CME Pit-Traded Soybean Future July 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 |
1248-0 |
1255-0 |
7-0 |
0.6% |
1203-0 |
| High |
1252-0 |
1255-0 |
3-0 |
0.2% |
1250-0 |
| Low |
1225-0 |
1235-0 |
10-0 |
0.8% |
1154-0 |
| Close |
1241-0 |
1239-4 |
-1-4 |
-0.1% |
1192-0 |
| Range |
27-0 |
20-0 |
-7-0 |
-25.9% |
96-0 |
| ATR |
38-3 |
37-0 |
-1-2 |
-3.4% |
0-0 |
| Volume |
2,636 |
3,340 |
704 |
26.7% |
10,153 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1303-1 |
1291-3 |
1250-4 |
|
| R3 |
1283-1 |
1271-3 |
1245-0 |
|
| R2 |
1263-1 |
1263-1 |
1243-1 |
|
| R1 |
1251-3 |
1251-3 |
1241-3 |
1247-2 |
| PP |
1243-1 |
1243-1 |
1243-1 |
1241-1 |
| S1 |
1231-3 |
1231-3 |
1237-5 |
1227-2 |
| S2 |
1223-1 |
1223-1 |
1235-7 |
|
| S3 |
1203-1 |
1211-3 |
1234-0 |
|
| S4 |
1183-1 |
1191-3 |
1228-4 |
|
|
| 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 |
1340-0 |
|
2.618 |
1307-3 |
|
1.618 |
1287-3 |
|
1.000 |
1275-0 |
|
0.618 |
1267-3 |
|
HIGH |
1255-0 |
|
0.618 |
1247-3 |
|
0.500 |
1245-0 |
|
0.382 |
1242-5 |
|
LOW |
1235-0 |
|
0.618 |
1222-5 |
|
1.000 |
1215-0 |
|
1.618 |
1202-5 |
|
2.618 |
1182-5 |
|
4.250 |
1150-0 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1245-0 |
1243-4 |
| PP |
1243-1 |
1242-1 |
| S1 |
1241-3 |
1240-7 |
|