CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 10-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1023-0 |
950-0 |
-73-0 |
-7.1% |
962-4 |
High |
1024-0 |
950-0 |
-74-0 |
-7.2% |
1024-0 |
Low |
1007-0 |
949-6 |
-57-2 |
-5.7% |
949-6 |
Close |
1019-6 |
949-6 |
-70-0 |
-6.9% |
949-6 |
Range |
17-0 |
0-2 |
-16-6 |
-98.5% |
74-2 |
ATR |
36-2 |
38-5 |
2-3 |
6.6% |
0-0 |
Volume |
3,909 |
2,596 |
-1,313 |
-33.6% |
17,462 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
950-5 |
950-3 |
949-7 |
|
R3 |
950-3 |
950-1 |
949-7 |
|
R2 |
950-1 |
950-1 |
949-6 |
|
R1 |
949-7 |
949-7 |
949-6 |
949-7 |
PP |
949-7 |
949-7 |
949-7 |
949-6 |
S1 |
949-5 |
949-5 |
949-6 |
949-5 |
S2 |
949-5 |
949-5 |
949-6 |
|
S3 |
949-3 |
949-3 |
949-5 |
|
S4 |
949-1 |
949-1 |
949-5 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1197-2 |
1147-6 |
990-5 |
|
R3 |
1123-0 |
1073-4 |
970-1 |
|
R2 |
1048-6 |
1048-6 |
963-3 |
|
R1 |
999-2 |
999-2 |
956-4 |
986-7 |
PP |
974-4 |
974-4 |
974-4 |
968-2 |
S1 |
925-0 |
925-0 |
943-0 |
912-5 |
S2 |
900-2 |
900-2 |
936-1 |
|
S3 |
826-0 |
850-6 |
929-3 |
|
S4 |
751-6 |
776-4 |
908-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1024-0 |
949-6 |
74-2 |
7.8% |
20-0 |
2.1% |
0% |
False |
True |
3,492 |
10 |
1161-0 |
949-6 |
211-2 |
22.2% |
21-1 |
2.2% |
0% |
False |
True |
2,949 |
20 |
1247-0 |
949-6 |
297-2 |
31.3% |
18-6 |
2.0% |
0% |
False |
True |
2,215 |
40 |
1396-0 |
949-6 |
446-2 |
47.0% |
20-6 |
2.2% |
0% |
False |
True |
1,703 |
60 |
1523-0 |
949-6 |
573-2 |
60.4% |
22-2 |
2.3% |
0% |
False |
True |
1,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
951-0 |
2.618 |
950-5 |
1.618 |
950-3 |
1.000 |
950-2 |
0.618 |
950-1 |
HIGH |
950-0 |
0.618 |
949-7 |
0.500 |
949-7 |
0.382 |
949-7 |
LOW |
949-6 |
0.618 |
949-5 |
1.000 |
949-4 |
1.618 |
949-3 |
2.618 |
949-1 |
4.250 |
948-6 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
949-7 |
986-7 |
PP |
949-7 |
974-4 |
S1 |
949-6 |
962-1 |
|