CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1246-0 |
1190-0 |
-56-0 |
-4.5% |
1212-4 |
| High |
1250-0 |
1236-4 |
-13-4 |
-1.1% |
1250-0 |
| Low |
1221-0 |
1189-0 |
-32-0 |
-2.6% |
1190-0 |
| Close |
1232-4 |
1208-4 |
-24-0 |
-1.9% |
1232-4 |
| Range |
29-0 |
47-4 |
18-4 |
63.8% |
60-0 |
| ATR |
38-5 |
39-2 |
0-5 |
1.7% |
0-0 |
| Volume |
3,119 |
4,075 |
956 |
30.7% |
13,155 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1353-7 |
1328-5 |
1234-5 |
|
| R3 |
1306-3 |
1281-1 |
1221-4 |
|
| R2 |
1258-7 |
1258-7 |
1217-2 |
|
| R1 |
1233-5 |
1233-5 |
1212-7 |
1246-2 |
| PP |
1211-3 |
1211-3 |
1211-3 |
1217-5 |
| S1 |
1186-1 |
1186-1 |
1204-1 |
1198-6 |
| S2 |
1163-7 |
1163-7 |
1199-6 |
|
| S3 |
1116-3 |
1138-5 |
1195-4 |
|
| S4 |
1068-7 |
1091-1 |
1182-3 |
|
|
| 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 |
1438-3 |
|
2.618 |
1360-7 |
|
1.618 |
1313-3 |
|
1.000 |
1284-0 |
|
0.618 |
1265-7 |
|
HIGH |
1236-4 |
|
0.618 |
1218-3 |
|
0.500 |
1212-6 |
|
0.382 |
1207-1 |
|
LOW |
1189-0 |
|
0.618 |
1159-5 |
|
1.000 |
1141-4 |
|
1.618 |
1112-1 |
|
2.618 |
1064-5 |
|
4.250 |
987-1 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1212-6 |
1219-4 |
| PP |
1211-3 |
1215-7 |
| S1 |
1209-7 |
1212-1 |
|