CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
953-4 |
941-0 |
-12-4 |
-1.3% |
883-0 |
| High |
966-0 |
950-0 |
-16-0 |
-1.7% |
969-6 |
| Low |
946-0 |
931-0 |
-15-0 |
-1.6% |
882-0 |
| Close |
955-0 |
945-2 |
-9-6 |
-1.0% |
945-2 |
| Range |
20-0 |
19-0 |
-1-0 |
-5.0% |
87-6 |
| ATR |
45-1 |
43-5 |
-1-4 |
-3.3% |
0-0 |
| Volume |
11,187 |
8,238 |
-2,949 |
-26.4% |
54,163 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
999-1 |
991-1 |
955-6 |
|
| R3 |
980-1 |
972-1 |
950-4 |
|
| R2 |
961-1 |
961-1 |
948-6 |
|
| R1 |
953-1 |
953-1 |
947-0 |
957-1 |
| PP |
942-1 |
942-1 |
942-1 |
944-0 |
| S1 |
934-1 |
934-1 |
943-4 |
938-1 |
| S2 |
923-1 |
923-1 |
941-6 |
|
| S3 |
904-1 |
915-1 |
940-0 |
|
| S4 |
885-1 |
896-1 |
934-6 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1195-5 |
1158-1 |
993-4 |
|
| R3 |
1107-7 |
1070-3 |
969-3 |
|
| R2 |
1020-1 |
1020-1 |
961-3 |
|
| R1 |
982-5 |
982-5 |
953-2 |
1001-3 |
| PP |
932-3 |
932-3 |
932-3 |
941-6 |
| S1 |
894-7 |
894-7 |
937-2 |
913-5 |
| S2 |
844-5 |
844-5 |
929-1 |
|
| S3 |
756-7 |
807-1 |
921-1 |
|
| S4 |
669-1 |
719-3 |
897-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
969-6 |
882-0 |
87-6 |
9.3% |
36-1 |
3.8% |
72% |
False |
False |
10,832 |
| 10 |
969-6 |
857-0 |
112-6 |
11.9% |
33-1 |
3.5% |
78% |
False |
False |
9,558 |
| 20 |
1018-0 |
850-0 |
168-0 |
17.8% |
30-4 |
3.2% |
57% |
False |
False |
8,414 |
| 40 |
1250-0 |
850-0 |
400-0 |
42.3% |
30-4 |
3.2% |
24% |
False |
False |
6,104 |
| 60 |
1397-0 |
850-0 |
547-0 |
57.9% |
30-3 |
3.2% |
17% |
False |
False |
4,889 |
| 80 |
1640-0 |
850-0 |
790-0 |
83.6% |
31-7 |
3.4% |
12% |
False |
False |
4,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1030-6 |
|
2.618 |
999-6 |
|
1.618 |
980-6 |
|
1.000 |
969-0 |
|
0.618 |
961-6 |
|
HIGH |
950-0 |
|
0.618 |
942-6 |
|
0.500 |
940-4 |
|
0.382 |
938-2 |
|
LOW |
931-0 |
|
0.618 |
919-2 |
|
1.000 |
912-0 |
|
1.618 |
900-2 |
|
2.618 |
881-2 |
|
4.250 |
850-2 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
943-5 |
950-3 |
| PP |
942-1 |
948-5 |
| S1 |
940-4 |
947-0 |
|