CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 01-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1130-0 |
1099-0 |
-31-0 |
-2.7% |
1231-0 |
High |
1130-0 |
1116-0 |
-14-0 |
-1.2% |
1262-0 |
Low |
1098-0 |
1097-0 |
-1-0 |
-0.1% |
1213-0 |
Close |
1099-0 |
1106-2 |
7-2 |
0.7% |
1217-2 |
Range |
32-0 |
19-0 |
-13-0 |
-40.6% |
49-0 |
ATR |
38-3 |
37-0 |
-1-3 |
-3.6% |
0-0 |
Volume |
3,868 |
7,708 |
3,840 |
99.3% |
11,316 |
|
Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1163-3 |
1153-7 |
1116-6 |
|
R3 |
1144-3 |
1134-7 |
1111-4 |
|
R2 |
1125-3 |
1125-3 |
1109-6 |
|
R1 |
1115-7 |
1115-7 |
1108-0 |
1120-5 |
PP |
1106-3 |
1106-3 |
1106-3 |
1108-6 |
S1 |
1096-7 |
1096-7 |
1104-4 |
1101-5 |
S2 |
1087-3 |
1087-3 |
1102-6 |
|
S3 |
1068-3 |
1077-7 |
1101-0 |
|
S4 |
1049-3 |
1058-7 |
1095-6 |
|
|
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 |
1196-6 |
2.618 |
1165-6 |
1.618 |
1146-6 |
1.000 |
1135-0 |
0.618 |
1127-6 |
HIGH |
1116-0 |
0.618 |
1108-6 |
0.500 |
1106-4 |
0.382 |
1104-2 |
LOW |
1097-0 |
0.618 |
1085-2 |
1.000 |
1078-0 |
1.618 |
1066-2 |
2.618 |
1047-2 |
4.250 |
1016-2 |
|
|
Fisher Pivots for day following 01-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1106-4 |
1132-4 |
PP |
1106-3 |
1123-6 |
S1 |
1106-3 |
1115-0 |
|