CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1233-0 |
1212-0 |
-21-0 |
-1.7% |
1247-0 |
| High |
1238-0 |
1213-0 |
-25-0 |
-2.0% |
1247-0 |
| Low |
1222-0 |
1203-0 |
-19-0 |
-1.6% |
1203-0 |
| Close |
1224-4 |
1207-0 |
-17-4 |
-1.4% |
1207-0 |
| Range |
16-0 |
10-0 |
-6-0 |
-37.5% |
44-0 |
| ATR |
33-3 |
32-5 |
-0-7 |
-2.5% |
0-0 |
| Volume |
738 |
948 |
210 |
28.5% |
7,416 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1237-5 |
1232-3 |
1212-4 |
|
| R3 |
1227-5 |
1222-3 |
1209-6 |
|
| R2 |
1217-5 |
1217-5 |
1208-7 |
|
| R1 |
1212-3 |
1212-3 |
1207-7 |
1210-0 |
| PP |
1207-5 |
1207-5 |
1207-5 |
1206-4 |
| S1 |
1202-3 |
1202-3 |
1206-1 |
1200-0 |
| S2 |
1197-5 |
1197-5 |
1205-1 |
|
| S3 |
1187-5 |
1192-3 |
1204-2 |
|
| S4 |
1177-5 |
1182-3 |
1201-4 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1351-0 |
1323-0 |
1231-2 |
|
| R3 |
1307-0 |
1279-0 |
1219-1 |
|
| R2 |
1263-0 |
1263-0 |
1215-1 |
|
| R1 |
1235-0 |
1235-0 |
1211-0 |
1227-0 |
| PP |
1219-0 |
1219-0 |
1219-0 |
1215-0 |
| S1 |
1191-0 |
1191-0 |
1203-0 |
1183-0 |
| S2 |
1175-0 |
1175-0 |
1198-7 |
|
| S3 |
1131-0 |
1147-0 |
1194-7 |
|
| S4 |
1087-0 |
1103-0 |
1182-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1247-0 |
1203-0 |
44-0 |
3.6% |
13-0 |
1.1% |
9% |
False |
True |
1,483 |
| 10 |
1247-0 |
1147-0 |
100-0 |
8.3% |
16-2 |
1.4% |
60% |
False |
False |
1,481 |
| 20 |
1373-0 |
1147-0 |
226-0 |
18.7% |
20-0 |
1.7% |
27% |
False |
False |
1,375 |
| 40 |
1418-0 |
1147-0 |
271-0 |
22.5% |
23-2 |
1.9% |
22% |
False |
False |
1,300 |
| 60 |
1642-0 |
1147-0 |
495-0 |
41.0% |
24-1 |
2.0% |
12% |
False |
False |
1,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1255-4 |
|
2.618 |
1239-1 |
|
1.618 |
1229-1 |
|
1.000 |
1223-0 |
|
0.618 |
1219-1 |
|
HIGH |
1213-0 |
|
0.618 |
1209-1 |
|
0.500 |
1208-0 |
|
0.382 |
1206-7 |
|
LOW |
1203-0 |
|
0.618 |
1196-7 |
|
1.000 |
1193-0 |
|
1.618 |
1186-7 |
|
2.618 |
1176-7 |
|
4.250 |
1160-4 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1208-0 |
1224-0 |
| PP |
1207-5 |
1218-3 |
| S1 |
1207-3 |
1212-5 |
|