CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1229-0 |
1166-0 |
-63-0 |
-5.1% |
1231-0 |
| High |
1229-0 |
1168-0 |
-61-0 |
-5.0% |
1262-0 |
| Low |
1213-0 |
1147-2 |
-65-6 |
-5.4% |
1213-0 |
| Close |
1217-2 |
1147-2 |
-70-0 |
-5.8% |
1217-2 |
| Range |
16-0 |
20-6 |
4-6 |
29.7% |
49-0 |
| ATR |
35-0 |
37-4 |
2-4 |
7.1% |
0-0 |
| Volume |
1,962 |
2,506 |
544 |
27.7% |
11,316 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1216-3 |
1202-5 |
1158-5 |
|
| R3 |
1195-5 |
1181-7 |
1153-0 |
|
| R2 |
1174-7 |
1174-7 |
1151-0 |
|
| R1 |
1161-1 |
1161-1 |
1149-1 |
1157-5 |
| PP |
1154-1 |
1154-1 |
1154-1 |
1152-4 |
| S1 |
1140-3 |
1140-3 |
1145-3 |
1136-7 |
| S2 |
1133-3 |
1133-3 |
1143-4 |
|
| S3 |
1112-5 |
1119-5 |
1141-4 |
|
| S4 |
1091-7 |
1098-7 |
1135-7 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1377-6 |
1346-4 |
1244-2 |
|
| R3 |
1328-6 |
1297-4 |
1230-6 |
|
| R2 |
1279-6 |
1279-6 |
1226-2 |
|
| R1 |
1248-4 |
1248-4 |
1221-6 |
1239-5 |
| PP |
1230-6 |
1230-6 |
1230-6 |
1226-2 |
| S1 |
1199-4 |
1199-4 |
1212-6 |
1190-5 |
| S2 |
1181-6 |
1181-6 |
1208-2 |
|
| S3 |
1132-6 |
1150-4 |
1203-6 |
|
| S4 |
1083-6 |
1101-4 |
1190-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1256-2 |
|
2.618 |
1222-3 |
|
1.618 |
1201-5 |
|
1.000 |
1188-6 |
|
0.618 |
1180-7 |
|
HIGH |
1168-0 |
|
0.618 |
1160-1 |
|
0.500 |
1157-5 |
|
0.382 |
1155-1 |
|
LOW |
1147-2 |
|
0.618 |
1134-3 |
|
1.000 |
1126-4 |
|
1.618 |
1113-5 |
|
2.618 |
1092-7 |
|
4.250 |
1059-0 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1157-5 |
1198-5 |
| PP |
1154-1 |
1181-4 |
| S1 |
1150-6 |
1164-3 |
|