CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 18-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1260-0 |
1288-0 |
28-0 |
2.2% |
1215-0 |
High |
1270-0 |
1322-4 |
52-4 |
4.1% |
1315-2 |
Low |
1242-0 |
1285-0 |
43-0 |
3.5% |
1215-0 |
Close |
1252-4 |
1322-2 |
69-6 |
5.6% |
1252-4 |
Range |
28-0 |
37-4 |
9-4 |
33.9% |
100-2 |
ATR |
42-7 |
44-6 |
2-0 |
4.5% |
0-0 |
Volume |
3,461 |
1,740 |
-1,721 |
-49.7% |
15,886 |
|
Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1422-3 |
1409-7 |
1342-7 |
|
R3 |
1384-7 |
1372-3 |
1332-4 |
|
R2 |
1347-3 |
1347-3 |
1329-1 |
|
R1 |
1334-7 |
1334-7 |
1325-6 |
1341-1 |
PP |
1309-7 |
1309-7 |
1309-7 |
1313-0 |
S1 |
1297-3 |
1297-3 |
1318-6 |
1303-5 |
S2 |
1272-3 |
1272-3 |
1315-3 |
|
S3 |
1234-7 |
1259-7 |
1312-0 |
|
S4 |
1197-3 |
1222-3 |
1301-5 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1561-5 |
1507-3 |
1307-5 |
|
R3 |
1461-3 |
1407-1 |
1280-1 |
|
R2 |
1361-1 |
1361-1 |
1270-7 |
|
R1 |
1306-7 |
1306-7 |
1261-6 |
1334-0 |
PP |
1260-7 |
1260-7 |
1260-7 |
1274-4 |
S1 |
1206-5 |
1206-5 |
1243-2 |
1233-6 |
S2 |
1160-5 |
1160-5 |
1234-1 |
|
S3 |
1060-3 |
1106-3 |
1224-7 |
|
S4 |
960-1 |
1006-1 |
1197-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1481-7 |
2.618 |
1420-5 |
1.618 |
1383-1 |
1.000 |
1360-0 |
0.618 |
1345-5 |
HIGH |
1322-4 |
0.618 |
1308-1 |
0.500 |
1303-6 |
0.382 |
1299-3 |
LOW |
1285-0 |
0.618 |
1261-7 |
1.000 |
1247-4 |
1.618 |
1224-3 |
2.618 |
1186-7 |
4.250 |
1125-5 |
|
|
Fisher Pivots for day following 18-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1316-1 |
1308-7 |
PP |
1309-7 |
1295-5 |
S1 |
1303-6 |
1282-2 |
|