CME Pit-Traded Soybean Future July 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 |
1255-0 |
1227-0 |
-28-0 |
-2.2% |
1203-0 |
| High |
1255-0 |
1250-0 |
-5-0 |
-0.4% |
1250-0 |
| Low |
1235-0 |
1227-0 |
-8-0 |
-0.6% |
1154-0 |
| Close |
1239-4 |
1234-6 |
-4-6 |
-0.4% |
1192-0 |
| Range |
20-0 |
23-0 |
3-0 |
15.0% |
96-0 |
| ATR |
37-0 |
36-0 |
-1-0 |
-2.7% |
0-0 |
| Volume |
3,340 |
1,626 |
-1,714 |
-51.3% |
10,153 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1306-2 |
1293-4 |
1247-3 |
|
| R3 |
1283-2 |
1270-4 |
1241-1 |
|
| R2 |
1260-2 |
1260-2 |
1239-0 |
|
| R1 |
1247-4 |
1247-4 |
1236-7 |
1253-7 |
| PP |
1237-2 |
1237-2 |
1237-2 |
1240-4 |
| S1 |
1224-4 |
1224-4 |
1232-5 |
1230-7 |
| S2 |
1214-2 |
1214-2 |
1230-4 |
|
| S3 |
1191-2 |
1201-4 |
1228-3 |
|
| S4 |
1168-2 |
1178-4 |
1222-1 |
|
|
| 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 |
1347-6 |
|
2.618 |
1310-2 |
|
1.618 |
1287-2 |
|
1.000 |
1273-0 |
|
0.618 |
1264-2 |
|
HIGH |
1250-0 |
|
0.618 |
1241-2 |
|
0.500 |
1238-4 |
|
0.382 |
1235-6 |
|
LOW |
1227-0 |
|
0.618 |
1212-6 |
|
1.000 |
1204-0 |
|
1.618 |
1189-6 |
|
2.618 |
1166-6 |
|
4.250 |
1129-2 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1238-4 |
1240-0 |
| PP |
1237-2 |
1238-2 |
| S1 |
1236-0 |
1236-4 |
|