CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1233-0 |
1229-0 |
-4-0 |
-0.3% |
1218-0 |
| High |
1238-0 |
1229-0 |
-9-0 |
-0.7% |
1238-0 |
| Low |
1233-0 |
1215-0 |
-18-0 |
-1.5% |
1198-0 |
| Close |
1240-0 |
1216-0 |
-24-0 |
-1.9% |
1240-0 |
| Range |
5-0 |
14-0 |
9-0 |
180.0% |
40-0 |
| ATR |
34-4 |
33-6 |
-0-5 |
-2.0% |
0-0 |
| Volume |
2,090 |
958 |
-1,132 |
-54.2% |
7,236 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1262-0 |
1253-0 |
1223-6 |
|
| R3 |
1248-0 |
1239-0 |
1219-7 |
|
| R2 |
1234-0 |
1234-0 |
1218-5 |
|
| R1 |
1225-0 |
1225-0 |
1217-2 |
1222-4 |
| PP |
1220-0 |
1220-0 |
1220-0 |
1218-6 |
| S1 |
1211-0 |
1211-0 |
1214-6 |
1208-4 |
| S2 |
1206-0 |
1206-0 |
1213-3 |
|
| S3 |
1192-0 |
1197-0 |
1212-1 |
|
| S4 |
1178-0 |
1183-0 |
1208-2 |
|
|
| 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 |
1288-4 |
|
2.618 |
1265-5 |
|
1.618 |
1251-5 |
|
1.000 |
1243-0 |
|
0.618 |
1237-5 |
|
HIGH |
1229-0 |
|
0.618 |
1223-5 |
|
0.500 |
1222-0 |
|
0.382 |
1220-3 |
|
LOW |
1215-0 |
|
0.618 |
1206-3 |
|
1.000 |
1201-0 |
|
1.618 |
1192-3 |
|
2.618 |
1178-3 |
|
4.250 |
1155-4 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1222-0 |
1225-4 |
| PP |
1220-0 |
1222-3 |
| S1 |
1218-0 |
1219-1 |
|