CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
925-0 |
950-0 |
25-0 |
2.7% |
959-0 |
| High |
936-0 |
979-6 |
43-6 |
4.7% |
964-0 |
| Low |
897-0 |
946-0 |
49-0 |
5.5% |
866-0 |
| Close |
909-6 |
969-4 |
59-6 |
6.6% |
884-0 |
| Range |
39-0 |
33-6 |
-5-2 |
-13.5% |
98-0 |
| ATR |
40-5 |
42-5 |
2-1 |
5.2% |
0-0 |
| Volume |
2,416 |
4,739 |
2,323 |
96.2% |
14,162 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1066-3 |
1051-5 |
988-0 |
|
| R3 |
1032-5 |
1017-7 |
978-6 |
|
| R2 |
998-7 |
998-7 |
975-6 |
|
| R1 |
984-1 |
984-1 |
972-5 |
991-4 |
| PP |
965-1 |
965-1 |
965-1 |
968-6 |
| S1 |
950-3 |
950-3 |
966-3 |
957-6 |
| S2 |
931-3 |
931-3 |
963-2 |
|
| S3 |
897-5 |
916-5 |
960-2 |
|
| S4 |
863-7 |
882-7 |
951-0 |
|
|
| 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 |
979-6 |
866-0 |
113-6 |
11.7% |
35-4 |
3.7% |
91% |
True |
False |
3,093 |
| 10 |
979-6 |
860-0 |
119-6 |
12.4% |
29-6 |
3.1% |
91% |
True |
False |
2,849 |
| 20 |
1062-0 |
860-0 |
202-0 |
20.8% |
25-7 |
2.7% |
54% |
False |
False |
2,961 |
| 40 |
1286-0 |
860-0 |
426-0 |
43.9% |
22-1 |
2.3% |
26% |
False |
False |
2,229 |
| 60 |
1396-0 |
860-0 |
536-0 |
55.3% |
24-0 |
2.5% |
20% |
False |
False |
1,876 |
| 80 |
1628-0 |
860-0 |
768-0 |
79.2% |
24-2 |
2.5% |
14% |
False |
False |
1,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1123-2 |
|
2.618 |
1068-1 |
|
1.618 |
1034-3 |
|
1.000 |
1013-4 |
|
0.618 |
1000-5 |
|
HIGH |
979-6 |
|
0.618 |
966-7 |
|
0.500 |
962-7 |
|
0.382 |
958-7 |
|
LOW |
946-0 |
|
0.618 |
925-1 |
|
1.000 |
912-2 |
|
1.618 |
891-3 |
|
2.618 |
857-5 |
|
4.250 |
802-4 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
967-2 |
958-4 |
| PP |
965-1 |
947-3 |
| S1 |
962-7 |
936-3 |
|