CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 22-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1177-0 |
1247-0 |
70-0 |
5.9% |
1229-0 |
High |
1187-0 |
1247-0 |
60-0 |
5.1% |
1229-0 |
Low |
1170-0 |
1247-0 |
77-0 |
6.6% |
1147-0 |
Close |
1182-0 |
1247-0 |
65-0 |
5.5% |
1182-0 |
Range |
17-0 |
0-0 |
-17-0 |
-100.0% |
82-0 |
ATR |
34-0 |
36-2 |
2-2 |
6.5% |
0-0 |
Volume |
3,034 |
704 |
-2,330 |
-76.8% |
7,395 |
|
Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1247-0 |
1247-0 |
1247-0 |
|
R3 |
1247-0 |
1247-0 |
1247-0 |
|
R2 |
1247-0 |
1247-0 |
1247-0 |
|
R1 |
1247-0 |
1247-0 |
1247-0 |
1247-0 |
PP |
1247-0 |
1247-0 |
1247-0 |
1247-0 |
S1 |
1247-0 |
1247-0 |
1247-0 |
1247-0 |
S2 |
1247-0 |
1247-0 |
1247-0 |
|
S3 |
1247-0 |
1247-0 |
1247-0 |
|
S4 |
1247-0 |
1247-0 |
1247-0 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1432-0 |
1389-0 |
1227-1 |
|
R3 |
1350-0 |
1307-0 |
1204-4 |
|
R2 |
1268-0 |
1268-0 |
1197-0 |
|
R1 |
1225-0 |
1225-0 |
1189-4 |
1205-4 |
PP |
1186-0 |
1186-0 |
1186-0 |
1176-2 |
S1 |
1143-0 |
1143-0 |
1174-4 |
1123-4 |
S2 |
1104-0 |
1104-0 |
1167-0 |
|
S3 |
1022-0 |
1061-0 |
1159-4 |
|
S4 |
940-0 |
979-0 |
1136-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1247-0 |
2.618 |
1247-0 |
1.618 |
1247-0 |
1.000 |
1247-0 |
0.618 |
1247-0 |
HIGH |
1247-0 |
0.618 |
1247-0 |
0.500 |
1247-0 |
0.382 |
1247-0 |
LOW |
1247-0 |
0.618 |
1247-0 |
1.000 |
1247-0 |
1.618 |
1247-0 |
2.618 |
1247-0 |
4.250 |
1247-0 |
|
|
Fisher Pivots for day following 22-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1247-0 |
1230-3 |
PP |
1247-0 |
1213-5 |
S1 |
1247-0 |
1197-0 |
|