CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 23-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1247-0 |
1234-0 |
-13-0 |
-1.0% |
1229-0 |
High |
1247-0 |
1234-0 |
-13-0 |
-1.0% |
1229-0 |
Low |
1247-0 |
1215-0 |
-32-0 |
-2.6% |
1147-0 |
Close |
1247-0 |
1230-2 |
-16-6 |
-1.3% |
1182-0 |
Range |
0-0 |
19-0 |
19-0 |
|
82-0 |
ATR |
36-2 |
35-7 |
-0-2 |
-0.8% |
0-0 |
Volume |
704 |
1,852 |
1,148 |
163.1% |
7,395 |
|
Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1283-3 |
1275-7 |
1240-6 |
|
R3 |
1264-3 |
1256-7 |
1235-4 |
|
R2 |
1245-3 |
1245-3 |
1233-6 |
|
R1 |
1237-7 |
1237-7 |
1232-0 |
1232-1 |
PP |
1226-3 |
1226-3 |
1226-3 |
1223-4 |
S1 |
1218-7 |
1218-7 |
1228-4 |
1213-1 |
S2 |
1207-3 |
1207-3 |
1226-6 |
|
S3 |
1188-3 |
1199-7 |
1225-0 |
|
S4 |
1169-3 |
1180-7 |
1219-6 |
|
|
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 |
1314-6 |
2.618 |
1283-6 |
1.618 |
1264-6 |
1.000 |
1253-0 |
0.618 |
1245-6 |
HIGH |
1234-0 |
0.618 |
1226-6 |
0.500 |
1224-4 |
0.382 |
1222-2 |
LOW |
1215-0 |
0.618 |
1203-2 |
1.000 |
1196-0 |
1.618 |
1184-2 |
2.618 |
1165-2 |
4.250 |
1134-2 |
|
|
Fisher Pivots for day following 23-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1228-3 |
1223-0 |
PP |
1226-3 |
1215-6 |
S1 |
1224-4 |
1208-4 |
|