CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
923-0 |
888-0 |
-35-0 |
-3.8% |
971-0 |
| High |
930-0 |
910-0 |
-20-0 |
-2.2% |
1035-0 |
| Low |
898-0 |
867-0 |
-31-0 |
-3.5% |
957-4 |
| Close |
902-6 |
907-2 |
4-4 |
0.5% |
957-4 |
| Range |
32-0 |
43-0 |
11-0 |
34.4% |
77-4 |
| ATR |
39-2 |
39-4 |
0-2 |
0.7% |
0-0 |
| Volume |
3,859 |
6,091 |
2,232 |
57.8% |
31,063 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1023-6 |
1008-4 |
930-7 |
|
| R3 |
980-6 |
965-4 |
919-1 |
|
| R2 |
937-6 |
937-6 |
915-1 |
|
| R1 |
922-4 |
922-4 |
911-2 |
930-1 |
| PP |
894-6 |
894-6 |
894-6 |
898-4 |
| S1 |
879-4 |
879-4 |
903-2 |
887-1 |
| S2 |
851-6 |
851-6 |
899-3 |
|
| S3 |
808-6 |
836-4 |
895-3 |
|
| S4 |
765-6 |
793-4 |
883-5 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1215-7 |
1164-1 |
1000-1 |
|
| R3 |
1138-3 |
1086-5 |
978-6 |
|
| R2 |
1060-7 |
1060-7 |
971-6 |
|
| R1 |
1009-1 |
1009-1 |
964-5 |
996-2 |
| PP |
983-3 |
983-3 |
983-3 |
976-7 |
| S1 |
931-5 |
931-5 |
950-3 |
918-6 |
| S2 |
905-7 |
905-7 |
943-2 |
|
| S3 |
828-3 |
854-1 |
936-2 |
|
| S4 |
750-7 |
776-5 |
914-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1092-6 |
|
2.618 |
1022-5 |
|
1.618 |
979-5 |
|
1.000 |
953-0 |
|
0.618 |
936-5 |
|
HIGH |
910-0 |
|
0.618 |
893-5 |
|
0.500 |
888-4 |
|
0.382 |
883-3 |
|
LOW |
867-0 |
|
0.618 |
840-3 |
|
1.000 |
824-0 |
|
1.618 |
797-3 |
|
2.618 |
754-3 |
|
4.250 |
684-2 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
901-0 |
926-4 |
| PP |
894-6 |
920-1 |
| S1 |
888-4 |
913-5 |
|