CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 08-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
976-0 |
972-0 |
-4-0 |
-0.4% |
1161-0 |
High |
985-0 |
1007-0 |
22-0 |
2.2% |
1161-0 |
Low |
963-0 |
964-0 |
1-0 |
0.1% |
1037-0 |
Close |
966-0 |
1003-0 |
37-0 |
3.8% |
1032-4 |
Range |
22-0 |
43-0 |
21-0 |
95.5% |
124-0 |
ATR |
37-0 |
37-4 |
0-3 |
1.2% |
0-0 |
Volume |
4,387 |
3,275 |
-1,112 |
-25.3% |
12,030 |
|
Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1120-3 |
1104-5 |
1026-5 |
|
R3 |
1077-3 |
1061-5 |
1014-7 |
|
R2 |
1034-3 |
1034-3 |
1010-7 |
|
R1 |
1018-5 |
1018-5 |
1007-0 |
1026-4 |
PP |
991-3 |
991-3 |
991-3 |
995-2 |
S1 |
975-5 |
975-5 |
999-0 |
983-4 |
S2 |
948-3 |
948-3 |
995-1 |
|
S3 |
905-3 |
932-5 |
991-1 |
|
S4 |
862-3 |
889-5 |
979-3 |
|
|
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 |
1062-0 |
962-4 |
99-4 |
9.9% |
23-4 |
2.3% |
41% |
False |
False |
3,490 |
10 |
1238-0 |
962-4 |
275-4 |
27.5% |
22-0 |
2.2% |
15% |
False |
False |
2,467 |
20 |
1247-0 |
962-4 |
284-4 |
28.4% |
18-1 |
1.8% |
14% |
False |
False |
2,050 |
40 |
1396-0 |
962-4 |
433-4 |
43.2% |
22-5 |
2.3% |
9% |
False |
False |
1,593 |
60 |
1573-0 |
962-4 |
610-4 |
60.9% |
22-6 |
2.3% |
7% |
False |
False |
1,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1189-6 |
2.618 |
1119-5 |
1.618 |
1076-5 |
1.000 |
1050-0 |
0.618 |
1033-5 |
HIGH |
1007-0 |
0.618 |
990-5 |
0.500 |
985-4 |
0.382 |
980-3 |
LOW |
964-0 |
0.618 |
937-3 |
1.000 |
921-0 |
1.618 |
894-3 |
2.618 |
851-3 |
4.250 |
781-2 |
|
|
Fisher Pivots for day following 08-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
997-1 |
996-7 |
PP |
991-3 |
990-7 |
S1 |
985-4 |
984-6 |
|