CME Pit-Traded Soybean Future July 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 |
898-0 |
972-0 |
74-0 |
8.2% |
967-0 |
| High |
931-0 |
972-0 |
41-0 |
4.4% |
970-0 |
| Low |
898-0 |
905-0 |
7-0 |
0.8% |
878-0 |
| Close |
924-6 |
918-4 |
-6-2 |
-0.7% |
891-4 |
| Range |
33-0 |
67-0 |
34-0 |
103.0% |
92-0 |
| ATR |
40-6 |
42-5 |
1-7 |
4.6% |
0-0 |
| Volume |
3,984 |
4,360 |
376 |
9.4% |
26,683 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1132-7 |
1092-5 |
955-3 |
|
| R3 |
1065-7 |
1025-5 |
936-7 |
|
| R2 |
998-7 |
998-7 |
930-6 |
|
| R1 |
958-5 |
958-5 |
924-5 |
945-2 |
| PP |
931-7 |
931-7 |
931-7 |
925-1 |
| S1 |
891-5 |
891-5 |
912-3 |
878-2 |
| S2 |
864-7 |
864-7 |
906-2 |
|
| S3 |
797-7 |
824-5 |
900-1 |
|
| S4 |
730-7 |
757-5 |
881-5 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1189-1 |
1132-3 |
942-1 |
|
| R3 |
1097-1 |
1040-3 |
916-6 |
|
| R2 |
1005-1 |
1005-1 |
908-3 |
|
| R1 |
948-3 |
948-3 |
899-7 |
930-6 |
| PP |
913-1 |
913-1 |
913-1 |
904-3 |
| S1 |
856-3 |
856-3 |
883-1 |
838-6 |
| S2 |
821-1 |
821-1 |
874-5 |
|
| S3 |
729-1 |
764-3 |
866-2 |
|
| S4 |
637-1 |
672-3 |
840-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1256-6 |
|
2.618 |
1147-3 |
|
1.618 |
1080-3 |
|
1.000 |
1039-0 |
|
0.618 |
1013-3 |
|
HIGH |
972-0 |
|
0.618 |
946-3 |
|
0.500 |
938-4 |
|
0.382 |
930-5 |
|
LOW |
905-0 |
|
0.618 |
863-5 |
|
1.000 |
838-0 |
|
1.618 |
796-5 |
|
2.618 |
729-5 |
|
4.250 |
620-2 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
938-4 |
925-0 |
| PP |
931-7 |
922-7 |
| S1 |
925-1 |
920-5 |
|