CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1398-0 |
1401-0 |
3-0 |
0.2% |
1575-0 |
| High |
1442-0 |
1407-0 |
-35-0 |
-2.4% |
1598-0 |
| Low |
1398-0 |
1390-0 |
-8-0 |
-0.6% |
1478-0 |
| Close |
1416-4 |
1405-0 |
-11-4 |
-0.8% |
1475-4 |
| Range |
44-0 |
17-0 |
-27-0 |
-61.4% |
120-0 |
| ATR |
46-2 |
44-6 |
-1-3 |
-3.0% |
0-0 |
| Volume |
1,373 |
1,937 |
564 |
41.1% |
6,301 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1451-5 |
1445-3 |
1414-3 |
|
| R3 |
1434-5 |
1428-3 |
1409-5 |
|
| R2 |
1417-5 |
1417-5 |
1408-1 |
|
| R1 |
1411-3 |
1411-3 |
1406-4 |
1414-4 |
| PP |
1400-5 |
1400-5 |
1400-5 |
1402-2 |
| S1 |
1394-3 |
1394-3 |
1403-4 |
1397-4 |
| S2 |
1383-5 |
1383-5 |
1401-7 |
|
| S3 |
1366-5 |
1377-3 |
1400-3 |
|
| S4 |
1349-5 |
1360-3 |
1395-5 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1877-1 |
1796-3 |
1541-4 |
|
| R3 |
1757-1 |
1676-3 |
1508-4 |
|
| R2 |
1637-1 |
1637-1 |
1497-4 |
|
| R1 |
1556-3 |
1556-3 |
1486-4 |
1536-6 |
| PP |
1517-1 |
1517-1 |
1517-1 |
1507-3 |
| S1 |
1436-3 |
1436-3 |
1464-4 |
1416-6 |
| S2 |
1397-1 |
1397-1 |
1453-4 |
|
| S3 |
1277-1 |
1316-3 |
1442-4 |
|
| S4 |
1157-1 |
1196-3 |
1409-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1479-2 |
|
2.618 |
1451-4 |
|
1.618 |
1434-4 |
|
1.000 |
1424-0 |
|
0.618 |
1417-4 |
|
HIGH |
1407-0 |
|
0.618 |
1400-4 |
|
0.500 |
1398-4 |
|
0.382 |
1396-4 |
|
LOW |
1390-0 |
|
0.618 |
1379-4 |
|
1.000 |
1373-0 |
|
1.618 |
1362-4 |
|
2.618 |
1345-4 |
|
4.250 |
1317-6 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1402-7 |
1418-0 |
| PP |
1400-5 |
1413-5 |
| S1 |
1398-4 |
1409-3 |
|