CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
972-0 |
955-0 |
-17-0 |
-1.7% |
967-0 |
| High |
972-0 |
988-4 |
16-4 |
1.7% |
970-0 |
| Low |
905-0 |
953-0 |
48-0 |
5.3% |
878-0 |
| Close |
918-4 |
977-4 |
59-0 |
6.4% |
891-4 |
| Range |
67-0 |
35-4 |
-31-4 |
-47.0% |
92-0 |
| ATR |
42-5 |
44-5 |
2-0 |
4.6% |
0-0 |
| Volume |
4,360 |
8,017 |
3,657 |
83.9% |
26,683 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1079-4 |
1064-0 |
997-0 |
|
| R3 |
1044-0 |
1028-4 |
987-2 |
|
| R2 |
1008-4 |
1008-4 |
984-0 |
|
| R1 |
993-0 |
993-0 |
980-6 |
1000-6 |
| PP |
973-0 |
973-0 |
973-0 |
976-7 |
| S1 |
957-4 |
957-4 |
974-2 |
965-2 |
| S2 |
937-4 |
937-4 |
971-0 |
|
| S3 |
902-0 |
922-0 |
967-6 |
|
| S4 |
866-4 |
886-4 |
958-0 |
|
|
| 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 |
1139-3 |
|
2.618 |
1081-4 |
|
1.618 |
1046-0 |
|
1.000 |
1024-0 |
|
0.618 |
1010-4 |
|
HIGH |
988-4 |
|
0.618 |
975-0 |
|
0.500 |
970-6 |
|
0.382 |
966-4 |
|
LOW |
953-0 |
|
0.618 |
931-0 |
|
1.000 |
917-4 |
|
1.618 |
895-4 |
|
2.618 |
860-0 |
|
4.250 |
802-1 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
975-2 |
966-1 |
| PP |
973-0 |
954-5 |
| S1 |
970-6 |
943-2 |
|