CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
866-0 |
893-0 |
27-0 |
3.1% |
959-0 |
| High |
920-0 |
924-0 |
4-0 |
0.4% |
964-0 |
| Low |
866-0 |
893-0 |
27-0 |
3.1% |
866-0 |
| Close |
884-0 |
916-6 |
32-6 |
3.7% |
884-0 |
| Range |
54-0 |
31-0 |
-23-0 |
-42.6% |
98-0 |
| ATR |
40-6 |
40-6 |
0-0 |
-0.1% |
0-0 |
| Volume |
3,081 |
3,102 |
21 |
0.7% |
14,162 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1004-2 |
991-4 |
933-6 |
|
| R3 |
973-2 |
960-4 |
925-2 |
|
| R2 |
942-2 |
942-2 |
922-3 |
|
| R1 |
929-4 |
929-4 |
919-5 |
935-7 |
| PP |
911-2 |
911-2 |
911-2 |
914-4 |
| S1 |
898-4 |
898-4 |
913-7 |
904-7 |
| S2 |
880-2 |
880-2 |
911-1 |
|
| S3 |
849-2 |
867-4 |
908-2 |
|
| S4 |
818-2 |
836-4 |
899-6 |
|
|
| 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 |
947-0 |
866-0 |
81-0 |
8.8% |
28-5 |
3.1% |
63% |
False |
False |
2,976 |
| 10 |
981-0 |
860-0 |
121-0 |
13.2% |
29-6 |
3.3% |
47% |
False |
False |
2,655 |
| 20 |
1122-0 |
860-0 |
262-0 |
28.6% |
24-6 |
2.7% |
22% |
False |
False |
2,812 |
| 40 |
1339-0 |
860-0 |
479-0 |
52.2% |
22-5 |
2.5% |
12% |
False |
False |
2,106 |
| 60 |
1396-0 |
860-0 |
536-0 |
58.5% |
24-0 |
2.6% |
11% |
False |
False |
1,794 |
| 80 |
1628-0 |
860-0 |
768-0 |
83.8% |
24-2 |
2.6% |
7% |
False |
False |
1,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1055-6 |
|
2.618 |
1005-1 |
|
1.618 |
974-1 |
|
1.000 |
955-0 |
|
0.618 |
943-1 |
|
HIGH |
924-0 |
|
0.618 |
912-1 |
|
0.500 |
908-4 |
|
0.382 |
904-7 |
|
LOW |
893-0 |
|
0.618 |
873-7 |
|
1.000 |
862-0 |
|
1.618 |
842-7 |
|
2.618 |
811-7 |
|
4.250 |
761-2 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
914-0 |
909-7 |
| PP |
911-2 |
902-7 |
| S1 |
908-4 |
896-0 |
|