CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 15-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
980-0 |
917-0 |
-63-0 |
-6.4% |
962-4 |
| High |
981-0 |
920-0 |
-61-0 |
-6.2% |
1024-0 |
| Low |
939-0 |
889-0 |
-50-0 |
-5.3% |
949-6 |
| Close |
935-6 |
894-6 |
-41-0 |
-4.4% |
949-6 |
| Range |
42-0 |
31-0 |
-11-0 |
-26.2% |
74-2 |
| ATR |
38-0 |
38-5 |
0-5 |
1.7% |
0-0 |
| Volume |
2,964 |
2,257 |
-707 |
-23.9% |
17,462 |
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994-2 |
975-4 |
911-6 |
|
| R3 |
963-2 |
944-4 |
903-2 |
|
| R2 |
932-2 |
932-2 |
900-3 |
|
| R1 |
913-4 |
913-4 |
897-5 |
907-3 |
| PP |
901-2 |
901-2 |
901-2 |
898-2 |
| S1 |
882-4 |
882-4 |
891-7 |
876-3 |
| S2 |
870-2 |
870-2 |
889-1 |
|
| S3 |
839-2 |
851-4 |
886-2 |
|
| S4 |
808-2 |
820-4 |
877-6 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1197-2 |
1147-6 |
990-5 |
|
| R3 |
1123-0 |
1073-4 |
970-1 |
|
| R2 |
1048-6 |
1048-6 |
963-3 |
|
| R1 |
999-2 |
999-2 |
956-4 |
986-7 |
| PP |
974-4 |
974-4 |
974-4 |
968-2 |
| S1 |
925-0 |
925-0 |
943-0 |
912-5 |
| S2 |
900-2 |
900-2 |
936-1 |
|
| S3 |
826-0 |
850-6 |
929-3 |
|
| S4 |
751-6 |
776-4 |
908-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1024-0 |
889-0 |
135-0 |
15.1% |
20-2 |
2.3% |
4% |
False |
True |
2,655 |
| 10 |
1062-0 |
889-0 |
173-0 |
19.3% |
21-7 |
2.4% |
3% |
False |
True |
3,072 |
| 20 |
1247-0 |
889-0 |
358-0 |
40.0% |
20-0 |
2.2% |
2% |
False |
True |
2,414 |
| 40 |
1396-0 |
889-0 |
507-0 |
56.7% |
20-2 |
2.3% |
1% |
False |
True |
1,800 |
| 60 |
1450-0 |
889-0 |
561-0 |
62.7% |
22-3 |
2.5% |
1% |
False |
True |
1,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1051-6 |
|
2.618 |
1001-1 |
|
1.618 |
970-1 |
|
1.000 |
951-0 |
|
0.618 |
939-1 |
|
HIGH |
920-0 |
|
0.618 |
908-1 |
|
0.500 |
904-4 |
|
0.382 |
900-7 |
|
LOW |
889-0 |
|
0.618 |
869-7 |
|
1.000 |
858-0 |
|
1.618 |
838-7 |
|
2.618 |
807-7 |
|
4.250 |
757-2 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
904-4 |
935-0 |
| PP |
901-2 |
921-5 |
| S1 |
898-0 |
908-1 |
|