CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 31-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1444-4 |
1450-0 |
5-4 |
0.4% |
1436-0 |
High |
1444-4 |
1450-0 |
5-4 |
0.4% |
1448-0 |
Low |
1444-4 |
1450-0 |
5-4 |
0.4% |
1395-0 |
Close |
1444-4 |
1445-0 |
0-4 |
0.0% |
1422-2 |
Range |
|
|
|
|
|
ATR |
36-7 |
34-5 |
-2-2 |
-6.1% |
0-0 |
Volume |
2,192 |
1,304 |
-888 |
-40.5% |
6,312 |
|
Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1448-3 |
1446-5 |
1445-0 |
|
R3 |
1448-3 |
1446-5 |
1445-0 |
|
R2 |
1448-3 |
1448-3 |
1445-0 |
|
R1 |
1446-5 |
1446-5 |
1445-0 |
1447-4 |
PP |
1448-3 |
1448-3 |
1448-3 |
1448-6 |
S1 |
1446-5 |
1446-5 |
1445-0 |
1447-4 |
S2 |
1448-3 |
1448-3 |
1445-0 |
|
S3 |
1448-3 |
1446-5 |
1445-0 |
|
S4 |
1448-3 |
1446-5 |
1445-0 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1580-6 |
1554-4 |
1451-3 |
|
R3 |
1527-6 |
1501-4 |
1436-7 |
|
R2 |
1474-6 |
1474-6 |
1432-0 |
|
R1 |
1448-4 |
1448-4 |
1427-1 |
1435-1 |
PP |
1421-6 |
1421-6 |
1421-6 |
1415-0 |
S1 |
1395-4 |
1395-4 |
1417-3 |
1382-1 |
S2 |
1368-6 |
1368-6 |
1412-4 |
|
S3 |
1315-6 |
1342-4 |
1407-5 |
|
S4 |
1262-6 |
1289-4 |
1393-1 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1450-0 |
2.618 |
1450-0 |
1.618 |
1450-0 |
1.000 |
1450-0 |
0.618 |
1450-0 |
HIGH |
1450-0 |
0.618 |
1450-0 |
0.500 |
1450-0 |
0.382 |
1450-0 |
LOW |
1450-0 |
0.618 |
1450-0 |
1.000 |
1450-0 |
1.618 |
1450-0 |
2.618 |
1450-0 |
4.250 |
1450-0 |
|
|
Fisher Pivots for day following 31-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1450-0 |
1437-4 |
PP |
1448-3 |
1430-0 |
S1 |
1446-5 |
1422-4 |
|