CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 14-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
964-0 |
980-0 |
16-0 |
1.7% |
962-4 |
High |
974-0 |
981-0 |
7-0 |
0.7% |
1024-0 |
Low |
963-0 |
939-0 |
-24-0 |
-2.5% |
949-6 |
Close |
966-6 |
935-6 |
-31-0 |
-3.2% |
949-6 |
Range |
11-0 |
42-0 |
31-0 |
281.8% |
74-2 |
ATR |
37-5 |
38-0 |
0-2 |
0.8% |
0-0 |
Volume |
1,551 |
2,964 |
1,413 |
91.1% |
17,462 |
|
Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1077-7 |
1048-7 |
958-7 |
|
R3 |
1035-7 |
1006-7 |
947-2 |
|
R2 |
993-7 |
993-7 |
943-4 |
|
R1 |
964-7 |
964-7 |
939-5 |
958-3 |
PP |
951-7 |
951-7 |
951-7 |
948-6 |
S1 |
922-7 |
922-7 |
931-7 |
916-3 |
S2 |
909-7 |
909-7 |
928-0 |
|
S3 |
867-7 |
880-7 |
924-2 |
|
S4 |
825-7 |
838-7 |
912-5 |
|
|
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 |
939-0 |
85-0 |
9.1% |
22-5 |
2.4% |
-4% |
False |
True |
2,859 |
10 |
1107-0 |
939-0 |
168-0 |
18.0% |
20-2 |
2.2% |
-2% |
False |
True |
3,073 |
20 |
1247-0 |
939-0 |
308-0 |
32.9% |
18-3 |
2.0% |
-1% |
False |
True |
2,352 |
40 |
1396-0 |
939-0 |
457-0 |
48.8% |
21-1 |
2.3% |
-1% |
False |
True |
1,766 |
60 |
1450-0 |
939-0 |
511-0 |
54.6% |
22-3 |
2.4% |
-1% |
False |
True |
1,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1159-4 |
2.618 |
1091-0 |
1.618 |
1049-0 |
1.000 |
1023-0 |
0.618 |
1007-0 |
HIGH |
981-0 |
0.618 |
965-0 |
0.500 |
960-0 |
0.382 |
955-0 |
LOW |
939-0 |
0.618 |
913-0 |
1.000 |
897-0 |
1.618 |
871-0 |
2.618 |
829-0 |
4.250 |
760-4 |
|
|
Fisher Pivots for day following 14-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
960-0 |
960-0 |
PP |
951-7 |
951-7 |
S1 |
943-7 |
943-7 |
|