CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1369-0 |
1392-0 |
23-0 |
1.7% |
1288-0 |
| High |
1381-0 |
1395-0 |
14-0 |
1.0% |
1390-0 |
| Low |
1358-0 |
1373-0 |
15-0 |
1.1% |
1285-0 |
| Close |
1375-6 |
1377-0 |
1-2 |
0.1% |
1358-2 |
| Range |
23-0 |
22-0 |
-1-0 |
-4.3% |
105-0 |
| ATR |
42-5 |
41-1 |
-1-4 |
-3.5% |
0-0 |
| Volume |
1,670 |
1,789 |
119 |
7.1% |
8,547 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1447-5 |
1434-3 |
1389-1 |
|
| R3 |
1425-5 |
1412-3 |
1383-0 |
|
| R2 |
1403-5 |
1403-5 |
1381-0 |
|
| R1 |
1390-3 |
1390-3 |
1379-0 |
1386-0 |
| PP |
1381-5 |
1381-5 |
1381-5 |
1379-4 |
| S1 |
1368-3 |
1368-3 |
1375-0 |
1364-0 |
| S2 |
1359-5 |
1359-5 |
1373-0 |
|
| S3 |
1337-5 |
1346-3 |
1371-0 |
|
| S4 |
1315-5 |
1324-3 |
1364-7 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1659-3 |
1613-7 |
1416-0 |
|
| R3 |
1554-3 |
1508-7 |
1387-1 |
|
| R2 |
1449-3 |
1449-3 |
1377-4 |
|
| R1 |
1403-7 |
1403-7 |
1367-7 |
1426-5 |
| PP |
1344-3 |
1344-3 |
1344-3 |
1355-6 |
| S1 |
1298-7 |
1298-7 |
1348-5 |
1321-5 |
| S2 |
1239-3 |
1239-3 |
1339-0 |
|
| S3 |
1134-3 |
1193-7 |
1329-3 |
|
| S4 |
1029-3 |
1088-7 |
1300-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1488-4 |
|
2.618 |
1452-5 |
|
1.618 |
1430-5 |
|
1.000 |
1417-0 |
|
0.618 |
1408-5 |
|
HIGH |
1395-0 |
|
0.618 |
1386-5 |
|
0.500 |
1384-0 |
|
0.382 |
1381-3 |
|
LOW |
1373-0 |
|
0.618 |
1359-3 |
|
1.000 |
1351-0 |
|
1.618 |
1337-3 |
|
2.618 |
1315-3 |
|
4.250 |
1279-4 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1384-0 |
1377-4 |
| PP |
1381-5 |
1377-3 |
| S1 |
1379-3 |
1377-1 |
|