CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1053-0 |
971-0 |
-82-0 |
-7.8% |
1166-0 |
| High |
1069-0 |
988-0 |
-81-0 |
-7.6% |
1168-0 |
| Low |
1044-0 |
971-0 |
-73-0 |
-7.0% |
1044-0 |
| Close |
1041-0 |
971-0 |
-70-0 |
-6.7% |
1041-0 |
| Range |
25-0 |
17-0 |
-8-0 |
-32.0% |
124-0 |
| ATR |
37-3 |
39-6 |
2-3 |
6.2% |
0-0 |
| Volume |
11,402 |
7,898 |
-3,504 |
-30.7% |
32,294 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1027-5 |
1016-3 |
980-3 |
|
| R3 |
1010-5 |
999-3 |
975-5 |
|
| R2 |
993-5 |
993-5 |
974-1 |
|
| R1 |
982-3 |
982-3 |
972-4 |
979-4 |
| PP |
976-5 |
976-5 |
976-5 |
975-2 |
| S1 |
965-3 |
965-3 |
969-4 |
962-4 |
| S2 |
959-5 |
959-5 |
967-7 |
|
| S3 |
942-5 |
948-3 |
966-3 |
|
| S4 |
925-5 |
931-3 |
961-5 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1456-3 |
1372-5 |
1109-2 |
|
| R3 |
1332-3 |
1248-5 |
1075-1 |
|
| R2 |
1208-3 |
1208-3 |
1063-6 |
|
| R1 |
1124-5 |
1124-5 |
1052-3 |
1104-4 |
| PP |
1084-3 |
1084-3 |
1084-3 |
1074-2 |
| S1 |
1000-5 |
1000-5 |
1029-5 |
980-4 |
| S2 |
960-3 |
960-3 |
1018-2 |
|
| S3 |
836-3 |
876-5 |
1006-7 |
|
| S4 |
712-3 |
752-5 |
972-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1060-2 |
|
2.618 |
1032-4 |
|
1.618 |
1015-4 |
|
1.000 |
1005-0 |
|
0.618 |
998-4 |
|
HIGH |
988-0 |
|
0.618 |
981-4 |
|
0.500 |
979-4 |
|
0.382 |
977-4 |
|
LOW |
971-0 |
|
0.618 |
960-4 |
|
1.000 |
954-0 |
|
1.618 |
943-4 |
|
2.618 |
926-4 |
|
4.250 |
898-6 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
979-4 |
1030-0 |
| PP |
976-5 |
1010-3 |
| S1 |
973-7 |
990-5 |
|