CME Pit-Traded Soybean Future July 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 |
1193-0 |
1231-0 |
38-0 |
3.2% |
1203-0 |
| High |
1197-0 |
1262-0 |
65-0 |
5.4% |
1250-0 |
| Low |
1174-0 |
1231-0 |
57-0 |
4.9% |
1154-0 |
| Close |
1192-0 |
1258-0 |
66-0 |
5.5% |
1192-0 |
| Range |
23-0 |
31-0 |
8-0 |
34.8% |
96-0 |
| ATR |
36-3 |
38-6 |
2-3 |
6.6% |
0-0 |
| Volume |
2,087 |
1,752 |
-335 |
-16.1% |
10,153 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1343-3 |
1331-5 |
1275-0 |
|
| R3 |
1312-3 |
1300-5 |
1266-4 |
|
| R2 |
1281-3 |
1281-3 |
1263-5 |
|
| R1 |
1269-5 |
1269-5 |
1260-7 |
1275-4 |
| PP |
1250-3 |
1250-3 |
1250-3 |
1253-2 |
| S1 |
1238-5 |
1238-5 |
1255-1 |
1244-4 |
| S2 |
1219-3 |
1219-3 |
1252-3 |
|
| S3 |
1188-3 |
1207-5 |
1249-4 |
|
| S4 |
1157-3 |
1176-5 |
1241-0 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1486-5 |
1435-3 |
1244-6 |
|
| R3 |
1390-5 |
1339-3 |
1218-3 |
|
| R2 |
1294-5 |
1294-5 |
1209-5 |
|
| R1 |
1243-3 |
1243-3 |
1200-6 |
1221-0 |
| PP |
1198-5 |
1198-5 |
1198-5 |
1187-4 |
| S1 |
1147-3 |
1147-3 |
1183-2 |
1125-0 |
| S2 |
1102-5 |
1102-5 |
1174-3 |
|
| S3 |
1006-5 |
1051-3 |
1165-5 |
|
| S4 |
910-5 |
955-3 |
1139-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1393-6 |
|
2.618 |
1343-1 |
|
1.618 |
1312-1 |
|
1.000 |
1293-0 |
|
0.618 |
1281-1 |
|
HIGH |
1262-0 |
|
0.618 |
1250-1 |
|
0.500 |
1246-4 |
|
0.382 |
1242-7 |
|
LOW |
1231-0 |
|
0.618 |
1211-7 |
|
1.000 |
1200-0 |
|
1.618 |
1180-7 |
|
2.618 |
1149-7 |
|
4.250 |
1099-2 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1254-1 |
1241-3 |
| PP |
1250-3 |
1224-5 |
| S1 |
1246-4 |
1208-0 |
|