CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
907-0 |
870-0 |
-37-0 |
-4.1% |
951-4 |
| High |
911-0 |
895-4 |
-15-4 |
-1.7% |
1018-0 |
| Low |
875-0 |
850-0 |
-25-0 |
-2.9% |
939-4 |
| Close |
884-2 |
890-4 |
6-2 |
0.7% |
939-4 |
| Range |
36-0 |
45-4 |
9-4 |
26.4% |
78-4 |
| ATR |
42-0 |
42-2 |
0-2 |
0.6% |
0-0 |
| Volume |
7,602 |
8,611 |
1,009 |
13.3% |
35,591 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1015-1 |
998-3 |
915-4 |
|
| R3 |
969-5 |
952-7 |
903-0 |
|
| R2 |
924-1 |
924-1 |
898-7 |
|
| R1 |
907-3 |
907-3 |
894-5 |
915-6 |
| PP |
878-5 |
878-5 |
878-5 |
882-7 |
| S1 |
861-7 |
861-7 |
886-3 |
870-2 |
| S2 |
833-1 |
833-1 |
882-1 |
|
| S3 |
787-5 |
816-3 |
878-0 |
|
| S4 |
742-1 |
770-7 |
865-4 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1201-1 |
1148-7 |
982-5 |
|
| R3 |
1122-5 |
1070-3 |
961-1 |
|
| R2 |
1044-1 |
1044-1 |
953-7 |
|
| R1 |
991-7 |
991-7 |
946-6 |
978-6 |
| PP |
965-5 |
965-5 |
965-5 |
959-1 |
| S1 |
913-3 |
913-3 |
932-2 |
900-2 |
| S2 |
887-1 |
887-1 |
925-1 |
|
| S3 |
808-5 |
834-7 |
917-7 |
|
| S4 |
730-1 |
756-3 |
896-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
969-4 |
850-0 |
119-4 |
13.4% |
27-2 |
3.1% |
34% |
False |
True |
6,530 |
| 10 |
1053-0 |
850-0 |
203-0 |
22.8% |
28-3 |
3.2% |
20% |
False |
True |
7,086 |
| 20 |
1242-0 |
850-0 |
392-0 |
44.0% |
28-4 |
3.2% |
10% |
False |
True |
5,373 |
| 40 |
1397-0 |
850-0 |
547-0 |
61.4% |
29-4 |
3.3% |
7% |
False |
True |
4,112 |
| 60 |
1445-0 |
850-0 |
595-0 |
66.8% |
30-0 |
3.4% |
7% |
False |
True |
3,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1088-7 |
|
2.618 |
1014-5 |
|
1.618 |
969-1 |
|
1.000 |
941-0 |
|
0.618 |
923-5 |
|
HIGH |
895-4 |
|
0.618 |
878-1 |
|
0.500 |
872-6 |
|
0.382 |
867-3 |
|
LOW |
850-0 |
|
0.618 |
821-7 |
|
1.000 |
804-4 |
|
1.618 |
776-3 |
|
2.618 |
730-7 |
|
4.250 |
656-5 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
884-5 |
909-6 |
| PP |
878-5 |
903-3 |
| S1 |
872-6 |
896-7 |
|