CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 12-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1202-0 |
1246-0 |
44-0 |
3.7% |
1212-4 |
High |
1210-0 |
1250-0 |
40-0 |
3.3% |
1250-0 |
Low |
1199-0 |
1221-0 |
22-0 |
1.8% |
1190-0 |
Close |
1206-4 |
1232-4 |
26-0 |
2.2% |
1232-4 |
Range |
11-0 |
29-0 |
18-0 |
163.6% |
60-0 |
ATR |
38-1 |
38-5 |
0-3 |
1.0% |
0-0 |
Volume |
2,167 |
3,119 |
952 |
43.9% |
13,155 |
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1321-4 |
1306-0 |
1248-4 |
|
R3 |
1292-4 |
1277-0 |
1240-4 |
|
R2 |
1263-4 |
1263-4 |
1237-7 |
|
R1 |
1248-0 |
1248-0 |
1235-1 |
1241-2 |
PP |
1234-4 |
1234-4 |
1234-4 |
1231-1 |
S1 |
1219-0 |
1219-0 |
1229-7 |
1212-2 |
S2 |
1205-4 |
1205-4 |
1227-1 |
|
S3 |
1176-4 |
1190-0 |
1224-4 |
|
S4 |
1147-4 |
1161-0 |
1216-4 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1404-1 |
1378-3 |
1265-4 |
|
R3 |
1344-1 |
1318-3 |
1249-0 |
|
R2 |
1284-1 |
1284-1 |
1243-4 |
|
R1 |
1258-3 |
1258-3 |
1238-0 |
1271-2 |
PP |
1224-1 |
1224-1 |
1224-1 |
1230-5 |
S1 |
1198-3 |
1198-3 |
1227-0 |
1211-2 |
S2 |
1164-1 |
1164-1 |
1221-4 |
|
S3 |
1104-1 |
1138-3 |
1216-0 |
|
S4 |
1044-1 |
1078-3 |
1199-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1373-2 |
2.618 |
1325-7 |
1.618 |
1296-7 |
1.000 |
1279-0 |
0.618 |
1267-7 |
HIGH |
1250-0 |
0.618 |
1238-7 |
0.500 |
1235-4 |
0.382 |
1232-1 |
LOW |
1221-0 |
0.618 |
1203-1 |
1.000 |
1192-0 |
1.618 |
1174-1 |
2.618 |
1145-1 |
4.250 |
1097-6 |
|
|
Fisher Pivots for day following 12-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1235-4 |
1229-7 |
PP |
1234-4 |
1227-1 |
S1 |
1233-4 |
1224-4 |
|