CME Pit-Traded Soybean Future March 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 |
955-0 |
935-0 |
-20-0 |
-2.1% |
950-0 |
High |
956-0 |
969-6 |
13-6 |
1.4% |
956-0 |
Low |
884-0 |
935-0 |
51-0 |
5.8% |
857-0 |
Close |
899-6 |
959-2 |
59-4 |
6.6% |
875-0 |
Range |
72-0 |
34-6 |
-37-2 |
-51.7% |
99-0 |
ATR |
45-2 |
47-0 |
1-6 |
3.9% |
0-0 |
Volume |
12,654 |
14,874 |
2,220 |
17.5% |
41,423 |
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1058-7 |
1043-7 |
978-3 |
|
R3 |
1024-1 |
1009-1 |
968-6 |
|
R2 |
989-3 |
989-3 |
965-5 |
|
R1 |
974-3 |
974-3 |
962-3 |
981-7 |
PP |
954-5 |
954-5 |
954-5 |
958-4 |
S1 |
939-5 |
939-5 |
956-1 |
947-1 |
S2 |
919-7 |
919-7 |
952-7 |
|
S3 |
885-1 |
904-7 |
949-6 |
|
S4 |
850-3 |
870-1 |
940-1 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1193-0 |
1133-0 |
929-4 |
|
R3 |
1094-0 |
1034-0 |
902-2 |
|
R2 |
995-0 |
995-0 |
893-1 |
|
R1 |
935-0 |
935-0 |
884-1 |
915-4 |
PP |
896-0 |
896-0 |
896-0 |
886-2 |
S1 |
836-0 |
836-0 |
865-7 |
816-4 |
S2 |
797-0 |
797-0 |
856-7 |
|
S3 |
698-0 |
737-0 |
847-6 |
|
S4 |
599-0 |
638-0 |
820-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
969-6 |
857-0 |
112-6 |
11.8% |
46-0 |
4.8% |
91% |
True |
False |
10,361 |
10 |
969-6 |
850-0 |
119-6 |
12.5% |
36-4 |
3.8% |
91% |
True |
False |
9,383 |
20 |
1067-4 |
850-0 |
217-4 |
22.7% |
32-1 |
3.3% |
50% |
False |
False |
8,025 |
40 |
1288-0 |
850-0 |
438-0 |
45.7% |
31-1 |
3.2% |
25% |
False |
False |
5,746 |
60 |
1397-0 |
850-0 |
547-0 |
57.0% |
31-2 |
3.3% |
20% |
False |
False |
4,663 |
80 |
1640-0 |
850-0 |
790-0 |
82.4% |
32-0 |
3.3% |
14% |
False |
False |
3,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1117-4 |
2.618 |
1060-6 |
1.618 |
1026-0 |
1.000 |
1004-4 |
0.618 |
991-2 |
HIGH |
969-6 |
0.618 |
956-4 |
0.500 |
952-3 |
0.382 |
948-2 |
LOW |
935-0 |
0.618 |
913-4 |
1.000 |
900-2 |
1.618 |
878-6 |
2.618 |
844-0 |
4.250 |
787-2 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
957-0 |
948-1 |
PP |
954-5 |
937-0 |
S1 |
952-3 |
925-7 |
|