CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1234-0 |
1242-0 |
8-0 |
0.6% |
1229-0 |
| High |
1234-0 |
1245-0 |
11-0 |
0.9% |
1229-0 |
| Low |
1215-0 |
1225-0 |
10-0 |
0.8% |
1147-0 |
| Close |
1230-2 |
1229-4 |
-0-6 |
-0.1% |
1182-0 |
| Range |
19-0 |
20-0 |
1-0 |
5.3% |
82-0 |
| ATR |
35-7 |
34-6 |
-1-1 |
-3.2% |
0-0 |
| Volume |
1,852 |
3,174 |
1,322 |
71.4% |
7,395 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1293-1 |
1281-3 |
1240-4 |
|
| R3 |
1273-1 |
1261-3 |
1235-0 |
|
| R2 |
1253-1 |
1253-1 |
1233-1 |
|
| R1 |
1241-3 |
1241-3 |
1231-3 |
1237-2 |
| PP |
1233-1 |
1233-1 |
1233-1 |
1231-1 |
| S1 |
1221-3 |
1221-3 |
1227-5 |
1217-2 |
| S2 |
1213-1 |
1213-1 |
1225-7 |
|
| S3 |
1193-1 |
1201-3 |
1224-0 |
|
| S4 |
1173-1 |
1181-3 |
1218-4 |
|
|
| 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 |
1330-0 |
|
2.618 |
1297-3 |
|
1.618 |
1277-3 |
|
1.000 |
1265-0 |
|
0.618 |
1257-3 |
|
HIGH |
1245-0 |
|
0.618 |
1237-3 |
|
0.500 |
1235-0 |
|
0.382 |
1232-5 |
|
LOW |
1225-0 |
|
0.618 |
1212-5 |
|
1.000 |
1205-0 |
|
1.618 |
1192-5 |
|
2.618 |
1172-5 |
|
4.250 |
1140-0 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1235-0 |
1231-0 |
| PP |
1233-1 |
1230-4 |
| S1 |
1231-3 |
1230-0 |
|