CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 03-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1296-0 |
1320-0 |
24-0 |
1.9% |
1392-0 |
High |
1339-0 |
1320-0 |
-19-0 |
-1.4% |
1396-0 |
Low |
1296-0 |
1270-0 |
-26-0 |
-2.0% |
1350-0 |
Close |
1335-4 |
1288-4 |
-47-0 |
-3.5% |
1362-0 |
Range |
43-0 |
50-0 |
7-0 |
16.3% |
46-0 |
ATR |
38-4 |
40-3 |
1-7 |
5.0% |
0-0 |
Volume |
523 |
1,696 |
1,173 |
224.3% |
4,610 |
|
Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1442-7 |
1415-5 |
1316-0 |
|
R3 |
1392-7 |
1365-5 |
1302-2 |
|
R2 |
1342-7 |
1342-7 |
1297-5 |
|
R1 |
1315-5 |
1315-5 |
1293-1 |
1304-2 |
PP |
1292-7 |
1292-7 |
1292-7 |
1287-1 |
S1 |
1265-5 |
1265-5 |
1283-7 |
1254-2 |
S2 |
1242-7 |
1242-7 |
1279-3 |
|
S3 |
1192-7 |
1215-5 |
1274-6 |
|
S4 |
1142-7 |
1165-5 |
1261-0 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1507-3 |
1480-5 |
1387-2 |
|
R3 |
1461-3 |
1434-5 |
1374-5 |
|
R2 |
1415-3 |
1415-3 |
1370-3 |
|
R1 |
1388-5 |
1388-5 |
1366-2 |
1379-0 |
PP |
1369-3 |
1369-3 |
1369-3 |
1364-4 |
S1 |
1342-5 |
1342-5 |
1357-6 |
1333-0 |
S2 |
1323-3 |
1323-3 |
1353-5 |
|
S3 |
1277-3 |
1296-5 |
1349-3 |
|
S4 |
1231-3 |
1250-5 |
1336-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1532-4 |
2.618 |
1450-7 |
1.618 |
1400-7 |
1.000 |
1370-0 |
0.618 |
1350-7 |
HIGH |
1320-0 |
0.618 |
1300-7 |
0.500 |
1295-0 |
0.382 |
1289-1 |
LOW |
1270-0 |
0.618 |
1239-1 |
1.000 |
1220-0 |
1.618 |
1189-1 |
2.618 |
1139-1 |
4.250 |
1057-4 |
|
|
Fisher Pivots for day following 03-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1295-0 |
1321-4 |
PP |
1292-7 |
1310-4 |
S1 |
1290-5 |
1299-4 |
|