CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 12-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1213-0 |
1233-0 |
20-0 |
1.6% |
1218-0 |
High |
1213-0 |
1238-0 |
25-0 |
2.1% |
1238-0 |
Low |
1213-0 |
1233-0 |
20-0 |
1.6% |
1198-0 |
Close |
1213-0 |
1240-0 |
27-0 |
2.2% |
1240-0 |
Range |
0-0 |
5-0 |
5-0 |
|
40-0 |
ATR |
35-2 |
34-4 |
-0-6 |
-2.1% |
0-0 |
Volume |
1,126 |
2,090 |
964 |
85.6% |
7,236 |
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1252-0 |
1251-0 |
1242-6 |
|
R3 |
1247-0 |
1246-0 |
1241-3 |
|
R2 |
1242-0 |
1242-0 |
1240-7 |
|
R1 |
1241-0 |
1241-0 |
1240-4 |
1241-4 |
PP |
1237-0 |
1237-0 |
1237-0 |
1237-2 |
S1 |
1236-0 |
1236-0 |
1239-4 |
1236-4 |
S2 |
1232-0 |
1232-0 |
1239-1 |
|
S3 |
1227-0 |
1231-0 |
1238-5 |
|
S4 |
1222-0 |
1226-0 |
1237-2 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1345-3 |
1332-5 |
1262-0 |
|
R3 |
1305-3 |
1292-5 |
1251-0 |
|
R2 |
1265-3 |
1265-3 |
1247-3 |
|
R1 |
1252-5 |
1252-5 |
1243-5 |
1259-0 |
PP |
1225-3 |
1225-3 |
1225-3 |
1228-4 |
S1 |
1212-5 |
1212-5 |
1236-3 |
1219-0 |
S2 |
1185-3 |
1185-3 |
1232-5 |
|
S3 |
1145-3 |
1172-5 |
1229-0 |
|
S4 |
1105-3 |
1132-5 |
1218-0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1259-2 |
2.618 |
1251-1 |
1.618 |
1246-1 |
1.000 |
1243-0 |
0.618 |
1241-1 |
HIGH |
1238-0 |
0.618 |
1236-1 |
0.500 |
1235-4 |
0.382 |
1234-7 |
LOW |
1233-0 |
0.618 |
1229-7 |
1.000 |
1228-0 |
1.618 |
1224-7 |
2.618 |
1219-7 |
4.250 |
1211-6 |
|
|
Fisher Pivots for day following 12-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1238-4 |
1235-1 |
PP |
1237-0 |
1230-3 |
S1 |
1235-4 |
1225-4 |
|