CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
899-0 |
915-0 |
16-0 |
1.8% |
977-0 |
| High |
902-4 |
933-0 |
30-4 |
3.4% |
986-0 |
| Low |
891-0 |
915-0 |
24-0 |
2.7% |
867-0 |
| Close |
891-0 |
913-4 |
22-4 |
2.5% |
932-6 |
| Range |
11-4 |
18-0 |
6-4 |
56.5% |
119-0 |
| ATR |
40-1 |
40-2 |
0-1 |
0.3% |
0-0 |
| Volume |
5,085 |
3,913 |
-1,172 |
-23.0% |
24,976 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974-4 |
962-0 |
923-3 |
|
| R3 |
956-4 |
944-0 |
918-4 |
|
| R2 |
938-4 |
938-4 |
916-6 |
|
| R1 |
926-0 |
926-0 |
915-1 |
923-2 |
| PP |
920-4 |
920-4 |
920-4 |
919-1 |
| S1 |
908-0 |
908-0 |
911-7 |
905-2 |
| S2 |
902-4 |
902-4 |
910-2 |
|
| S3 |
884-4 |
890-0 |
908-4 |
|
| S4 |
866-4 |
872-0 |
903-5 |
|
|
| 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 |
1009-4 |
|
2.618 |
980-1 |
|
1.618 |
962-1 |
|
1.000 |
951-0 |
|
0.618 |
944-1 |
|
HIGH |
933-0 |
|
0.618 |
926-1 |
|
0.500 |
924-0 |
|
0.382 |
921-7 |
|
LOW |
915-0 |
|
0.618 |
903-7 |
|
1.000 |
897-0 |
|
1.618 |
885-7 |
|
2.618 |
867-7 |
|
4.250 |
838-4 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
924-0 |
920-4 |
| PP |
920-4 |
918-1 |
| S1 |
917-0 |
915-7 |
|