CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
971-0 |
985-0 |
14-0 |
1.4% |
1166-0 |
| High |
988-0 |
993-0 |
5-0 |
0.5% |
1168-0 |
| Low |
971-0 |
971-0 |
0-0 |
0.0% |
1044-0 |
| Close |
971-0 |
974-4 |
3-4 |
0.4% |
1041-0 |
| Range |
17-0 |
22-0 |
5-0 |
29.4% |
124-0 |
| ATR |
39-6 |
38-4 |
-1-2 |
-3.2% |
0-0 |
| Volume |
7,898 |
4,529 |
-3,369 |
-42.7% |
32,294 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1045-4 |
1032-0 |
986-5 |
|
| R3 |
1023-4 |
1010-0 |
980-4 |
|
| R2 |
1001-4 |
1001-4 |
978-4 |
|
| R1 |
988-0 |
988-0 |
976-4 |
983-6 |
| PP |
979-4 |
979-4 |
979-4 |
977-3 |
| S1 |
966-0 |
966-0 |
972-4 |
961-6 |
| S2 |
957-4 |
957-4 |
970-4 |
|
| S3 |
935-4 |
944-0 |
968-4 |
|
| S4 |
913-4 |
922-0 |
962-3 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1456-3 |
1372-5 |
1109-2 |
|
| R3 |
1332-3 |
1248-5 |
1075-1 |
|
| R2 |
1208-3 |
1208-3 |
1063-6 |
|
| R1 |
1124-5 |
1124-5 |
1052-3 |
1104-4 |
| PP |
1084-3 |
1084-3 |
1084-3 |
1074-2 |
| S1 |
1000-5 |
1000-5 |
1029-5 |
980-4 |
| S2 |
960-3 |
960-3 |
1018-2 |
|
| S3 |
836-3 |
876-5 |
1006-7 |
|
| S4 |
712-3 |
752-5 |
972-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1086-4 |
|
2.618 |
1050-5 |
|
1.618 |
1028-5 |
|
1.000 |
1015-0 |
|
0.618 |
1006-5 |
|
HIGH |
993-0 |
|
0.618 |
984-5 |
|
0.500 |
982-0 |
|
0.382 |
979-3 |
|
LOW |
971-0 |
|
0.618 |
957-3 |
|
1.000 |
949-0 |
|
1.618 |
935-3 |
|
2.618 |
913-3 |
|
4.250 |
877-4 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
982-0 |
1020-0 |
| PP |
979-4 |
1004-7 |
| S1 |
977-0 |
989-5 |
|