CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 07-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
962-4 |
976-0 |
13-4 |
1.4% |
1161-0 |
High |
980-0 |
985-0 |
5-0 |
0.5% |
1161-0 |
Low |
962-4 |
963-0 |
0-4 |
0.1% |
1037-0 |
Close |
962-4 |
966-0 |
3-4 |
0.4% |
1032-4 |
Range |
17-4 |
22-0 |
4-4 |
25.7% |
124-0 |
ATR |
38-1 |
37-0 |
-1-1 |
-2.9% |
0-0 |
Volume |
3,295 |
4,387 |
1,092 |
33.1% |
12,030 |
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1037-3 |
1023-5 |
978-1 |
|
R3 |
1015-3 |
1001-5 |
972-0 |
|
R2 |
993-3 |
993-3 |
970-0 |
|
R1 |
979-5 |
979-5 |
968-0 |
975-4 |
PP |
971-3 |
971-3 |
971-3 |
969-2 |
S1 |
957-5 |
957-5 |
964-0 |
953-4 |
S2 |
949-3 |
949-3 |
962-0 |
|
S3 |
927-3 |
935-5 |
960-0 |
|
S4 |
905-3 |
913-5 |
953-7 |
|
|
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 |
1107-0 |
962-4 |
144-4 |
15.0% |
17-7 |
1.9% |
2% |
False |
False |
3,287 |
10 |
1245-0 |
962-4 |
282-4 |
29.2% |
19-5 |
2.0% |
1% |
False |
False |
2,457 |
20 |
1247-0 |
962-4 |
284-4 |
29.5% |
17-0 |
1.8% |
1% |
False |
False |
1,940 |
40 |
1396-0 |
962-4 |
433-4 |
44.9% |
22-0 |
2.3% |
1% |
False |
False |
1,534 |
60 |
1596-0 |
962-4 |
633-4 |
65.6% |
23-1 |
2.4% |
1% |
False |
False |
1,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1078-4 |
2.618 |
1042-5 |
1.618 |
1020-5 |
1.000 |
1007-0 |
0.618 |
998-5 |
HIGH |
985-0 |
0.618 |
976-5 |
0.500 |
974-0 |
0.382 |
971-3 |
LOW |
963-0 |
0.618 |
949-3 |
1.000 |
941-0 |
1.618 |
927-3 |
2.618 |
905-3 |
4.250 |
869-4 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
974-0 |
1012-2 |
PP |
971-3 |
996-7 |
S1 |
968-5 |
981-3 |
|