CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1169-0 |
1177-0 |
8-0 |
0.7% |
1229-0 |
| High |
1169-0 |
1187-0 |
18-0 |
1.5% |
1229-0 |
| Low |
1147-0 |
1170-0 |
23-0 |
2.0% |
1147-0 |
| Close |
1150-2 |
1182-0 |
31-6 |
2.8% |
1182-0 |
| Range |
22-0 |
17-0 |
-5-0 |
-22.7% |
82-0 |
| ATR |
33-6 |
34-0 |
0-2 |
0.6% |
0-0 |
| Volume |
1,572 |
3,034 |
1,462 |
93.0% |
7,395 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1230-5 |
1223-3 |
1191-3 |
|
| R3 |
1213-5 |
1206-3 |
1186-5 |
|
| R2 |
1196-5 |
1196-5 |
1185-1 |
|
| R1 |
1189-3 |
1189-3 |
1183-4 |
1193-0 |
| PP |
1179-5 |
1179-5 |
1179-5 |
1181-4 |
| S1 |
1172-3 |
1172-3 |
1180-4 |
1176-0 |
| S2 |
1162-5 |
1162-5 |
1178-7 |
|
| S3 |
1145-5 |
1155-3 |
1177-3 |
|
| S4 |
1128-5 |
1138-3 |
1172-5 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1432-0 |
1389-0 |
1227-1 |
|
| R3 |
1350-0 |
1307-0 |
1204-4 |
|
| R2 |
1268-0 |
1268-0 |
1197-0 |
|
| R1 |
1225-0 |
1225-0 |
1189-4 |
1205-4 |
| PP |
1186-0 |
1186-0 |
1186-0 |
1176-2 |
| S1 |
1143-0 |
1143-0 |
1174-4 |
1123-4 |
| S2 |
1104-0 |
1104-0 |
1167-0 |
|
| S3 |
1022-0 |
1061-0 |
1159-4 |
|
| S4 |
940-0 |
979-0 |
1136-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1259-2 |
|
2.618 |
1231-4 |
|
1.618 |
1214-4 |
|
1.000 |
1204-0 |
|
0.618 |
1197-4 |
|
HIGH |
1187-0 |
|
0.618 |
1180-4 |
|
0.500 |
1178-4 |
|
0.382 |
1176-4 |
|
LOW |
1170-0 |
|
0.618 |
1159-4 |
|
1.000 |
1153-0 |
|
1.618 |
1142-4 |
|
2.618 |
1125-4 |
|
4.250 |
1097-6 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1180-7 |
1177-0 |
| PP |
1179-5 |
1172-0 |
| S1 |
1178-4 |
1167-0 |
|