CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 27-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1388-0 |
1396-0 |
8-0 |
0.6% |
1300-0 |
High |
1388-0 |
1396-0 |
8-0 |
0.6% |
1394-0 |
Low |
1373-0 |
1378-0 |
5-0 |
0.4% |
1294-0 |
Close |
1382-6 |
1382-4 |
-0-2 |
0.0% |
1365-6 |
Range |
15-0 |
18-0 |
3-0 |
20.0% |
100-0 |
ATR |
40-1 |
38-4 |
-1-5 |
-3.9% |
0-0 |
Volume |
859 |
569 |
-290 |
-33.8% |
6,693 |
|
Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1439-4 |
1429-0 |
1392-3 |
|
R3 |
1421-4 |
1411-0 |
1387-4 |
|
R2 |
1403-4 |
1403-4 |
1385-6 |
|
R1 |
1393-0 |
1393-0 |
1384-1 |
1389-2 |
PP |
1385-4 |
1385-4 |
1385-4 |
1383-5 |
S1 |
1375-0 |
1375-0 |
1380-7 |
1371-2 |
S2 |
1367-4 |
1367-4 |
1379-2 |
|
S3 |
1349-4 |
1357-0 |
1377-4 |
|
S4 |
1331-4 |
1339-0 |
1372-5 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1651-2 |
1608-4 |
1420-6 |
|
R3 |
1551-2 |
1508-4 |
1393-2 |
|
R2 |
1451-2 |
1451-2 |
1384-1 |
|
R1 |
1408-4 |
1408-4 |
1374-7 |
1429-7 |
PP |
1351-2 |
1351-2 |
1351-2 |
1362-0 |
S1 |
1308-4 |
1308-4 |
1356-5 |
1329-7 |
S2 |
1251-2 |
1251-2 |
1347-3 |
|
S3 |
1151-2 |
1208-4 |
1338-2 |
|
S4 |
1051-2 |
1108-4 |
1310-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1472-4 |
2.618 |
1443-1 |
1.618 |
1425-1 |
1.000 |
1414-0 |
0.618 |
1407-1 |
HIGH |
1396-0 |
0.618 |
1389-1 |
0.500 |
1387-0 |
0.382 |
1384-7 |
LOW |
1378-0 |
0.618 |
1366-7 |
1.000 |
1360-0 |
1.618 |
1348-7 |
2.618 |
1330-7 |
4.250 |
1301-4 |
|
|
Fisher Pivots for day following 27-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1387-0 |
1384-4 |
PP |
1385-4 |
1383-7 |
S1 |
1384-0 |
1383-1 |
|