CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1596-0 |
1535-0 |
-61-0 |
-3.8% |
1600-0 |
| High |
1596-0 |
1580-0 |
-16-0 |
-1.0% |
1640-0 |
| Low |
1541-0 |
1524-0 |
-17-0 |
-1.1% |
1509-0 |
| Close |
1541-4 |
1573-4 |
32-0 |
2.1% |
1618-0 |
| Range |
55-0 |
56-0 |
1-0 |
1.8% |
131-0 |
| ATR |
|
|
|
|
|
| Volume |
1,866 |
1,283 |
-583 |
-31.2% |
5,485 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1727-1 |
1706-3 |
1604-2 |
|
| R3 |
1671-1 |
1650-3 |
1588-7 |
|
| R2 |
1615-1 |
1615-1 |
1583-6 |
|
| R1 |
1594-3 |
1594-3 |
1578-5 |
1604-6 |
| PP |
1559-1 |
1559-1 |
1559-1 |
1564-3 |
| S1 |
1538-3 |
1538-3 |
1568-3 |
1548-6 |
| S2 |
1503-1 |
1503-1 |
1563-2 |
|
| S3 |
1447-1 |
1482-3 |
1558-1 |
|
| S4 |
1391-1 |
1426-3 |
1542-6 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1982-0 |
1931-0 |
1690-0 |
|
| R3 |
1851-0 |
1800-0 |
1654-0 |
|
| R2 |
1720-0 |
1720-0 |
1642-0 |
|
| R1 |
1669-0 |
1669-0 |
1630-0 |
1694-4 |
| PP |
1589-0 |
1589-0 |
1589-0 |
1601-6 |
| S1 |
1538-0 |
1538-0 |
1606-0 |
1563-4 |
| S2 |
1458-0 |
1458-0 |
1594-0 |
|
| S3 |
1327-0 |
1407-0 |
1582-0 |
|
| S4 |
1196-0 |
1276-0 |
1546-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1818-0 |
|
2.618 |
1726-5 |
|
1.618 |
1670-5 |
|
1.000 |
1636-0 |
|
0.618 |
1614-5 |
|
HIGH |
1580-0 |
|
0.618 |
1558-5 |
|
0.500 |
1552-0 |
|
0.382 |
1545-3 |
|
LOW |
1524-0 |
|
0.618 |
1489-3 |
|
1.000 |
1468-0 |
|
1.618 |
1433-3 |
|
2.618 |
1377-3 |
|
4.250 |
1286-0 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1566-3 |
1569-3 |
| PP |
1559-1 |
1565-1 |
| S1 |
1552-0 |
1561-0 |
|