CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 27-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
878-0 |
898-0 |
20-0 |
2.3% |
967-0 |
High |
927-0 |
931-0 |
4-0 |
0.4% |
970-0 |
Low |
878-0 |
898-0 |
20-0 |
2.3% |
878-0 |
Close |
891-4 |
924-6 |
33-2 |
3.7% |
891-4 |
Range |
49-0 |
33-0 |
-16-0 |
-32.7% |
92-0 |
ATR |
40-7 |
40-6 |
-0-1 |
-0.2% |
0-0 |
Volume |
6,969 |
3,984 |
-2,985 |
-42.8% |
26,683 |
|
Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1016-7 |
1003-7 |
942-7 |
|
R3 |
983-7 |
970-7 |
933-7 |
|
R2 |
950-7 |
950-7 |
930-6 |
|
R1 |
937-7 |
937-7 |
927-6 |
944-3 |
PP |
917-7 |
917-7 |
917-7 |
921-2 |
S1 |
904-7 |
904-7 |
921-6 |
911-3 |
S2 |
884-7 |
884-7 |
918-6 |
|
S3 |
851-7 |
871-7 |
915-5 |
|
S4 |
818-7 |
838-7 |
906-5 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1189-1 |
1132-3 |
942-1 |
|
R3 |
1097-1 |
1040-3 |
916-6 |
|
R2 |
1005-1 |
1005-1 |
908-3 |
|
R1 |
948-3 |
948-3 |
899-7 |
930-6 |
PP |
913-1 |
913-1 |
913-1 |
904-3 |
S1 |
856-3 |
856-3 |
883-1 |
838-6 |
S2 |
821-1 |
821-1 |
874-5 |
|
S3 |
729-1 |
764-3 |
866-2 |
|
S4 |
637-1 |
672-3 |
840-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1071-2 |
2.618 |
1017-3 |
1.618 |
984-3 |
1.000 |
964-0 |
0.618 |
951-3 |
HIGH |
931-0 |
0.618 |
918-3 |
0.500 |
914-4 |
0.382 |
910-5 |
LOW |
898-0 |
0.618 |
877-5 |
1.000 |
865-0 |
1.618 |
844-5 |
2.618 |
811-5 |
4.250 |
757-6 |
|
|
Fisher Pivots for day following 27-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
921-3 |
918-3 |
PP |
917-7 |
911-7 |
S1 |
914-4 |
905-4 |
|