Al6-Lancaster Farming, Saturday, November 29, 1997 GRAIN, CATTLE AND HOG FUTURES MARKETS Markets Courtesy Of Chicago Board and Mcrchantilc Exchange Symbol opon '27 - 11/26/97 2700 -Moving Average - 40 2 "'b 09 18 2736 2763 Stochastic- -Directional loiioitor >y 09 14 20 Day 09 14 20 o 32 35 18 03 14 10 ADX 16 25 14 11 16 07 ( 24 80 14 55 11 10 -DI 20 97 20 64 20 21 1 24 66 15 80 12 38 ♦ni 15 07 18 64 21 24 Relative Strength 09 14 20 43 85 45 26 47 17 So.St.Paul, Mn Wednesday November 26, 1997 Chicago Board of Trade Grain Futures Settlement Change Wheat Dec Mar May Jul Sep 3.39 3.56 3.63 3.69 3.74 Corn Dec Mar May Jul Sep 2.72 2.82 2.88 2.92 2.86 Oats Dec Mar May Jul 1.48 1.58 1.62 1.65 Soybeans Jan Mar May Jul Aug Sep Nov 7.21 7.24 7.28 7.30 7.24 7.02 6.91 Soybean Meal Dec Jan Mar 237.40 229.70 223.70 Soybean Oil Dec Jan Mar 25.26 25.59 25.90 Source: USDA Livestock and Grain Market News, 612 451-1565 Omaha, NE Wednesday, Chicago Mercantile Exchange Futures Prices STRIKE OPEN HIGH LOW LAST SETT CHGE VOL Live Cattle Prices as of 11/26/97 11:41 AM 67.150 68.750 72.250 70.275 70.550 72.350 73.850 DEC 9 7 FEB9B APR9B JUN9B AUG 9 8 OCT9B DEC 9 8 TOTAL Last Chao 2726 +24 LOW 2700 High 2736 -Homantun Day 09 -4 —Historic volatility 09 14 20 17 59% 18 87% 19 59% up 4 1/4 up 5 1/2 up 3 3/4 up 4 up 4 1/4 1/2 1/4 1/2 up 2 1/2 up 3 1/4 up 3 1/4 up 3 1/2 up 3 3/4 1/2 1/2 1/4 unch unch 1/4 1/4 1/2 1/2 up 3/4 up 1/2 up 8 1/2 up 7 3/4 up 7 1/4 1/4 up 7 3/4 up 7 3/4 up 6 up 7 1/2 3/4 3/4 3/4 up 3.70 up 1.60 up 1.40 up .29 up .37 up .41 November 26, 1997 67.100 68.500 72.000 70.150 70.500 72.350 73.850 67.300 68.775 72.275 70.300 70.700 72.600 73.850 18 40 -70- +164 Contract High/Low High Low 4.73 4.70 4.39 4.00 4.06 1/2 1/2 3.09 3.04 3.10 3.15 3.97 1/2 1/2 1.83 1.80 1.82 1.80 1/2 7.52 7.41 7.45 7.51 7.40 7.04 6.93 240.50 238.80 234.40 27.50 26.60 26.70 + 10 + 2 UNCH -5 + 5 +7 + 5 67.250 68.650 72.125 70.175 70.5258 72.425 A 73.850 t/MHM. 340 320 300 280 260 240 220 I VOL » O I HOMO 3.35 3.43 3.45 3.33 3.73 3/4 1/2 2.27 2.36 2.41 2.45 2.44 1/2 3/4 3/4 1/4 1/2 1/2 1.43 1.48 1.57 1.59 5.83 5.93 6.01 6.11 6.42 6.96 6.81 1/2 1/2 186.00 195.10 192.10 21.72 22.75 23.94 So.St.Paul, 30 report OPEN INT 23112 43891 18929 12686 4640 1287 ■66 104611 1968 2175 970 264 52 1 5434 " 4 il iu» i • ii ia i» * ti 10 ji s 101114 i in-n mx jum jox. wo ■> ocr »ov Symbol Open jHZ7 - 11/26/97 6227 Moving Avorago ay 09 10 40 6271 6225 6210 Stocbaetic —Directional Indicator ay 09 14 20 Day 09 14 20 .o 38 79 55 90 55 90 ADX 18 33 15 28 15 83 t 48 22 58 41 58 38 -DI 25 02 25 02 25 53 j 60 73 64 79 64 88 +DI 25 48 24 73 23 60 •Relative Strength 09 14 20 50 60 4? 79 48 11 *7 14 It » 5 11 1* 16 2 » 16 IS SO 7 14 11 10 4 LI 10 15 I 8 li 11 1» 6 IS 10 17 S 10 17 14 1 Aft-17 N4T JVM JVl* WO MM9 OCT «0V Stochastic | Relative Strength * Open High Low Last Chga 11/26/97 23370 23870 23350 23740 +370 Syabol 3MZ7 - •-Moving Average 09 IB 40 23331 23551 22713 Btoch*«tlc Directional indicator ay 09 14 20 Day 09 14 20 o 88 39 52 94 67 04 ADX 17 23 22 41 22 92 < 56 51 42 04 57 64 -DI 18 18 18 43 18 49 i 44 17 42 77 55 39 +DI 28 40 28 35 28 72 Relative Strength-- ay 09 14 20 60 48 59 44 59 04 CTtU/JC/fT ’ 1* 11 1* I 11 It IS 1 » IS 11 IS 1 It 11 It t 11 It II 1 • II 11 ID 6 II IS 11 I IS 11 It 1 ttt-il « JVI JVZ. WO MXr OCT wv Symbol opm 3FB - 11/26/97 7120 -Moving Average 09 18 40 7164 7221 7044 ltoQhaitle —Directional Indicator-- iy 09 14 20 Day 09 14 20 o 49 60 36 69 56 15 ADX 26 93 37 76 39 50 < 27 23 27 44 47 62 -DI 15 71 14 69 13 99 i 23 26 32 79 48 58 +DI 25 24 26 21 27 31 -Relative Strength Laat Chga 6245 +3O Nigh Low 6270 6227 MOMDtU- B-09 18 -20 +23 ---■iatoric volatility -09 14 20 14 411 15 87% 15 33% -Monentun 09 18 40 +220 +1430 +3970 Historic volatlllty -09 14 20 14 78% 2/ 27% 28 91% fIOTBBAira - GBOT JMUABY 1558 High 7254 Lett cbge 7212 +B4 LOW 7120 -Momentum 09 18 40 -110 +250 +976 -Historic Volatility 40 -80 ■a an 8 ii sa VlUla |CJI */u 74 ML » O 10000 11000 I/Ton 250 240 230 220 210 200 190 VCC. R O IDODDD IDDOfl^ t/HUfIKH. 750 725 700 675 650 625 600 m»6t IWPM lOPOOO