CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 16-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1229-0 |
1190-0 |
-39-0 |
-3.2% |
1218-0 |
High |
1229-0 |
1195-0 |
-34-0 |
-2.8% |
1238-0 |
Low |
1215-0 |
1150-0 |
-65-0 |
-5.3% |
1198-0 |
Close |
1216-0 |
1161-0 |
-55-0 |
-4.5% |
1240-0 |
Range |
14-0 |
45-0 |
31-0 |
221.4% |
40-0 |
ATR |
33-6 |
36-1 |
2-2 |
6.8% |
0-0 |
Volume |
958 |
801 |
-157 |
-16.4% |
7,236 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1303-5 |
1277-3 |
1185-6 |
|
R3 |
1258-5 |
1232-3 |
1173-3 |
|
R2 |
1213-5 |
1213-5 |
1169-2 |
|
R1 |
1187-3 |
1187-3 |
1165-1 |
1178-0 |
PP |
1168-5 |
1168-5 |
1168-5 |
1164-0 |
S1 |
1142-3 |
1142-3 |
1156-7 |
1133-0 |
S2 |
1123-5 |
1123-5 |
1152-6 |
|
S3 |
1078-5 |
1097-3 |
1148-5 |
|
S4 |
1033-5 |
1052-3 |
1136-2 |
|
|
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 |
1386-2 |
2.618 |
1312-6 |
1.618 |
1267-6 |
1.000 |
1240-0 |
0.618 |
1222-6 |
HIGH |
1195-0 |
0.618 |
1177-6 |
0.500 |
1172-4 |
0.382 |
1167-2 |
LOW |
1150-0 |
0.618 |
1122-2 |
1.000 |
1105-0 |
1.618 |
1077-2 |
2.618 |
1032-2 |
4.250 |
958-6 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1172-4 |
1194-0 |
PP |
1168-5 |
1183-0 |
S1 |
1164-7 |
1172-0 |
|