CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1161-0 |
1210-0 |
49-0 |
4.2% |
1190-0 |
| High |
1181-0 |
1242-0 |
61-0 |
5.2% |
1236-4 |
| Low |
1158-0 |
1205-0 |
47-0 |
4.1% |
1131-0 |
| Close |
1173-0 |
1236-4 |
63-4 |
5.4% |
1173-0 |
| Range |
23-0 |
37-0 |
14-0 |
60.9% |
105-4 |
| ATR |
39-7 |
42-0 |
2-1 |
5.2% |
0-0 |
| Volume |
6,342 |
3,289 |
-3,053 |
-48.1% |
25,265 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1338-7 |
1324-5 |
1256-7 |
|
| R3 |
1301-7 |
1287-5 |
1246-5 |
|
| R2 |
1264-7 |
1264-7 |
1243-2 |
|
| R1 |
1250-5 |
1250-5 |
1239-7 |
1257-6 |
| PP |
1227-7 |
1227-7 |
1227-7 |
1231-3 |
| S1 |
1213-5 |
1213-5 |
1233-1 |
1220-6 |
| S2 |
1190-7 |
1190-7 |
1229-6 |
|
| S3 |
1153-7 |
1176-5 |
1226-3 |
|
| S4 |
1116-7 |
1139-5 |
1216-1 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1496-5 |
1440-3 |
1231-0 |
|
| R3 |
1391-1 |
1334-7 |
1202-0 |
|
| R2 |
1285-5 |
1285-5 |
1192-3 |
|
| R1 |
1229-3 |
1229-3 |
1182-5 |
1204-6 |
| PP |
1180-1 |
1180-1 |
1180-1 |
1167-7 |
| S1 |
1123-7 |
1123-7 |
1163-3 |
1099-2 |
| S2 |
1074-5 |
1074-5 |
1153-5 |
|
| S3 |
969-1 |
1018-3 |
1144-0 |
|
| S4 |
863-5 |
912-7 |
1115-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1399-2 |
|
2.618 |
1338-7 |
|
1.618 |
1301-7 |
|
1.000 |
1279-0 |
|
0.618 |
1264-7 |
|
HIGH |
1242-0 |
|
0.618 |
1227-7 |
|
0.500 |
1223-4 |
|
0.382 |
1219-1 |
|
LOW |
1205-0 |
|
0.618 |
1182-1 |
|
1.000 |
1168-0 |
|
1.618 |
1145-1 |
|
2.618 |
1108-1 |
|
4.250 |
1047-6 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1232-1 |
1219-7 |
| PP |
1227-7 |
1203-1 |
| S1 |
1223-4 |
1186-4 |
|