CME Pit-Traded Soybean Future July 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 |
921-0 |
967-0 |
46-0 |
5.0% |
977-0 |
High |
945-0 |
970-0 |
25-0 |
2.6% |
986-0 |
Low |
920-0 |
953-0 |
33-0 |
3.6% |
867-0 |
Close |
932-6 |
967-4 |
34-6 |
3.7% |
932-6 |
Range |
25-0 |
17-0 |
-8-0 |
-32.0% |
119-0 |
ATR |
39-3 |
39-2 |
-0-1 |
-0.4% |
0-0 |
Volume |
5,952 |
6,011 |
59 |
1.0% |
24,976 |
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1014-4 |
1008-0 |
976-7 |
|
R3 |
997-4 |
991-0 |
972-1 |
|
R2 |
980-4 |
980-4 |
970-5 |
|
R1 |
974-0 |
974-0 |
969-0 |
977-2 |
PP |
963-4 |
963-4 |
963-4 |
965-1 |
S1 |
957-0 |
957-0 |
966-0 |
960-2 |
S2 |
946-4 |
946-4 |
964-3 |
|
S3 |
929-4 |
940-0 |
962-7 |
|
S4 |
912-4 |
923-0 |
958-1 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1285-5 |
1228-1 |
998-2 |
|
R3 |
1166-5 |
1109-1 |
965-4 |
|
R2 |
1047-5 |
1047-5 |
954-5 |
|
R1 |
990-1 |
990-1 |
943-5 |
959-3 |
PP |
928-5 |
928-5 |
928-5 |
913-2 |
S1 |
871-1 |
871-1 |
921-7 |
840-3 |
S2 |
809-5 |
809-5 |
910-7 |
|
S3 |
690-5 |
752-1 |
900-0 |
|
S4 |
571-5 |
633-1 |
867-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1042-2 |
2.618 |
1014-4 |
1.618 |
997-4 |
1.000 |
987-0 |
0.618 |
980-4 |
HIGH |
970-0 |
0.618 |
963-4 |
0.500 |
961-4 |
0.382 |
959-4 |
LOW |
953-0 |
0.618 |
942-4 |
1.000 |
936-0 |
1.618 |
925-4 |
2.618 |
908-4 |
4.250 |
880-6 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
965-4 |
951-1 |
PP |
963-4 |
934-7 |
S1 |
961-4 |
918-4 |
|