CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 04-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1435-0 |
1368-0 |
-67-0 |
-4.7% |
1435-0 |
| High |
1436-0 |
1368-0 |
-68-0 |
-4.7% |
1445-0 |
| Low |
1397-0 |
1328-0 |
-69-0 |
-4.9% |
1387-0 |
| Close |
1398-0 |
1328-0 |
-70-0 |
-5.0% |
1398-0 |
| Range |
39-0 |
40-0 |
1-0 |
2.6% |
58-0 |
| ATR |
38-3 |
40-5 |
2-2 |
5.9% |
0-0 |
| Volume |
5,619 |
1,511 |
-4,108 |
-73.1% |
12,040 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1461-3 |
1434-5 |
1350-0 |
|
| R3 |
1421-3 |
1394-5 |
1339-0 |
|
| R2 |
1381-3 |
1381-3 |
1335-3 |
|
| R1 |
1354-5 |
1354-5 |
1331-5 |
1348-0 |
| PP |
1341-3 |
1341-3 |
1341-3 |
1338-0 |
| S1 |
1314-5 |
1314-5 |
1324-3 |
1308-0 |
| S2 |
1301-3 |
1301-3 |
1320-5 |
|
| S3 |
1261-3 |
1274-5 |
1317-0 |
|
| S4 |
1221-3 |
1234-5 |
1306-0 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1584-0 |
1549-0 |
1429-7 |
|
| R3 |
1526-0 |
1491-0 |
1414-0 |
|
| R2 |
1468-0 |
1468-0 |
1408-5 |
|
| R1 |
1433-0 |
1433-0 |
1403-3 |
1421-4 |
| PP |
1410-0 |
1410-0 |
1410-0 |
1404-2 |
| S1 |
1375-0 |
1375-0 |
1392-5 |
1363-4 |
| S2 |
1352-0 |
1352-0 |
1387-3 |
|
| S3 |
1294-0 |
1317-0 |
1382-0 |
|
| S4 |
1236-0 |
1259-0 |
1366-1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1538-0 |
|
2.618 |
1472-6 |
|
1.618 |
1432-6 |
|
1.000 |
1408-0 |
|
0.618 |
1392-6 |
|
HIGH |
1368-0 |
|
0.618 |
1352-6 |
|
0.500 |
1348-0 |
|
0.382 |
1343-2 |
|
LOW |
1328-0 |
|
0.618 |
1303-2 |
|
1.000 |
1288-0 |
|
1.618 |
1263-2 |
|
2.618 |
1223-2 |
|
4.250 |
1158-0 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1348-0 |
1386-4 |
| PP |
1341-3 |
1367-0 |
| S1 |
1334-5 |
1347-4 |
|