CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1535-0 |
1565-0 |
30-0 |
2.0% |
1600-0 |
| High |
1580-0 |
1573-0 |
-7-0 |
-0.4% |
1640-0 |
| Low |
1524-0 |
1516-0 |
-8-0 |
-0.5% |
1509-0 |
| Close |
1573-4 |
1524-0 |
-49-4 |
-3.1% |
1618-0 |
| Range |
56-0 |
57-0 |
1-0 |
1.8% |
131-0 |
| ATR |
|
|
|
|
|
| Volume |
1,283 |
856 |
-427 |
-33.3% |
5,485 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1708-5 |
1673-3 |
1555-3 |
|
| R3 |
1651-5 |
1616-3 |
1539-5 |
|
| R2 |
1594-5 |
1594-5 |
1534-4 |
|
| R1 |
1559-3 |
1559-3 |
1529-2 |
1548-4 |
| PP |
1537-5 |
1537-5 |
1537-5 |
1532-2 |
| S1 |
1502-3 |
1502-3 |
1518-6 |
1491-4 |
| S2 |
1480-5 |
1480-5 |
1513-4 |
|
| S3 |
1423-5 |
1445-3 |
1508-3 |
|
| S4 |
1366-5 |
1388-3 |
1492-5 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1982-0 |
1931-0 |
1690-0 |
|
| R3 |
1851-0 |
1800-0 |
1654-0 |
|
| R2 |
1720-0 |
1720-0 |
1642-0 |
|
| R1 |
1669-0 |
1669-0 |
1630-0 |
1694-4 |
| PP |
1589-0 |
1589-0 |
1589-0 |
1601-6 |
| S1 |
1538-0 |
1538-0 |
1606-0 |
1563-4 |
| S2 |
1458-0 |
1458-0 |
1594-0 |
|
| S3 |
1327-0 |
1407-0 |
1582-0 |
|
| S4 |
1196-0 |
1276-0 |
1546-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1815-2 |
|
2.618 |
1722-2 |
|
1.618 |
1665-2 |
|
1.000 |
1630-0 |
|
0.618 |
1608-2 |
|
HIGH |
1573-0 |
|
0.618 |
1551-2 |
|
0.500 |
1544-4 |
|
0.382 |
1537-6 |
|
LOW |
1516-0 |
|
0.618 |
1480-6 |
|
1.000 |
1459-0 |
|
1.618 |
1423-6 |
|
2.618 |
1366-6 |
|
4.250 |
1273-6 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1544-4 |
1556-0 |
| PP |
1537-5 |
1545-3 |
| S1 |
1530-7 |
1534-5 |
|