CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 02-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
884-0 |
882-0 |
-2-0 |
-0.2% |
886-0 |
High |
885-0 |
885-0 |
0-0 |
0.0% |
926-0 |
Low |
868-0 |
853-0 |
-15-0 |
-1.7% |
886-0 |
Close |
872-4 |
853-0 |
-19-4 |
-2.2% |
908-0 |
Range |
17-0 |
32-0 |
15-0 |
88.2% |
40-0 |
ATR |
30-7 |
31-0 |
0-1 |
0.3% |
0-0 |
Volume |
3,419 |
7,675 |
4,256 |
124.5% |
17,398 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
959-5 |
938-3 |
870-5 |
|
R3 |
927-5 |
906-3 |
861-6 |
|
R2 |
895-5 |
895-5 |
858-7 |
|
R1 |
874-3 |
874-3 |
855-7 |
869-0 |
PP |
863-5 |
863-5 |
863-5 |
861-0 |
S1 |
842-3 |
842-3 |
850-1 |
837-0 |
S2 |
831-5 |
831-5 |
847-1 |
|
S3 |
799-5 |
810-3 |
844-2 |
|
S4 |
767-5 |
778-3 |
835-3 |
|
|
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 |
853-0 |
73-0 |
8.6% |
17-6 |
2.1% |
0% |
False |
True |
4,615 |
10 |
945-0 |
853-0 |
92-0 |
10.8% |
20-2 |
2.4% |
0% |
False |
True |
4,576 |
20 |
1012-0 |
853-0 |
159-0 |
18.6% |
22-3 |
2.6% |
0% |
False |
True |
4,421 |
40 |
1035-0 |
853-0 |
182-0 |
21.3% |
24-5 |
2.9% |
0% |
False |
True |
4,786 |
60 |
1262-0 |
853-0 |
409-0 |
47.9% |
25-2 |
3.0% |
0% |
False |
True |
4,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1021-0 |
2.618 |
968-6 |
1.618 |
936-6 |
1.000 |
917-0 |
0.618 |
904-6 |
HIGH |
885-0 |
0.618 |
872-6 |
0.500 |
869-0 |
0.382 |
865-2 |
LOW |
853-0 |
0.618 |
833-2 |
1.000 |
821-0 |
1.618 |
801-2 |
2.618 |
769-2 |
4.250 |
717-0 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
869-0 |
880-4 |
PP |
863-5 |
871-3 |
S1 |
858-3 |
862-1 |
|