CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
880-0 |
920-0 |
40-0 |
4.5% |
964-0 |
High |
903-0 |
938-0 |
35-0 |
3.9% |
981-0 |
Low |
860-0 |
915-0 |
55-0 |
6.4% |
860-0 |
Close |
899-6 |
926-0 |
26-2 |
2.9% |
926-0 |
Range |
43-0 |
23-0 |
-20-0 |
-46.5% |
121-0 |
ATR |
38-7 |
38-7 |
0-0 |
-0.1% |
0-0 |
Volume |
2,434 |
1,640 |
-794 |
-32.6% |
10,846 |
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
995-3 |
983-5 |
938-5 |
|
R3 |
972-3 |
960-5 |
932-3 |
|
R2 |
949-3 |
949-3 |
930-2 |
|
R1 |
937-5 |
937-5 |
928-1 |
943-4 |
PP |
926-3 |
926-3 |
926-3 |
929-2 |
S1 |
914-5 |
914-5 |
923-7 |
920-4 |
S2 |
903-3 |
903-3 |
921-6 |
|
S3 |
880-3 |
891-5 |
919-5 |
|
S4 |
857-3 |
868-5 |
913-3 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1285-3 |
1226-5 |
992-4 |
|
R3 |
1164-3 |
1105-5 |
959-2 |
|
R2 |
1043-3 |
1043-3 |
948-1 |
|
R1 |
984-5 |
984-5 |
937-1 |
953-4 |
PP |
922-3 |
922-3 |
922-3 |
906-6 |
S1 |
863-5 |
863-5 |
914-7 |
832-4 |
S2 |
801-3 |
801-3 |
903-7 |
|
S3 |
680-3 |
742-5 |
892-6 |
|
S4 |
559-3 |
621-5 |
859-4 |
|
|
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 |
13.1% |
30-0 |
3.2% |
55% |
False |
False |
2,169 |
10 |
1024-0 |
860-0 |
164-0 |
17.7% |
25-0 |
2.7% |
40% |
False |
False |
2,830 |
20 |
1247-0 |
860-0 |
387-0 |
41.8% |
21-2 |
2.3% |
17% |
False |
False |
2,387 |
40 |
1396-0 |
860-0 |
536-0 |
57.9% |
20-3 |
2.2% |
12% |
False |
False |
1,851 |
60 |
1450-0 |
860-0 |
590-0 |
63.7% |
22-3 |
2.4% |
11% |
False |
False |
1,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1035-6 |
2.618 |
998-2 |
1.618 |
975-2 |
1.000 |
961-0 |
0.618 |
952-2 |
HIGH |
938-0 |
0.618 |
929-2 |
0.500 |
926-4 |
0.382 |
923-6 |
LOW |
915-0 |
0.618 |
900-6 |
1.000 |
892-0 |
1.618 |
877-6 |
2.618 |
854-6 |
4.250 |
817-2 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
926-4 |
917-0 |
PP |
926-3 |
908-0 |
S1 |
926-1 |
899-0 |
|