CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 20-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
920-0 |
959-0 |
39-0 |
4.2% |
964-0 |
High |
938-0 |
964-0 |
26-0 |
2.8% |
981-0 |
Low |
915-0 |
948-0 |
33-0 |
3.6% |
860-0 |
Close |
926-0 |
960-0 |
34-0 |
3.7% |
926-0 |
Range |
23-0 |
16-0 |
-7-0 |
-30.4% |
121-0 |
ATR |
38-7 |
38-6 |
0-0 |
-0.2% |
0-0 |
Volume |
1,640 |
2,382 |
742 |
45.2% |
10,846 |
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1005-3 |
998-5 |
968-6 |
|
R3 |
989-3 |
982-5 |
964-3 |
|
R2 |
973-3 |
973-3 |
962-7 |
|
R1 |
966-5 |
966-5 |
961-4 |
970-0 |
PP |
957-3 |
957-3 |
957-3 |
959-0 |
S1 |
950-5 |
950-5 |
958-4 |
954-0 |
S2 |
941-3 |
941-3 |
957-1 |
|
S3 |
925-3 |
934-5 |
955-5 |
|
S4 |
909-3 |
918-5 |
951-2 |
|
|
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 |
12.6% |
31-0 |
3.2% |
83% |
False |
False |
2,335 |
10 |
1024-0 |
860-0 |
164-0 |
17.1% |
24-7 |
2.6% |
61% |
False |
False |
2,739 |
20 |
1245-0 |
860-0 |
385-0 |
40.1% |
22-1 |
2.3% |
26% |
False |
False |
2,471 |
40 |
1396-0 |
860-0 |
536-0 |
55.8% |
20-6 |
2.2% |
19% |
False |
False |
1,849 |
60 |
1450-0 |
860-0 |
590-0 |
61.5% |
22-5 |
2.4% |
17% |
False |
False |
1,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1032-0 |
2.618 |
1005-7 |
1.618 |
989-7 |
1.000 |
980-0 |
0.618 |
973-7 |
HIGH |
964-0 |
0.618 |
957-7 |
0.500 |
956-0 |
0.382 |
954-1 |
LOW |
948-0 |
0.618 |
938-1 |
1.000 |
932-0 |
1.618 |
922-1 |
2.618 |
906-1 |
4.250 |
880-0 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
958-5 |
944-0 |
PP |
957-3 |
928-0 |
S1 |
956-0 |
912-0 |
|