CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1230-0 |
1238-4 |
8-4 |
0.7% |
1373-0 |
| High |
1241-0 |
1257-0 |
16-0 |
1.3% |
1373-0 |
| Low |
1230-0 |
1238-4 |
8-4 |
0.7% |
1226-0 |
| Close |
1240-0 |
1256-2 |
16-2 |
1.3% |
1226-0 |
| Range |
11-0 |
18-4 |
7-4 |
68.2% |
147-0 |
| ATR |
38-5 |
37-1 |
-1-3 |
-3.7% |
0-0 |
| Volume |
1,435 |
904 |
-531 |
-37.0% |
6,981 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1306-1 |
1299-5 |
1266-3 |
|
| R3 |
1287-5 |
1281-1 |
1261-3 |
|
| R2 |
1269-1 |
1269-1 |
1259-5 |
|
| R1 |
1262-5 |
1262-5 |
1258-0 |
1265-7 |
| PP |
1250-5 |
1250-5 |
1250-5 |
1252-2 |
| S1 |
1244-1 |
1244-1 |
1254-4 |
1247-3 |
| S2 |
1232-1 |
1232-1 |
1252-7 |
|
| S3 |
1213-5 |
1225-5 |
1251-1 |
|
| S4 |
1195-1 |
1207-1 |
1246-1 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1716-0 |
1618-0 |
1306-7 |
|
| R3 |
1569-0 |
1471-0 |
1266-3 |
|
| R2 |
1422-0 |
1422-0 |
1253-0 |
|
| R1 |
1324-0 |
1324-0 |
1239-4 |
1299-4 |
| PP |
1275-0 |
1275-0 |
1275-0 |
1262-6 |
| S1 |
1177-0 |
1177-0 |
1212-4 |
1152-4 |
| S2 |
1128-0 |
1128-0 |
1199-0 |
|
| S3 |
981-0 |
1030-0 |
1185-5 |
|
| S4 |
834-0 |
883-0 |
1145-1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1335-5 |
|
2.618 |
1305-3 |
|
1.618 |
1286-7 |
|
1.000 |
1275-4 |
|
0.618 |
1268-3 |
|
HIGH |
1257-0 |
|
0.618 |
1249-7 |
|
0.500 |
1247-6 |
|
0.382 |
1245-5 |
|
LOW |
1238-4 |
|
0.618 |
1227-1 |
|
1.000 |
1220-0 |
|
1.618 |
1208-5 |
|
2.618 |
1190-1 |
|
4.250 |
1159-7 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1253-3 |
1251-3 |
| PP |
1250-5 |
1246-3 |
| S1 |
1247-6 |
1241-4 |
|