CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 12-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1215-0 |
1246-0 |
31-0 |
2.6% |
1368-0 |
High |
1230-0 |
1248-0 |
18-0 |
1.5% |
1368-0 |
Low |
1215-0 |
1229-0 |
14-0 |
1.2% |
1215-0 |
Close |
1228-2 |
1245-2 |
17-0 |
1.4% |
1214-0 |
Range |
15-0 |
19-0 |
4-0 |
26.7% |
153-0 |
ATR |
40-7 |
39-2 |
-1-4 |
-3.7% |
0-0 |
Volume |
2,872 |
2,548 |
-324 |
-11.3% |
14,910 |
|
Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1297-6 |
1290-4 |
1255-6 |
|
R3 |
1278-6 |
1271-4 |
1250-4 |
|
R2 |
1259-6 |
1259-6 |
1248-6 |
|
R1 |
1252-4 |
1252-4 |
1247-0 |
1246-5 |
PP |
1240-6 |
1240-6 |
1240-6 |
1237-6 |
S1 |
1233-4 |
1233-4 |
1243-4 |
1227-5 |
S2 |
1221-6 |
1221-6 |
1241-6 |
|
S3 |
1202-6 |
1214-4 |
1240-0 |
|
S4 |
1183-6 |
1195-4 |
1234-6 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1724-5 |
1622-3 |
1298-1 |
|
R3 |
1571-5 |
1469-3 |
1256-1 |
|
R2 |
1418-5 |
1418-5 |
1242-0 |
|
R1 |
1316-3 |
1316-3 |
1228-0 |
1291-0 |
PP |
1265-5 |
1265-5 |
1265-5 |
1253-0 |
S1 |
1163-3 |
1163-3 |
1200-0 |
1138-0 |
S2 |
1112-5 |
1112-5 |
1186-0 |
|
S3 |
959-5 |
1010-3 |
1171-7 |
|
S4 |
806-5 |
857-3 |
1129-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1328-6 |
2.618 |
1297-6 |
1.618 |
1278-6 |
1.000 |
1267-0 |
0.618 |
1259-6 |
HIGH |
1248-0 |
0.618 |
1240-6 |
0.500 |
1238-4 |
0.382 |
1236-2 |
LOW |
1229-0 |
0.618 |
1217-2 |
1.000 |
1210-0 |
1.618 |
1198-2 |
2.618 |
1179-2 |
4.250 |
1148-2 |
|
|
Fisher Pivots for day following 12-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1243-0 |
1240-5 |
PP |
1240-6 |
1236-1 |
S1 |
1238-4 |
1231-4 |
|