CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 22-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
947-0 |
897-0 |
-50-0 |
-5.3% |
964-0 |
High |
947-0 |
898-0 |
-49-0 |
-5.2% |
981-0 |
Low |
922-0 |
885-0 |
-37-0 |
-4.0% |
860-0 |
Close |
933-4 |
882-4 |
-51-0 |
-5.5% |
926-0 |
Range |
25-0 |
13-0 |
-12-0 |
-48.0% |
121-0 |
ATR |
38-6 |
39-3 |
0-6 |
1.8% |
0-0 |
Volume |
3,048 |
3,520 |
472 |
15.5% |
10,846 |
|
Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
927-4 |
918-0 |
889-5 |
|
R3 |
914-4 |
905-0 |
886-1 |
|
R2 |
901-4 |
901-4 |
884-7 |
|
R1 |
892-0 |
892-0 |
883-6 |
890-2 |
PP |
888-4 |
888-4 |
888-4 |
887-5 |
S1 |
879-0 |
879-0 |
881-2 |
877-2 |
S2 |
875-4 |
875-4 |
880-1 |
|
S3 |
862-4 |
866-0 |
878-7 |
|
S4 |
849-4 |
853-0 |
875-3 |
|
|
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 |
964-0 |
860-0 |
104-0 |
11.8% |
24-0 |
2.7% |
22% |
False |
False |
2,604 |
10 |
1024-0 |
860-0 |
164-0 |
18.6% |
22-1 |
2.5% |
14% |
False |
False |
2,630 |
20 |
1238-0 |
860-0 |
378-0 |
42.8% |
22-0 |
2.5% |
6% |
False |
False |
2,548 |
40 |
1396-0 |
860-0 |
536-0 |
60.7% |
21-0 |
2.4% |
4% |
False |
False |
1,975 |
60 |
1450-0 |
860-0 |
590-0 |
66.9% |
22-3 |
2.5% |
4% |
False |
False |
1,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
953-2 |
2.618 |
932-0 |
1.618 |
919-0 |
1.000 |
911-0 |
0.618 |
906-0 |
HIGH |
898-0 |
0.618 |
893-0 |
0.500 |
891-4 |
0.382 |
890-0 |
LOW |
885-0 |
0.618 |
877-0 |
1.000 |
872-0 |
1.618 |
864-0 |
2.618 |
851-0 |
4.250 |
829-6 |
|
|
Fisher Pivots for day following 22-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
891-4 |
924-4 |
PP |
888-4 |
910-4 |
S1 |
885-4 |
896-4 |
|