CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 16-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
888-0 |
869-0 |
-19-0 |
-2.1% |
827-0 |
High |
888-0 |
877-0 |
-11-0 |
-1.2% |
876-0 |
Low |
859-0 |
863-0 |
4-0 |
0.5% |
827-0 |
Close |
860-0 |
874-4 |
14-4 |
1.7% |
865-6 |
Range |
29-0 |
14-0 |
-15-0 |
-51.7% |
49-0 |
ATR |
28-2 |
27-4 |
-0-6 |
-2.8% |
0-0 |
Volume |
7,607 |
7,629 |
22 |
0.3% |
32,169 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
913-4 |
908-0 |
882-2 |
|
R3 |
899-4 |
894-0 |
878-3 |
|
R2 |
885-4 |
885-4 |
877-1 |
|
R1 |
880-0 |
880-0 |
875-6 |
882-6 |
PP |
871-4 |
871-4 |
871-4 |
872-7 |
S1 |
866-0 |
866-0 |
873-2 |
868-6 |
S2 |
857-4 |
857-4 |
871-7 |
|
S3 |
843-4 |
852-0 |
870-5 |
|
S4 |
829-4 |
838-0 |
866-6 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1003-2 |
983-4 |
892-6 |
|
R3 |
954-2 |
934-4 |
879-2 |
|
R2 |
905-2 |
905-2 |
874-6 |
|
R1 |
885-4 |
885-4 |
870-2 |
895-3 |
PP |
856-2 |
856-2 |
856-2 |
861-2 |
S1 |
836-4 |
836-4 |
861-2 |
846-3 |
S2 |
807-2 |
807-2 |
856-6 |
|
S3 |
758-2 |
787-4 |
852-2 |
|
S4 |
709-2 |
738-4 |
838-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
888-0 |
840-0 |
48-0 |
5.5% |
21-6 |
2.5% |
72% |
False |
False |
6,111 |
10 |
888-0 |
787-4 |
100-4 |
11.5% |
18-6 |
2.1% |
87% |
False |
False |
6,057 |
20 |
937-4 |
787-4 |
150-0 |
17.2% |
17-4 |
2.0% |
58% |
False |
False |
4,949 |
40 |
1002-0 |
787-4 |
214-4 |
24.5% |
21-7 |
2.5% |
41% |
False |
False |
4,222 |
60 |
1245-0 |
787-4 |
457-4 |
52.3% |
22-0 |
2.5% |
19% |
False |
False |
3,638 |
80 |
1396-0 |
787-4 |
608-4 |
69.6% |
21-3 |
2.4% |
14% |
False |
False |
3,035 |
100 |
1450-0 |
787-4 |
662-4 |
75.8% |
22-3 |
2.6% |
13% |
False |
False |
2,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
936-4 |
2.618 |
913-5 |
1.618 |
899-5 |
1.000 |
891-0 |
0.618 |
885-5 |
HIGH |
877-0 |
0.618 |
871-5 |
0.500 |
870-0 |
0.382 |
868-3 |
LOW |
863-0 |
0.618 |
854-3 |
1.000 |
849-0 |
1.618 |
840-3 |
2.618 |
826-3 |
4.250 |
803-4 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
873-0 |
871-4 |
PP |
871-4 |
868-4 |
S1 |
870-0 |
865-4 |
|