CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 16-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
917-0 |
880-0 |
-37-0 |
-4.0% |
962-4 |
High |
920-0 |
903-0 |
-17-0 |
-1.8% |
1024-0 |
Low |
889-0 |
860-0 |
-29-0 |
-3.3% |
949-6 |
Close |
894-6 |
899-6 |
5-0 |
0.6% |
949-6 |
Range |
31-0 |
43-0 |
12-0 |
38.7% |
74-2 |
ATR |
38-5 |
38-7 |
0-3 |
0.8% |
0-0 |
Volume |
2,257 |
2,434 |
177 |
7.8% |
17,462 |
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1016-5 |
1001-1 |
923-3 |
|
R3 |
973-5 |
958-1 |
911-5 |
|
R2 |
930-5 |
930-5 |
907-5 |
|
R1 |
915-1 |
915-1 |
903-6 |
922-7 |
PP |
887-5 |
887-5 |
887-5 |
891-4 |
S1 |
872-1 |
872-1 |
895-6 |
879-7 |
S2 |
844-5 |
844-5 |
891-7 |
|
S3 |
801-5 |
829-1 |
887-7 |
|
S4 |
758-5 |
786-1 |
876-1 |
|
|
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 |
981-0 |
860-0 |
121-0 |
13.4% |
25-4 |
2.8% |
33% |
False |
True |
2,360 |
10 |
1062-0 |
860-0 |
202-0 |
22.5% |
25-1 |
2.8% |
20% |
False |
True |
2,966 |
20 |
1247-0 |
860-0 |
387-0 |
43.0% |
21-0 |
2.3% |
10% |
False |
True |
2,457 |
40 |
1396-0 |
860-0 |
536-0 |
59.6% |
20-3 |
2.3% |
7% |
False |
True |
1,839 |
60 |
1450-0 |
860-0 |
590-0 |
65.6% |
22-4 |
2.5% |
7% |
False |
True |
1,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1085-6 |
2.618 |
1015-5 |
1.618 |
972-5 |
1.000 |
946-0 |
0.618 |
929-5 |
HIGH |
903-0 |
0.618 |
886-5 |
0.500 |
881-4 |
0.382 |
876-3 |
LOW |
860-0 |
0.618 |
833-3 |
1.000 |
817-0 |
1.618 |
790-3 |
2.618 |
747-3 |
4.250 |
677-2 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
893-5 |
920-4 |
PP |
887-5 |
913-5 |
S1 |
881-4 |
906-5 |
|