CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 30-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1166-0 |
1130-0 |
-36-0 |
-3.1% |
1231-0 |
High |
1168-0 |
1130-0 |
-38-0 |
-3.3% |
1262-0 |
Low |
1147-2 |
1098-0 |
-49-2 |
-4.3% |
1213-0 |
Close |
1147-2 |
1099-0 |
-48-2 |
-4.2% |
1217-2 |
Range |
20-6 |
32-0 |
11-2 |
54.2% |
49-0 |
ATR |
37-4 |
38-3 |
0-7 |
2.2% |
0-0 |
Volume |
2,506 |
3,868 |
1,362 |
54.3% |
11,316 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1205-0 |
1184-0 |
1116-5 |
|
R3 |
1173-0 |
1152-0 |
1107-6 |
|
R2 |
1141-0 |
1141-0 |
1104-7 |
|
R1 |
1120-0 |
1120-0 |
1101-7 |
1114-4 |
PP |
1109-0 |
1109-0 |
1109-0 |
1106-2 |
S1 |
1088-0 |
1088-0 |
1096-1 |
1082-4 |
S2 |
1077-0 |
1077-0 |
1093-1 |
|
S3 |
1045-0 |
1056-0 |
1090-2 |
|
S4 |
1013-0 |
1024-0 |
1081-3 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1377-6 |
1346-4 |
1244-2 |
|
R3 |
1328-6 |
1297-4 |
1230-6 |
|
R2 |
1279-6 |
1279-6 |
1226-2 |
|
R1 |
1248-4 |
1248-4 |
1221-6 |
1239-5 |
PP |
1230-6 |
1230-6 |
1230-6 |
1226-2 |
S1 |
1199-4 |
1199-4 |
1212-6 |
1190-5 |
S2 |
1181-6 |
1181-6 |
1208-2 |
|
S3 |
1132-6 |
1150-4 |
1203-6 |
|
S4 |
1083-6 |
1101-4 |
1190-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1266-0 |
2.618 |
1213-6 |
1.618 |
1181-6 |
1.000 |
1162-0 |
0.618 |
1149-6 |
HIGH |
1130-0 |
0.618 |
1117-6 |
0.500 |
1114-0 |
0.382 |
1110-2 |
LOW |
1098-0 |
0.618 |
1078-2 |
1.000 |
1066-0 |
1.618 |
1046-2 |
2.618 |
1014-2 |
4.250 |
962-0 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1114-0 |
1163-4 |
PP |
1109-0 |
1142-0 |
S1 |
1104-0 |
1120-4 |
|