CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 16-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1190-0 |
1183-0 |
-7-0 |
-0.6% |
1212-4 |
High |
1236-4 |
1194-0 |
-42-4 |
-3.4% |
1250-0 |
Low |
1189-0 |
1142-0 |
-47-0 |
-4.0% |
1190-0 |
Close |
1208-4 |
1153-2 |
-55-2 |
-4.6% |
1232-4 |
Range |
47-4 |
52-0 |
4-4 |
9.5% |
60-0 |
ATR |
39-2 |
41-1 |
2-0 |
5.0% |
0-0 |
Volume |
4,075 |
4,077 |
2 |
0.0% |
13,155 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1319-1 |
1288-1 |
1181-7 |
|
R3 |
1267-1 |
1236-1 |
1167-4 |
|
R2 |
1215-1 |
1215-1 |
1162-6 |
|
R1 |
1184-1 |
1184-1 |
1158-0 |
1173-5 |
PP |
1163-1 |
1163-1 |
1163-1 |
1157-6 |
S1 |
1132-1 |
1132-1 |
1148-4 |
1121-5 |
S2 |
1111-1 |
1111-1 |
1143-6 |
|
S3 |
1059-1 |
1080-1 |
1139-0 |
|
S4 |
1007-1 |
1028-1 |
1124-5 |
|
|
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 |
1415-0 |
2.618 |
1330-1 |
1.618 |
1278-1 |
1.000 |
1246-0 |
0.618 |
1226-1 |
HIGH |
1194-0 |
0.618 |
1174-1 |
0.500 |
1168-0 |
0.382 |
1161-7 |
LOW |
1142-0 |
0.618 |
1109-7 |
1.000 |
1090-0 |
1.618 |
1057-7 |
2.618 |
1005-7 |
4.250 |
921-0 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1168-0 |
1196-0 |
PP |
1163-1 |
1181-6 |
S1 |
1158-1 |
1167-4 |
|