CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 28-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
893-0 |
925-0 |
32-0 |
3.6% |
959-0 |
High |
924-0 |
936-0 |
12-0 |
1.3% |
964-0 |
Low |
893-0 |
897-0 |
4-0 |
0.4% |
866-0 |
Close |
916-6 |
909-6 |
-7-0 |
-0.8% |
884-0 |
Range |
31-0 |
39-0 |
8-0 |
25.8% |
98-0 |
ATR |
40-6 |
40-5 |
-0-1 |
-0.3% |
0-0 |
Volume |
3,102 |
2,416 |
-686 |
-22.1% |
14,162 |
|
Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1031-2 |
1009-4 |
931-2 |
|
R3 |
992-2 |
970-4 |
920-4 |
|
R2 |
953-2 |
953-2 |
916-7 |
|
R1 |
931-4 |
931-4 |
913-3 |
922-7 |
PP |
914-2 |
914-2 |
914-2 |
910-0 |
S1 |
892-4 |
892-4 |
906-1 |
883-7 |
S2 |
875-2 |
875-2 |
902-5 |
|
S3 |
836-2 |
853-4 |
899-0 |
|
S4 |
797-2 |
814-4 |
888-2 |
|
|
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 |
936-0 |
866-0 |
70-0 |
7.7% |
31-3 |
3.5% |
63% |
True |
False |
2,850 |
10 |
964-0 |
860-0 |
104-0 |
11.4% |
29-4 |
3.2% |
48% |
False |
False |
2,601 |
20 |
1107-0 |
860-0 |
247-0 |
27.2% |
24-7 |
2.7% |
20% |
False |
False |
2,837 |
40 |
1320-0 |
860-0 |
460-0 |
50.6% |
22-5 |
2.5% |
11% |
False |
False |
2,153 |
60 |
1396-0 |
860-0 |
536-0 |
58.9% |
24-1 |
2.6% |
9% |
False |
False |
1,821 |
80 |
1628-0 |
860-0 |
768-0 |
84.4% |
24-4 |
2.7% |
6% |
False |
False |
1,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1101-6 |
2.618 |
1038-1 |
1.618 |
999-1 |
1.000 |
975-0 |
0.618 |
960-1 |
HIGH |
936-0 |
0.618 |
921-1 |
0.500 |
916-4 |
0.382 |
911-7 |
LOW |
897-0 |
0.618 |
872-7 |
1.000 |
858-0 |
1.618 |
833-7 |
2.618 |
794-7 |
4.250 |
731-2 |
|
|
Fisher Pivots for day following 28-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
916-4 |
906-7 |
PP |
914-2 |
903-7 |
S1 |
912-0 |
901-0 |
|