CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 25-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1235-0 |
1221-4 |
-13-4 |
-1.1% |
1190-0 |
High |
1238-0 |
1231-0 |
-7-0 |
-0.6% |
1236-4 |
Low |
1211-0 |
1207-0 |
-4-0 |
-0.3% |
1131-0 |
Close |
1217-4 |
1212-4 |
-5-0 |
-0.4% |
1173-0 |
Range |
27-0 |
24-0 |
-3-0 |
-11.1% |
105-4 |
ATR |
40-3 |
39-2 |
-1-1 |
-2.9% |
0-0 |
Volume |
3,687 |
2,001 |
-1,686 |
-45.7% |
25,265 |
|
Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1288-7 |
1274-5 |
1225-6 |
|
R3 |
1264-7 |
1250-5 |
1219-1 |
|
R2 |
1240-7 |
1240-7 |
1216-7 |
|
R1 |
1226-5 |
1226-5 |
1214-6 |
1221-6 |
PP |
1216-7 |
1216-7 |
1216-7 |
1214-3 |
S1 |
1202-5 |
1202-5 |
1210-2 |
1197-6 |
S2 |
1192-7 |
1192-7 |
1208-1 |
|
S3 |
1168-7 |
1178-5 |
1205-7 |
|
S4 |
1144-7 |
1154-5 |
1199-2 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1242-0 |
1158-0 |
84-0 |
6.9% |
28-0 |
2.3% |
65% |
False |
False |
3,916 |
10 |
1250-0 |
1131-0 |
119-0 |
9.8% |
33-3 |
2.8% |
68% |
False |
False |
4,162 |
20 |
1365-0 |
1131-0 |
234-0 |
19.3% |
31-0 |
2.6% |
35% |
False |
False |
3,333 |
40 |
1445-0 |
1131-0 |
314-0 |
25.9% |
31-4 |
2.6% |
26% |
False |
False |
2,981 |
60 |
1651-0 |
1131-0 |
520-0 |
42.9% |
32-5 |
2.7% |
16% |
False |
False |
2,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1333-0 |
2.618 |
1293-7 |
1.618 |
1269-7 |
1.000 |
1255-0 |
0.618 |
1245-7 |
HIGH |
1231-0 |
0.618 |
1221-7 |
0.500 |
1219-0 |
0.382 |
1216-1 |
LOW |
1207-0 |
0.618 |
1192-1 |
1.000 |
1183-0 |
1.618 |
1168-1 |
2.618 |
1144-1 |
4.250 |
1105-0 |
|
|
Fisher Pivots for day following 25-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1219-0 |
1220-0 |
PP |
1216-7 |
1217-4 |
S1 |
1214-5 |
1215-0 |
|