CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 25-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1242-0 |
1233-0 |
-9-0 |
-0.7% |
1229-0 |
High |
1245-0 |
1238-0 |
-7-0 |
-0.6% |
1229-0 |
Low |
1225-0 |
1222-0 |
-3-0 |
-0.2% |
1147-0 |
Close |
1229-4 |
1224-4 |
-5-0 |
-0.4% |
1182-0 |
Range |
20-0 |
16-0 |
-4-0 |
-20.0% |
82-0 |
ATR |
34-6 |
33-3 |
-1-3 |
-3.9% |
0-0 |
Volume |
3,174 |
738 |
-2,436 |
-76.7% |
7,395 |
|
Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1276-1 |
1266-3 |
1233-2 |
|
R3 |
1260-1 |
1250-3 |
1228-7 |
|
R2 |
1244-1 |
1244-1 |
1227-3 |
|
R1 |
1234-3 |
1234-3 |
1226-0 |
1231-2 |
PP |
1228-1 |
1228-1 |
1228-1 |
1226-5 |
S1 |
1218-3 |
1218-3 |
1223-0 |
1215-2 |
S2 |
1212-1 |
1212-1 |
1221-5 |
|
S3 |
1196-1 |
1202-3 |
1220-1 |
|
S4 |
1180-1 |
1186-3 |
1215-6 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1247-0 |
1170-0 |
77-0 |
6.3% |
14-3 |
1.2% |
71% |
False |
False |
1,900 |
10 |
1247-0 |
1147-0 |
100-0 |
8.2% |
15-6 |
1.3% |
78% |
False |
False |
1,595 |
20 |
1373-0 |
1147-0 |
226-0 |
18.5% |
19-6 |
1.6% |
34% |
False |
False |
1,411 |
40 |
1450-0 |
1147-0 |
303-0 |
24.7% |
23-0 |
1.9% |
26% |
False |
False |
1,309 |
60 |
1642-0 |
1147-0 |
495-0 |
40.4% |
24-4 |
2.0% |
16% |
False |
False |
1,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1306-0 |
2.618 |
1279-7 |
1.618 |
1263-7 |
1.000 |
1254-0 |
0.618 |
1247-7 |
HIGH |
1238-0 |
0.618 |
1231-7 |
0.500 |
1230-0 |
0.382 |
1228-1 |
LOW |
1222-0 |
0.618 |
1212-1 |
1.000 |
1206-0 |
1.618 |
1196-1 |
2.618 |
1180-1 |
4.250 |
1154-0 |
|
|
Fisher Pivots for day following 25-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1230-0 |
1230-0 |
PP |
1228-1 |
1228-1 |
S1 |
1226-3 |
1226-3 |
|