CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1120-0 |
1092-0 |
-28-0 |
-2.5% |
1247-0 |
| High |
1122-0 |
1107-0 |
-15-0 |
-1.3% |
1247-0 |
| Low |
1085-0 |
1092-0 |
7-0 |
0.6% |
1203-0 |
| Close |
1089-6 |
1097-0 |
7-2 |
0.7% |
1207-0 |
| Range |
37-0 |
15-0 |
-22-0 |
-59.5% |
44-0 |
| ATR |
36-4 |
35-1 |
-1-3 |
-3.8% |
0-0 |
| Volume |
1,918 |
2,258 |
340 |
17.7% |
7,416 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1143-5 |
1135-3 |
1105-2 |
|
| R3 |
1128-5 |
1120-3 |
1101-1 |
|
| R2 |
1113-5 |
1113-5 |
1099-6 |
|
| R1 |
1105-3 |
1105-3 |
1098-3 |
1109-4 |
| PP |
1098-5 |
1098-5 |
1098-5 |
1100-6 |
| S1 |
1090-3 |
1090-3 |
1095-5 |
1094-4 |
| S2 |
1083-5 |
1083-5 |
1094-2 |
|
| S3 |
1068-5 |
1075-3 |
1092-7 |
|
| S4 |
1053-5 |
1060-3 |
1088-6 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1351-0 |
1323-0 |
1231-2 |
|
| R3 |
1307-0 |
1279-0 |
1219-1 |
|
| R2 |
1263-0 |
1263-0 |
1215-1 |
|
| R1 |
1235-0 |
1235-0 |
1211-0 |
1227-0 |
| PP |
1219-0 |
1219-0 |
1219-0 |
1215-0 |
| S1 |
1191-0 |
1191-0 |
1203-0 |
1183-0 |
| S2 |
1175-0 |
1175-0 |
1198-7 |
|
| S3 |
1131-0 |
1147-0 |
1194-7 |
|
| S4 |
1087-0 |
1103-0 |
1182-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1238-0 |
1085-0 |
153-0 |
13.9% |
20-3 |
1.9% |
8% |
False |
False |
1,444 |
| 10 |
1247-0 |
1085-0 |
162-0 |
14.8% |
18-0 |
1.6% |
7% |
False |
False |
1,755 |
| 20 |
1286-0 |
1085-0 |
201-0 |
18.3% |
18-4 |
1.7% |
6% |
False |
False |
1,497 |
| 40 |
1396-0 |
1085-0 |
311-0 |
28.4% |
23-1 |
2.1% |
4% |
False |
False |
1,334 |
| 60 |
1628-0 |
1085-0 |
543-0 |
49.5% |
23-6 |
2.2% |
2% |
False |
False |
1,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1170-6 |
|
2.618 |
1146-2 |
|
1.618 |
1131-2 |
|
1.000 |
1122-0 |
|
0.618 |
1116-2 |
|
HIGH |
1107-0 |
|
0.618 |
1101-2 |
|
0.500 |
1099-4 |
|
0.382 |
1097-6 |
|
LOW |
1092-0 |
|
0.618 |
1082-6 |
|
1.000 |
1077-0 |
|
1.618 |
1067-6 |
|
2.618 |
1052-6 |
|
4.250 |
1028-2 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1099-4 |
1123-0 |
| PP |
1098-5 |
1114-3 |
| S1 |
1097-7 |
1105-5 |
|