CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 01-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
908-0 |
884-0 |
-24-0 |
-2.6% |
886-0 |
High |
908-0 |
885-0 |
-23-0 |
-2.5% |
926-0 |
Low |
900-0 |
868-0 |
-32-0 |
-3.6% |
886-0 |
Close |
908-0 |
872-4 |
-35-4 |
-3.9% |
908-0 |
Range |
8-0 |
17-0 |
9-0 |
112.5% |
40-0 |
ATR |
30-1 |
30-7 |
0-6 |
2.3% |
0-0 |
Volume |
2,667 |
3,419 |
752 |
28.2% |
17,398 |
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
926-1 |
916-3 |
881-7 |
|
R3 |
909-1 |
899-3 |
877-1 |
|
R2 |
892-1 |
892-1 |
875-5 |
|
R1 |
882-3 |
882-3 |
874-0 |
878-6 |
PP |
875-1 |
875-1 |
875-1 |
873-3 |
S1 |
865-3 |
865-3 |
871-0 |
861-6 |
S2 |
858-1 |
858-1 |
869-3 |
|
S3 |
841-1 |
848-3 |
867-7 |
|
S4 |
824-1 |
831-3 |
863-1 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1026-5 |
1007-3 |
930-0 |
|
R3 |
986-5 |
967-3 |
919-0 |
|
R2 |
946-5 |
946-5 |
915-3 |
|
R1 |
927-3 |
927-3 |
911-5 |
937-0 |
PP |
906-5 |
906-5 |
906-5 |
911-4 |
S1 |
887-3 |
887-3 |
904-3 |
897-0 |
S2 |
866-5 |
866-5 |
900-5 |
|
S3 |
826-5 |
847-3 |
897-0 |
|
S4 |
786-5 |
807-3 |
886-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
926-0 |
868-0 |
58-0 |
6.6% |
18-4 |
2.1% |
8% |
False |
True |
4,163 |
10 |
945-0 |
863-0 |
82-0 |
9.4% |
18-6 |
2.2% |
12% |
False |
False |
4,046 |
20 |
1012-0 |
863-0 |
149-0 |
17.1% |
21-5 |
2.5% |
6% |
False |
False |
4,186 |
40 |
1035-0 |
863-0 |
172-0 |
19.7% |
24-2 |
2.8% |
6% |
False |
False |
4,792 |
60 |
1262-0 |
863-0 |
399-0 |
45.7% |
25-1 |
2.9% |
2% |
False |
False |
4,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
957-2 |
2.618 |
929-4 |
1.618 |
912-4 |
1.000 |
902-0 |
0.618 |
895-4 |
HIGH |
885-0 |
0.618 |
878-4 |
0.500 |
876-4 |
0.382 |
874-4 |
LOW |
868-0 |
0.618 |
857-4 |
1.000 |
851-0 |
1.618 |
840-4 |
2.618 |
823-4 |
4.250 |
795-6 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
876-4 |
897-0 |
PP |
875-1 |
888-7 |
S1 |
873-7 |
880-5 |
|