CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 18-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
880-0 |
875-4 |
-4-4 |
-0.5% |
827-0 |
High |
883-0 |
886-4 |
3-4 |
0.4% |
876-0 |
Low |
870-0 |
875-0 |
5-0 |
0.6% |
827-0 |
Close |
880-4 |
886-0 |
5-4 |
0.6% |
865-6 |
Range |
13-0 |
11-4 |
-1-4 |
-11.5% |
49-0 |
ATR |
26-3 |
25-3 |
-1-1 |
-4.0% |
0-0 |
Volume |
4,321 |
6,486 |
2,165 |
50.1% |
32,169 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
917-0 |
913-0 |
892-3 |
|
R3 |
905-4 |
901-4 |
889-1 |
|
R2 |
894-0 |
894-0 |
888-1 |
|
R1 |
890-0 |
890-0 |
887-0 |
892-0 |
PP |
882-4 |
882-4 |
882-4 |
883-4 |
S1 |
878-4 |
878-4 |
885-0 |
880-4 |
S2 |
871-0 |
871-0 |
883-7 |
|
S3 |
859-4 |
867-0 |
882-7 |
|
S4 |
848-0 |
855-4 |
879-5 |
|
|
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 |
843-0 |
45-0 |
5.1% |
18-4 |
2.1% |
96% |
False |
False |
6,338 |
10 |
888-0 |
787-4 |
100-4 |
11.3% |
17-6 |
2.0% |
98% |
False |
False |
6,316 |
20 |
915-0 |
787-4 |
127-4 |
14.4% |
16-6 |
1.9% |
77% |
False |
False |
5,185 |
40 |
1002-0 |
787-4 |
214-4 |
24.2% |
21-5 |
2.4% |
46% |
False |
False |
4,328 |
60 |
1238-0 |
787-4 |
450-4 |
50.8% |
21-6 |
2.5% |
22% |
False |
False |
3,734 |
80 |
1396-0 |
787-4 |
608-4 |
68.7% |
21-2 |
2.4% |
16% |
False |
False |
3,151 |
100 |
1450-0 |
787-4 |
662-4 |
74.8% |
22-1 |
2.5% |
15% |
False |
False |
2,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
935-3 |
2.618 |
916-5 |
1.618 |
905-1 |
1.000 |
898-0 |
0.618 |
893-5 |
HIGH |
886-4 |
0.618 |
882-1 |
0.500 |
880-6 |
0.382 |
879-3 |
LOW |
875-0 |
0.618 |
867-7 |
1.000 |
863-4 |
1.618 |
856-3 |
2.618 |
844-7 |
4.250 |
826-1 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
884-2 |
882-2 |
PP |
882-4 |
878-4 |
S1 |
880-6 |
874-6 |
|