CME Pit-Traded Soybean Future May 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 |
897-0 |
925-4 |
28-4 |
3.2% |
964-0 |
| High |
898-0 |
926-0 |
28-0 |
3.1% |
981-0 |
| Low |
885-0 |
906-0 |
21-0 |
2.4% |
860-0 |
| Close |
882-4 |
905-4 |
23-0 |
2.6% |
926-0 |
| Range |
13-0 |
20-0 |
7-0 |
53.8% |
121-0 |
| ATR |
39-3 |
39-6 |
0-2 |
0.7% |
0-0 |
| Volume |
3,520 |
2,131 |
-1,389 |
-39.5% |
10,846 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972-4 |
959-0 |
916-4 |
|
| R3 |
952-4 |
939-0 |
911-0 |
|
| R2 |
932-4 |
932-4 |
909-1 |
|
| R1 |
919-0 |
919-0 |
907-3 |
915-6 |
| PP |
912-4 |
912-4 |
912-4 |
910-7 |
| S1 |
899-0 |
899-0 |
903-5 |
895-6 |
| S2 |
892-4 |
892-4 |
901-7 |
|
| S3 |
872-4 |
879-0 |
900-0 |
|
| S4 |
852-4 |
859-0 |
894-4 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1285-3 |
1226-5 |
992-4 |
|
| R3 |
1164-3 |
1105-5 |
959-2 |
|
| R2 |
1043-3 |
1043-3 |
948-1 |
|
| R1 |
984-5 |
984-5 |
937-1 |
953-4 |
| PP |
922-3 |
922-3 |
922-3 |
906-6 |
| S1 |
863-5 |
863-5 |
914-7 |
832-4 |
| S2 |
801-3 |
801-3 |
903-7 |
|
| S3 |
680-3 |
742-5 |
892-6 |
|
| S4 |
559-3 |
621-5 |
859-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
964-0 |
885-0 |
79-0 |
8.7% |
19-3 |
2.1% |
26% |
False |
False |
2,544 |
| 10 |
981-0 |
860-0 |
121-0 |
13.4% |
22-3 |
2.5% |
38% |
False |
False |
2,452 |
| 20 |
1213-0 |
860-0 |
353-0 |
39.0% |
22-2 |
2.5% |
13% |
False |
False |
2,618 |
| 40 |
1373-0 |
860-0 |
513-0 |
56.7% |
21-0 |
2.3% |
9% |
False |
False |
2,014 |
| 60 |
1450-0 |
860-0 |
590-0 |
65.2% |
22-6 |
2.5% |
8% |
False |
False |
1,745 |
| 80 |
1642-0 |
860-0 |
782-0 |
86.4% |
24-0 |
2.6% |
6% |
False |
False |
1,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1011-0 |
|
2.618 |
978-3 |
|
1.618 |
958-3 |
|
1.000 |
946-0 |
|
0.618 |
938-3 |
|
HIGH |
926-0 |
|
0.618 |
918-3 |
|
0.500 |
916-0 |
|
0.382 |
913-5 |
|
LOW |
906-0 |
|
0.618 |
893-5 |
|
1.000 |
886-0 |
|
1.618 |
873-5 |
|
2.618 |
853-5 |
|
4.250 |
821-0 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
916-0 |
916-0 |
| PP |
912-4 |
912-4 |
| S1 |
909-0 |
909-0 |
|