CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 26-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1221-4 |
1210-0 |
-11-4 |
-0.9% |
1210-0 |
High |
1231-0 |
1210-0 |
-21-0 |
-1.7% |
1242-0 |
Low |
1207-0 |
1190-0 |
-17-0 |
-1.4% |
1190-0 |
Close |
1212-4 |
1194-2 |
-18-2 |
-1.5% |
1194-2 |
Range |
24-0 |
20-0 |
-4-0 |
-16.7% |
52-0 |
ATR |
39-2 |
38-0 |
-1-2 |
-3.0% |
0-0 |
Volume |
2,001 |
2,609 |
608 |
30.4% |
15,847 |
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1258-1 |
1246-1 |
1205-2 |
|
R3 |
1238-1 |
1226-1 |
1199-6 |
|
R2 |
1218-1 |
1218-1 |
1197-7 |
|
R1 |
1206-1 |
1206-1 |
1196-1 |
1202-1 |
PP |
1198-1 |
1198-1 |
1198-1 |
1196-0 |
S1 |
1186-1 |
1186-1 |
1192-3 |
1182-1 |
S2 |
1178-1 |
1178-1 |
1190-5 |
|
S3 |
1158-1 |
1166-1 |
1188-6 |
|
S4 |
1138-1 |
1146-1 |
1183-2 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1364-6 |
1331-4 |
1222-7 |
|
R3 |
1312-6 |
1279-4 |
1208-4 |
|
R2 |
1260-6 |
1260-6 |
1203-6 |
|
R1 |
1227-4 |
1227-4 |
1199-0 |
1218-1 |
PP |
1208-6 |
1208-6 |
1208-6 |
1204-0 |
S1 |
1175-4 |
1175-4 |
1189-4 |
1166-1 |
S2 |
1156-6 |
1156-6 |
1184-6 |
|
S3 |
1104-6 |
1123-4 |
1180-0 |
|
S4 |
1052-6 |
1071-4 |
1165-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1242-0 |
1190-0 |
52-0 |
4.4% |
27-3 |
2.3% |
8% |
False |
True |
3,169 |
10 |
1242-0 |
1131-0 |
111-0 |
9.3% |
32-4 |
2.7% |
57% |
False |
False |
4,111 |
20 |
1365-0 |
1131-0 |
234-0 |
19.6% |
31-0 |
2.6% |
27% |
False |
False |
3,273 |
40 |
1436-0 |
1131-0 |
305-0 |
25.5% |
31-5 |
2.7% |
21% |
False |
False |
2,986 |
60 |
1650-0 |
1131-0 |
519-0 |
43.5% |
32-2 |
2.7% |
12% |
False |
False |
2,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1295-0 |
2.618 |
1262-3 |
1.618 |
1242-3 |
1.000 |
1230-0 |
0.618 |
1222-3 |
HIGH |
1210-0 |
0.618 |
1202-3 |
0.500 |
1200-0 |
0.382 |
1197-5 |
LOW |
1190-0 |
0.618 |
1177-5 |
1.000 |
1170-0 |
1.618 |
1157-5 |
2.618 |
1137-5 |
4.250 |
1105-0 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1200-0 |
1214-0 |
PP |
1198-1 |
1207-3 |
S1 |
1196-1 |
1200-7 |
|