CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1596-0 |
1531-0 |
-65-0 |
-4.1% |
1593-0 |
High |
1596-0 |
1573-0 |
-23-0 |
-1.4% |
1628-0 |
Low |
1537-0 |
1521-0 |
-16-0 |
-1.0% |
1510-0 |
Close |
1536-0 |
1569-4 |
33-4 |
2.2% |
1610-0 |
Range |
59-0 |
52-0 |
-7-0 |
-11.9% |
118-0 |
ATR |
|
|
|
|
|
Volume |
689 |
1,053 |
364 |
52.8% |
5,211 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1710-4 |
1692-0 |
1598-1 |
|
R3 |
1658-4 |
1640-0 |
1583-6 |
|
R2 |
1606-4 |
1606-4 |
1579-0 |
|
R1 |
1588-0 |
1588-0 |
1574-2 |
1597-2 |
PP |
1554-4 |
1554-4 |
1554-4 |
1559-1 |
S1 |
1536-0 |
1536-0 |
1564-6 |
1545-2 |
S2 |
1502-4 |
1502-4 |
1560-0 |
|
S3 |
1450-4 |
1484-0 |
1555-2 |
|
S4 |
1398-4 |
1432-0 |
1540-7 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1936-5 |
1891-3 |
1674-7 |
|
R3 |
1818-5 |
1773-3 |
1642-4 |
|
R2 |
1700-5 |
1700-5 |
1631-5 |
|
R1 |
1655-3 |
1655-3 |
1620-7 |
1678-0 |
PP |
1582-5 |
1582-5 |
1582-5 |
1594-0 |
S1 |
1537-3 |
1537-3 |
1599-1 |
1560-0 |
S2 |
1464-5 |
1464-5 |
1588-3 |
|
S3 |
1346-5 |
1419-3 |
1577-4 |
|
S4 |
1228-5 |
1301-3 |
1545-1 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1794-0 |
2.618 |
1709-1 |
1.618 |
1657-1 |
1.000 |
1625-0 |
0.618 |
1605-1 |
HIGH |
1573-0 |
0.618 |
1553-1 |
0.500 |
1547-0 |
0.382 |
1540-7 |
LOW |
1521-0 |
0.618 |
1488-7 |
1.000 |
1469-0 |
1.618 |
1436-7 |
2.618 |
1384-7 |
4.250 |
1300-0 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1562-0 |
1565-7 |
PP |
1554-4 |
1562-1 |
S1 |
1547-0 |
1558-4 |
|