CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1331-0 |
1357-0 |
26-0 |
2.0% |
1215-0 |
| High |
1331-0 |
1390-0 |
59-0 |
4.4% |
1315-2 |
| Low |
1320-0 |
1357-0 |
37-0 |
2.8% |
1215-0 |
| Close |
1330-4 |
1379-0 |
48-4 |
3.6% |
1252-4 |
| Range |
11-0 |
33-0 |
22-0 |
200.0% |
100-2 |
| ATR |
44-6 |
45-6 |
1-0 |
2.4% |
0-0 |
| Volume |
1,098 |
1,639 |
541 |
49.3% |
15,886 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1474-3 |
1459-5 |
1397-1 |
|
| R3 |
1441-3 |
1426-5 |
1388-1 |
|
| R2 |
1408-3 |
1408-3 |
1385-0 |
|
| R1 |
1393-5 |
1393-5 |
1382-0 |
1401-0 |
| PP |
1375-3 |
1375-3 |
1375-3 |
1379-0 |
| S1 |
1360-5 |
1360-5 |
1376-0 |
1368-0 |
| S2 |
1342-3 |
1342-3 |
1373-0 |
|
| S3 |
1309-3 |
1327-5 |
1369-7 |
|
| S4 |
1276-3 |
1294-5 |
1360-7 |
|
|
| 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 |
1530-2 |
|
2.618 |
1476-3 |
|
1.618 |
1443-3 |
|
1.000 |
1423-0 |
|
0.618 |
1410-3 |
|
HIGH |
1390-0 |
|
0.618 |
1377-3 |
|
0.500 |
1373-4 |
|
0.382 |
1369-5 |
|
LOW |
1357-0 |
|
0.618 |
1336-5 |
|
1.000 |
1324-0 |
|
1.618 |
1303-5 |
|
2.618 |
1270-5 |
|
4.250 |
1216-6 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1377-1 |
1367-5 |
| PP |
1375-3 |
1356-3 |
| S1 |
1373-4 |
1345-0 |
|