CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 13-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
950-0 |
964-0 |
14-0 |
1.5% |
962-4 |
High |
950-0 |
974-0 |
24-0 |
2.5% |
1024-0 |
Low |
949-6 |
963-0 |
13-2 |
1.4% |
949-6 |
Close |
949-6 |
966-6 |
17-0 |
1.8% |
949-6 |
Range |
0-2 |
11-0 |
10-6 |
4,300.0% |
74-2 |
ATR |
38-5 |
37-5 |
-1-0 |
-2.7% |
0-0 |
Volume |
2,596 |
1,551 |
-1,045 |
-40.3% |
17,462 |
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1000-7 |
994-7 |
972-6 |
|
R3 |
989-7 |
983-7 |
969-6 |
|
R2 |
978-7 |
978-7 |
968-6 |
|
R1 |
972-7 |
972-7 |
967-6 |
975-7 |
PP |
967-7 |
967-7 |
967-7 |
969-4 |
S1 |
961-7 |
961-7 |
965-6 |
964-7 |
S2 |
956-7 |
956-7 |
964-6 |
|
S3 |
945-7 |
950-7 |
963-6 |
|
S4 |
934-7 |
939-7 |
960-6 |
|
|
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 |
7.7% |
18-5 |
1.9% |
23% |
False |
False |
3,143 |
10 |
1122-0 |
949-6 |
172-2 |
17.8% |
19-6 |
2.0% |
10% |
False |
False |
2,968 |
20 |
1247-0 |
949-6 |
297-2 |
30.7% |
18-4 |
1.9% |
6% |
False |
False |
2,244 |
40 |
1396-0 |
949-6 |
446-2 |
46.2% |
21-0 |
2.2% |
4% |
False |
False |
1,724 |
60 |
1450-0 |
949-6 |
500-2 |
51.7% |
21-5 |
2.2% |
3% |
False |
False |
1,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1020-6 |
2.618 |
1002-6 |
1.618 |
991-6 |
1.000 |
985-0 |
0.618 |
980-6 |
HIGH |
974-0 |
0.618 |
969-6 |
0.500 |
968-4 |
0.382 |
967-2 |
LOW |
963-0 |
0.618 |
956-2 |
1.000 |
952-0 |
1.618 |
945-2 |
2.618 |
934-2 |
4.250 |
916-2 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
968-4 |
986-7 |
PP |
967-7 |
980-1 |
S1 |
967-3 |
973-4 |
|