CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1200-4 |
1175-0 |
-25-4 |
-2.1% |
1223-0 |
| High |
1207-0 |
1184-0 |
-23-0 |
-1.9% |
1260-0 |
| Low |
1155-0 |
1155-0 |
0-0 |
0.0% |
1210-0 |
| Close |
1169-0 |
1180-4 |
11-4 |
1.0% |
1247-4 |
| Range |
52-0 |
29-0 |
-23-0 |
-44.2% |
50-0 |
| ATR |
|
|
|
|
|
| Volume |
1,700 |
2,868 |
1,168 |
68.7% |
8,782 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1260-1 |
1249-3 |
1196-4 |
|
| R3 |
1231-1 |
1220-3 |
1188-4 |
|
| R2 |
1202-1 |
1202-1 |
1185-7 |
|
| R1 |
1191-3 |
1191-3 |
1183-1 |
1196-6 |
| PP |
1173-1 |
1173-1 |
1173-1 |
1175-7 |
| S1 |
1162-3 |
1162-3 |
1177-7 |
1167-6 |
| S2 |
1144-1 |
1144-1 |
1175-1 |
|
| S3 |
1115-1 |
1133-3 |
1172-4 |
|
| S4 |
1086-1 |
1104-3 |
1164-4 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1389-1 |
1368-3 |
1275-0 |
|
| R3 |
1339-1 |
1318-3 |
1261-2 |
|
| R2 |
1289-1 |
1289-1 |
1256-5 |
|
| R1 |
1268-3 |
1268-3 |
1252-1 |
1278-6 |
| PP |
1239-1 |
1239-1 |
1239-1 |
1244-3 |
| S1 |
1218-3 |
1218-3 |
1242-7 |
1228-6 |
| S2 |
1189-1 |
1189-1 |
1238-3 |
|
| S3 |
1139-1 |
1168-3 |
1233-6 |
|
| S4 |
1089-1 |
1118-3 |
1220-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1307-2 |
|
2.618 |
1259-7 |
|
1.618 |
1230-7 |
|
1.000 |
1213-0 |
|
0.618 |
1201-7 |
|
HIGH |
1184-0 |
|
0.618 |
1172-7 |
|
0.500 |
1169-4 |
|
0.382 |
1166-1 |
|
LOW |
1155-0 |
|
0.618 |
1137-1 |
|
1.000 |
1126-0 |
|
1.618 |
1108-1 |
|
2.618 |
1079-1 |
|
4.250 |
1031-6 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1176-7 |
1202-4 |
| PP |
1173-1 |
1195-1 |
| S1 |
1169-4 |
1187-7 |
|