CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1165-0 |
1159-0 |
-6-0 |
-0.5% |
1212-4 |
| High |
1169-0 |
1165-0 |
-4-0 |
-0.3% |
1250-0 |
| Low |
1138-0 |
1131-0 |
-7-0 |
-0.6% |
1190-0 |
| Close |
1165-4 |
1142-2 |
-23-2 |
-2.0% |
1232-4 |
| Range |
31-0 |
34-0 |
3-0 |
9.7% |
60-0 |
| ATR |
40-3 |
40-0 |
-0-3 |
-1.0% |
0-0 |
| Volume |
3,513 |
7,258 |
3,745 |
106.6% |
13,155 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1248-1 |
1229-1 |
1161-0 |
|
| R3 |
1214-1 |
1195-1 |
1151-5 |
|
| R2 |
1180-1 |
1180-1 |
1148-4 |
|
| R1 |
1161-1 |
1161-1 |
1145-3 |
1153-5 |
| PP |
1146-1 |
1146-1 |
1146-1 |
1142-2 |
| S1 |
1127-1 |
1127-1 |
1139-1 |
1119-5 |
| S2 |
1112-1 |
1112-1 |
1136-0 |
|
| S3 |
1078-1 |
1093-1 |
1132-7 |
|
| S4 |
1044-1 |
1059-1 |
1123-4 |
|
|
| 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 |
1309-4 |
|
2.618 |
1254-0 |
|
1.618 |
1220-0 |
|
1.000 |
1199-0 |
|
0.618 |
1186-0 |
|
HIGH |
1165-0 |
|
0.618 |
1152-0 |
|
0.500 |
1148-0 |
|
0.382 |
1144-0 |
|
LOW |
1131-0 |
|
0.618 |
1110-0 |
|
1.000 |
1097-0 |
|
1.618 |
1076-0 |
|
2.618 |
1042-0 |
|
4.250 |
986-4 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1148-0 |
1162-4 |
| PP |
1146-1 |
1155-6 |
| S1 |
1144-1 |
1149-0 |
|