CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1099-0 |
1089-0 |
-10-0 |
-0.9% |
1231-0 |
| High |
1116-0 |
1089-0 |
-27-0 |
-2.4% |
1262-0 |
| Low |
1097-0 |
1050-0 |
-47-0 |
-4.3% |
1213-0 |
| Close |
1106-2 |
1055-0 |
-51-2 |
-4.6% |
1217-2 |
| Range |
19-0 |
39-0 |
20-0 |
105.3% |
49-0 |
| ATR |
37-0 |
38-3 |
1-3 |
3.7% |
0-0 |
| Volume |
7,708 |
6,810 |
-898 |
-11.7% |
11,316 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1181-5 |
1157-3 |
1076-4 |
|
| R3 |
1142-5 |
1118-3 |
1065-6 |
|
| R2 |
1103-5 |
1103-5 |
1062-1 |
|
| R1 |
1079-3 |
1079-3 |
1058-5 |
1072-0 |
| PP |
1064-5 |
1064-5 |
1064-5 |
1061-0 |
| S1 |
1040-3 |
1040-3 |
1051-3 |
1033-0 |
| S2 |
1025-5 |
1025-5 |
1047-7 |
|
| S3 |
986-5 |
1001-3 |
1044-2 |
|
| S4 |
947-5 |
962-3 |
1033-4 |
|
|
| 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 |
1254-6 |
|
2.618 |
1191-1 |
|
1.618 |
1152-1 |
|
1.000 |
1128-0 |
|
0.618 |
1113-1 |
|
HIGH |
1089-0 |
|
0.618 |
1074-1 |
|
0.500 |
1069-4 |
|
0.382 |
1064-7 |
|
LOW |
1050-0 |
|
0.618 |
1025-7 |
|
1.000 |
1011-0 |
|
1.618 |
986-7 |
|
2.618 |
947-7 |
|
4.250 |
884-2 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1069-4 |
1090-0 |
| PP |
1064-5 |
1078-3 |
| S1 |
1059-7 |
1066-5 |
|