CME Pit-Traded Soybean Future May 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 |
950-0 |
961-0 |
11-0 |
1.2% |
959-0 |
High |
979-6 |
974-0 |
-5-6 |
-0.6% |
964-0 |
Low |
946-0 |
955-0 |
9-0 |
1.0% |
866-0 |
Close |
969-4 |
965-6 |
-3-6 |
-0.4% |
884-0 |
Range |
33-6 |
19-0 |
-14-6 |
-43.7% |
98-0 |
ATR |
42-5 |
41-0 |
-1-6 |
-4.0% |
0-0 |
Volume |
4,739 |
4,506 |
-233 |
-4.9% |
14,162 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1021-7 |
1012-7 |
976-2 |
|
R3 |
1002-7 |
993-7 |
971-0 |
|
R2 |
983-7 |
983-7 |
969-2 |
|
R1 |
974-7 |
974-7 |
967-4 |
979-3 |
PP |
964-7 |
964-7 |
964-7 |
967-2 |
S1 |
955-7 |
955-7 |
964-0 |
960-3 |
S2 |
945-7 |
945-7 |
962-2 |
|
S3 |
926-7 |
936-7 |
960-4 |
|
S4 |
907-7 |
917-7 |
955-2 |
|
|
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 |
979-6 |
866-0 |
113-6 |
11.8% |
35-3 |
3.7% |
88% |
False |
False |
3,568 |
10 |
979-6 |
866-0 |
113-6 |
11.8% |
27-3 |
2.8% |
88% |
False |
False |
3,056 |
20 |
1062-0 |
860-0 |
202-0 |
20.9% |
26-2 |
2.7% |
52% |
False |
False |
3,011 |
40 |
1247-0 |
860-0 |
387-0 |
40.1% |
22-3 |
2.3% |
27% |
False |
False |
2,301 |
60 |
1396-0 |
860-0 |
536-0 |
55.5% |
23-1 |
2.4% |
20% |
False |
False |
1,929 |
80 |
1628-0 |
860-0 |
768-0 |
79.5% |
24-2 |
2.5% |
14% |
False |
False |
1,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1054-6 |
2.618 |
1023-6 |
1.618 |
1004-6 |
1.000 |
993-0 |
0.618 |
985-6 |
HIGH |
974-0 |
0.618 |
966-6 |
0.500 |
964-4 |
0.382 |
962-2 |
LOW |
955-0 |
0.618 |
943-2 |
1.000 |
936-0 |
1.618 |
924-2 |
2.618 |
905-2 |
4.250 |
874-2 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
965-3 |
956-5 |
PP |
964-7 |
947-4 |
S1 |
964-4 |
938-3 |
|