CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1246-0 |
1258-0 |
12-0 |
1.0% |
1368-0 |
| High |
1248-0 |
1315-2 |
67-2 |
5.4% |
1368-0 |
| Low |
1229-0 |
1258-0 |
29-0 |
2.4% |
1215-0 |
| Close |
1245-2 |
1315-2 |
70-0 |
5.6% |
1214-0 |
| Range |
19-0 |
57-2 |
38-2 |
201.3% |
153-0 |
| ATR |
39-2 |
41-4 |
2-2 |
5.6% |
0-0 |
| Volume |
2,548 |
3,345 |
797 |
31.3% |
14,910 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1467-7 |
1448-7 |
1346-6 |
|
| R3 |
1410-5 |
1391-5 |
1331-0 |
|
| R2 |
1353-3 |
1353-3 |
1325-6 |
|
| R1 |
1334-3 |
1334-3 |
1320-4 |
1343-7 |
| PP |
1296-1 |
1296-1 |
1296-1 |
1301-0 |
| S1 |
1277-1 |
1277-1 |
1310-0 |
1286-5 |
| S2 |
1238-7 |
1238-7 |
1304-6 |
|
| S3 |
1181-5 |
1219-7 |
1299-4 |
|
| S4 |
1124-3 |
1162-5 |
1283-6 |
|
|
| 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 |
1558-4 |
|
2.618 |
1465-1 |
|
1.618 |
1407-7 |
|
1.000 |
1372-4 |
|
0.618 |
1350-5 |
|
HIGH |
1315-2 |
|
0.618 |
1293-3 |
|
0.500 |
1286-5 |
|
0.382 |
1279-7 |
|
LOW |
1258-0 |
|
0.618 |
1222-5 |
|
1.000 |
1200-6 |
|
1.618 |
1165-3 |
|
2.618 |
1108-1 |
|
4.250 |
1014-6 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1305-6 |
1298-4 |
| PP |
1296-1 |
1281-7 |
| S1 |
1286-5 |
1265-1 |
|