CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 21-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
959-0 |
947-0 |
-12-0 |
-1.3% |
964-0 |
High |
964-0 |
947-0 |
-17-0 |
-1.8% |
981-0 |
Low |
948-0 |
922-0 |
-26-0 |
-2.7% |
860-0 |
Close |
960-0 |
933-4 |
-26-4 |
-2.8% |
926-0 |
Range |
16-0 |
25-0 |
9-0 |
56.3% |
121-0 |
ATR |
38-6 |
38-6 |
0-0 |
-0.1% |
0-0 |
Volume |
2,382 |
3,048 |
666 |
28.0% |
10,846 |
|
Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1009-1 |
996-3 |
947-2 |
|
R3 |
984-1 |
971-3 |
940-3 |
|
R2 |
959-1 |
959-1 |
938-1 |
|
R1 |
946-3 |
946-3 |
935-6 |
940-2 |
PP |
934-1 |
934-1 |
934-1 |
931-1 |
S1 |
921-3 |
921-3 |
931-2 |
915-2 |
S2 |
909-1 |
909-1 |
928-7 |
|
S3 |
884-1 |
896-3 |
926-5 |
|
S4 |
859-1 |
871-3 |
919-6 |
|
|
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 |
964-0 |
860-0 |
104-0 |
11.1% |
27-5 |
3.0% |
71% |
False |
False |
2,352 |
10 |
1024-0 |
860-0 |
164-0 |
17.6% |
25-1 |
2.7% |
45% |
False |
False |
2,605 |
20 |
1245-0 |
860-0 |
385-0 |
41.2% |
22-3 |
2.4% |
19% |
False |
False |
2,531 |
40 |
1396-0 |
860-0 |
536-0 |
57.4% |
21-0 |
2.3% |
14% |
False |
False |
1,909 |
60 |
1450-0 |
860-0 |
590-0 |
63.2% |
22-6 |
2.4% |
12% |
False |
False |
1,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1053-2 |
2.618 |
1012-4 |
1.618 |
987-4 |
1.000 |
972-0 |
0.618 |
962-4 |
HIGH |
947-0 |
0.618 |
937-4 |
0.500 |
934-4 |
0.382 |
931-4 |
LOW |
922-0 |
0.618 |
906-4 |
1.000 |
897-0 |
1.618 |
881-4 |
2.618 |
856-4 |
4.250 |
815-6 |
|
|
Fisher Pivots for day following 21-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
934-4 |
939-4 |
PP |
934-1 |
937-4 |
S1 |
933-7 |
935-4 |
|