CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1210-0 |
1220-0 |
10-0 |
0.8% |
1190-0 |
| High |
1242-0 |
1231-0 |
-11-0 |
-0.9% |
1236-4 |
| Low |
1205-0 |
1202-0 |
-3-0 |
-0.2% |
1131-0 |
| Close |
1236-4 |
1218-2 |
-18-2 |
-1.5% |
1173-0 |
| Range |
37-0 |
29-0 |
-8-0 |
-21.6% |
105-4 |
| ATR |
42-0 |
41-4 |
-0-4 |
-1.3% |
0-0 |
| Volume |
3,289 |
4,261 |
972 |
29.6% |
25,265 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1304-1 |
1290-1 |
1234-2 |
|
| R3 |
1275-1 |
1261-1 |
1226-2 |
|
| R2 |
1246-1 |
1246-1 |
1223-5 |
|
| R1 |
1232-1 |
1232-1 |
1220-7 |
1224-5 |
| PP |
1217-1 |
1217-1 |
1217-1 |
1213-2 |
| S1 |
1203-1 |
1203-1 |
1215-5 |
1195-5 |
| S2 |
1188-1 |
1188-1 |
1212-7 |
|
| S3 |
1159-1 |
1174-1 |
1210-2 |
|
| S4 |
1130-1 |
1145-1 |
1202-2 |
|
|
| 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 |
1354-2 |
|
2.618 |
1306-7 |
|
1.618 |
1277-7 |
|
1.000 |
1260-0 |
|
0.618 |
1248-7 |
|
HIGH |
1231-0 |
|
0.618 |
1219-7 |
|
0.500 |
1216-4 |
|
0.382 |
1213-1 |
|
LOW |
1202-0 |
|
0.618 |
1184-1 |
|
1.000 |
1173-0 |
|
1.618 |
1155-1 |
|
2.618 |
1126-1 |
|
4.250 |
1078-6 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1217-5 |
1212-1 |
| PP |
1217-1 |
1206-1 |
| S1 |
1216-4 |
1200-0 |
|