CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
925-4 |
866-0 |
-59-4 |
-6.4% |
959-0 |
| High |
926-0 |
920-0 |
-6-0 |
-0.6% |
964-0 |
| Low |
906-0 |
866-0 |
-40-0 |
-4.4% |
866-0 |
| Close |
905-4 |
884-0 |
-21-4 |
-2.4% |
884-0 |
| Range |
20-0 |
54-0 |
34-0 |
170.0% |
98-0 |
| ATR |
39-6 |
40-6 |
1-0 |
2.6% |
0-0 |
| Volume |
2,131 |
3,081 |
950 |
44.6% |
14,162 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1052-0 |
1022-0 |
913-6 |
|
| R3 |
998-0 |
968-0 |
898-7 |
|
| R2 |
944-0 |
944-0 |
893-7 |
|
| R1 |
914-0 |
914-0 |
889-0 |
929-0 |
| PP |
890-0 |
890-0 |
890-0 |
897-4 |
| S1 |
860-0 |
860-0 |
879-0 |
875-0 |
| S2 |
836-0 |
836-0 |
874-1 |
|
| S3 |
782-0 |
806-0 |
869-1 |
|
| S4 |
728-0 |
752-0 |
854-2 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1198-5 |
1139-3 |
937-7 |
|
| R3 |
1100-5 |
1041-3 |
911-0 |
|
| R2 |
1002-5 |
1002-5 |
902-0 |
|
| R1 |
943-3 |
943-3 |
893-0 |
924-0 |
| PP |
904-5 |
904-5 |
904-5 |
895-0 |
| S1 |
845-3 |
845-3 |
875-0 |
826-0 |
| S2 |
806-5 |
806-5 |
866-0 |
|
| S3 |
708-5 |
747-3 |
857-0 |
|
| S4 |
610-5 |
649-3 |
830-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
964-0 |
866-0 |
98-0 |
11.1% |
25-5 |
2.9% |
18% |
False |
True |
2,832 |
| 10 |
981-0 |
860-0 |
121-0 |
13.7% |
27-6 |
3.1% |
20% |
False |
False |
2,500 |
| 20 |
1161-0 |
860-0 |
301-0 |
34.0% |
24-4 |
2.8% |
8% |
False |
False |
2,725 |
| 40 |
1373-0 |
860-0 |
513-0 |
58.0% |
22-2 |
2.5% |
5% |
False |
False |
2,050 |
| 60 |
1418-0 |
860-0 |
558-0 |
63.1% |
23-5 |
2.7% |
4% |
False |
False |
1,775 |
| 80 |
1642-0 |
860-0 |
782-0 |
88.5% |
24-2 |
2.7% |
3% |
False |
False |
1,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1149-4 |
|
2.618 |
1061-3 |
|
1.618 |
1007-3 |
|
1.000 |
974-0 |
|
0.618 |
953-3 |
|
HIGH |
920-0 |
|
0.618 |
899-3 |
|
0.500 |
893-0 |
|
0.382 |
886-5 |
|
LOW |
866-0 |
|
0.618 |
832-5 |
|
1.000 |
812-0 |
|
1.618 |
778-5 |
|
2.618 |
724-5 |
|
4.250 |
636-4 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
893-0 |
896-0 |
| PP |
890-0 |
892-0 |
| S1 |
887-0 |
888-0 |
|