.7% |
-2% |
False |
True |
1,944 |
20 |
1247-0 |
1037-0 |
210-0 |
20.3% |
17-7 |
1.7% |
-2% |
False |
True |
1,703 |
40 |
1396-0 |
1037-0 |
359-0 |
34.8% |
21-5 |
2.1% |
-1% |
False |
True |
1,415 |
60 |
1628-0 |
1037-0 |
591-0 |
57.2% |
23-5 |
2.3% |
-1% |
False |
True |
1,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1168-2 |
2.618 |
1127-4 |
1.618 |
1102-4 |
1.000 |
1087-0 |
0.618 |
1077-4 |
HIGH |
1062-0 |
0.618 |
1052-4 |
0.500 |
1049-4 |
0.382 |
1046-4 |
LOW |
1037-0 |
0.618 |
1021-4 |
1.000 |
1012-0 |
1.618 |
996-4 |
2.618 |
971-4 |
4.250 |
930-6 |
|
|
Fisher Pivots for day following 03-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1049-4 |
1072-0 |
PP |
1043-7 |
1058-7 |
S1 |
1038-1 |
1045-5 |
|