CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1203-0 |
1200-4 |
-2-4 |
-0.2% |
1223-0 |
| High |
1250-0 |
1207-0 |
-43-0 |
-3.4% |
1260-0 |
| Low |
1203-0 |
1155-0 |
-48-0 |
-4.0% |
1210-0 |
| Close |
1223-0 |
1169-0 |
-54-0 |
-4.4% |
1247-4 |
| Range |
47-0 |
52-0 |
5-0 |
10.6% |
50-0 |
| ATR |
|
|
|
|
|
| Volume |
1,102 |
1,700 |
598 |
54.3% |
8,782 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1333-0 |
1303-0 |
1197-5 |
|
| R3 |
1281-0 |
1251-0 |
1183-2 |
|
| R2 |
1229-0 |
1229-0 |
1178-4 |
|
| R1 |
1199-0 |
1199-0 |
1173-6 |
1188-0 |
| PP |
1177-0 |
1177-0 |
1177-0 |
1171-4 |
| S1 |
1147-0 |
1147-0 |
1164-2 |
1136-0 |
| S2 |
1125-0 |
1125-0 |
1159-4 |
|
| S3 |
1073-0 |
1095-0 |
1154-6 |
|
| S4 |
1021-0 |
1043-0 |
1140-3 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1389-1 |
1368-3 |
1275-0 |
|
| R3 |
1339-1 |
1318-3 |
1261-2 |
|
| R2 |
1289-1 |
1289-1 |
1256-5 |
|
| R1 |
1268-3 |
1268-3 |
1252-1 |
1278-6 |
| PP |
1239-1 |
1239-1 |
1239-1 |
1244-3 |
| S1 |
1218-3 |
1218-3 |
1242-7 |
1228-6 |
| S2 |
1189-1 |
1189-1 |
1238-3 |
|
| S3 |
1139-1 |
1168-3 |
1233-6 |
|
| S4 |
1089-1 |
1118-3 |
1220-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1428-0 |
|
2.618 |
1343-1 |
|
1.618 |
1291-1 |
|
1.000 |
1259-0 |
|
0.618 |
1239-1 |
|
HIGH |
1207-0 |
|
0.618 |
1187-1 |
|
0.500 |
1181-0 |
|
0.382 |
1174-7 |
|
LOW |
1155-0 |
|
0.618 |
1122-7 |
|
1.000 |
1103-0 |
|
1.618 |
1070-7 |
|
2.618 |
1018-7 |
|
4.250 |
934-0 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1181-0 |
1207-4 |
| PP |
1177-0 |
1194-5 |
| S1 |
1173-0 |
1181-7 |
|