CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 06-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1046-0 |
962-4 |
-83-4 |
-8.0% |
1161-0 |
High |
1062-0 |
980-0 |
-82-0 |
-7.7% |
1161-0 |
Low |
1037-0 |
962-4 |
-74-4 |
-7.2% |
1037-0 |
Close |
1032-4 |
962-4 |
-70-0 |
-6.8% |
1032-4 |
Range |
25-0 |
17-4 |
-7-4 |
-30.0% |
124-0 |
ATR |
35-5 |
38-1 |
2-4 |
6.9% |
0-0 |
Volume |
2,998 |
3,295 |
297 |
9.9% |
12,030 |
|
Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1020-7 |
1009-1 |
972-1 |
|
R3 |
1003-3 |
991-5 |
967-2 |
|
R2 |
985-7 |
985-7 |
965-6 |
|
R1 |
974-1 |
974-1 |
964-1 |
971-2 |
PP |
968-3 |
968-3 |
968-3 |
966-7 |
S1 |
956-5 |
956-5 |
960-7 |
953-6 |
S2 |
950-7 |
950-7 |
959-2 |
|
S3 |
933-3 |
939-1 |
957-6 |
|
S4 |
915-7 |
921-5 |
952-7 |
|
|
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 |
1122-0 |
962-4 |
159-4 |
16.6% |
20-7 |
2.2% |
0% |
False |
True |
2,793 |
10 |
1245-0 |
962-4 |
282-4 |
29.4% |
19-3 |
2.0% |
0% |
False |
True |
2,203 |
20 |
1247-0 |
962-4 |
284-4 |
29.6% |
17-7 |
1.9% |
0% |
False |
True |
1,782 |
40 |
1396-0 |
962-4 |
433-4 |
45.0% |
21-6 |
2.3% |
0% |
False |
True |
1,460 |
60 |
1596-0 |
962-4 |
633-4 |
65.8% |
23-1 |
2.4% |
0% |
False |
True |
1,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1054-3 |
2.618 |
1025-7 |
1.618 |
1008-3 |
1.000 |
997-4 |
0.618 |
990-7 |
HIGH |
980-0 |
0.618 |
973-3 |
0.500 |
971-2 |
0.382 |
969-1 |
LOW |
962-4 |
0.618 |
951-5 |
1.000 |
945-0 |
1.618 |
934-1 |
2.618 |
916-5 |
4.250 |
888-1 |
|
|
Fisher Pivots for day following 06-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
971-2 |
1012-2 |
PP |
968-3 |
995-5 |
S1 |
965-3 |
979-1 |
|