CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 09-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
972-0 |
1023-0 |
51-0 |
5.2% |
1161-0 |
High |
1007-0 |
1024-0 |
17-0 |
1.7% |
1161-0 |
Low |
964-0 |
1007-0 |
43-0 |
4.5% |
1037-0 |
Close |
1003-0 |
1019-6 |
16-6 |
1.7% |
1032-4 |
Range |
43-0 |
17-0 |
-26-0 |
-60.5% |
124-0 |
ATR |
37-4 |
36-2 |
-1-1 |
-3.1% |
0-0 |
Volume |
3,275 |
3,909 |
634 |
19.4% |
12,030 |
|
Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1067-7 |
1060-7 |
1029-1 |
|
R3 |
1050-7 |
1043-7 |
1024-3 |
|
R2 |
1033-7 |
1033-7 |
1022-7 |
|
R1 |
1026-7 |
1026-7 |
1021-2 |
1021-7 |
PP |
1016-7 |
1016-7 |
1016-7 |
1014-4 |
S1 |
1009-7 |
1009-7 |
1018-2 |
1004-7 |
S2 |
999-7 |
999-7 |
1016-5 |
|
S3 |
982-7 |
992-7 |
1015-1 |
|
S4 |
965-7 |
975-7 |
1010-3 |
|
|
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 |
9.8% |
24-7 |
2.4% |
58% |
False |
False |
3,572 |
10 |
1213-0 |
962-4 |
250-4 |
24.6% |
22-0 |
2.2% |
23% |
False |
False |
2,784 |
20 |
1247-0 |
962-4 |
284-4 |
27.9% |
18-7 |
1.9% |
20% |
False |
False |
2,189 |
40 |
1396-0 |
962-4 |
433-4 |
42.5% |
21-4 |
2.1% |
13% |
False |
False |
1,666 |
60 |
1523-0 |
962-4 |
560-4 |
55.0% |
22-2 |
2.2% |
10% |
False |
False |
1,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1096-2 |
2.618 |
1068-4 |
1.618 |
1051-4 |
1.000 |
1041-0 |
0.618 |
1034-4 |
HIGH |
1024-0 |
0.618 |
1017-4 |
0.500 |
1015-4 |
0.382 |
1013-4 |
LOW |
1007-0 |
0.618 |
996-4 |
1.000 |
990-0 |
1.618 |
979-4 |
2.618 |
962-4 |
4.250 |
934-6 |
|
|
Fisher Pivots for day following 09-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1018-3 |
1011-0 |
PP |
1016-7 |
1002-2 |
S1 |
1015-4 |
993-4 |
|