CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 30-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
935-0 |
953-4 |
18-4 |
2.0% |
950-0 |
High |
969-6 |
966-0 |
-3-6 |
-0.4% |
956-0 |
Low |
935-0 |
946-0 |
11-0 |
1.2% |
857-0 |
Close |
959-2 |
955-0 |
-4-2 |
-0.4% |
875-0 |
Range |
34-6 |
20-0 |
-14-6 |
-42.4% |
99-0 |
ATR |
47-0 |
45-1 |
-1-7 |
-4.1% |
0-0 |
Volume |
14,874 |
11,187 |
-3,687 |
-24.8% |
41,423 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1015-5 |
1005-3 |
966-0 |
|
R3 |
995-5 |
985-3 |
960-4 |
|
R2 |
975-5 |
975-5 |
958-5 |
|
R1 |
965-3 |
965-3 |
956-7 |
970-4 |
PP |
955-5 |
955-5 |
955-5 |
958-2 |
S1 |
945-3 |
945-3 |
953-1 |
950-4 |
S2 |
935-5 |
935-5 |
951-3 |
|
S3 |
915-5 |
925-3 |
949-4 |
|
S4 |
895-5 |
905-3 |
944-0 |
|
|
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% |
43-3 |
4.5% |
87% |
False |
False |
10,910 |
10 |
969-6 |
857-0 |
112-6 |
11.8% |
33-7 |
3.6% |
87% |
False |
False |
9,640 |
20 |
1053-0 |
850-0 |
203-0 |
21.3% |
31-1 |
3.3% |
52% |
False |
False |
8,363 |
40 |
1250-0 |
850-0 |
400-0 |
41.9% |
31-0 |
3.3% |
26% |
False |
False |
5,940 |
60 |
1397-0 |
850-0 |
547-0 |
57.3% |
30-3 |
3.2% |
19% |
False |
False |
4,806 |
80 |
1640-0 |
850-0 |
790-0 |
82.7% |
32-0 |
3.4% |
13% |
False |
False |
4,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1051-0 |
2.618 |
1018-3 |
1.618 |
998-3 |
1.000 |
986-0 |
0.618 |
978-3 |
HIGH |
966-0 |
0.618 |
958-3 |
0.500 |
956-0 |
0.382 |
953-5 |
LOW |
946-0 |
0.618 |
933-5 |
1.000 |
926-0 |
1.618 |
913-5 |
2.618 |
893-5 |
4.250 |
861-0 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
956-0 |
945-5 |
PP |
955-5 |
936-2 |
S1 |
955-3 |
926-7 |
|