CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 05-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
842-0 |
816-0 |
-26-0 |
-3.1% |
884-0 |
High |
845-0 |
818-0 |
-27-0 |
-3.2% |
885-0 |
Low |
829-4 |
797-0 |
-32-4 |
-3.9% |
797-0 |
Close |
833-0 |
805-0 |
-28-0 |
-3.4% |
805-0 |
Range |
15-4 |
21-0 |
5-4 |
35.5% |
88-0 |
ATR |
29-4 |
29-7 |
0-4 |
1.6% |
0-0 |
Volume |
5,998 |
9,411 |
3,413 |
56.9% |
32,252 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
869-5 |
858-3 |
816-4 |
|
R3 |
848-5 |
837-3 |
810-6 |
|
R2 |
827-5 |
827-5 |
808-7 |
|
R1 |
816-3 |
816-3 |
806-7 |
811-4 |
PP |
806-5 |
806-5 |
806-5 |
804-2 |
S1 |
795-3 |
795-3 |
803-1 |
790-4 |
S2 |
785-5 |
785-5 |
801-1 |
|
S3 |
764-5 |
774-3 |
799-2 |
|
S4 |
743-5 |
753-3 |
793-4 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1093-0 |
1037-0 |
853-3 |
|
R3 |
1005-0 |
949-0 |
829-2 |
|
R2 |
917-0 |
917-0 |
821-1 |
|
R1 |
861-0 |
861-0 |
813-1 |
845-0 |
PP |
829-0 |
829-0 |
829-0 |
821-0 |
S1 |
773-0 |
773-0 |
796-7 |
757-0 |
S2 |
741-0 |
741-0 |
788-7 |
|
S3 |
653-0 |
685-0 |
780-6 |
|
S4 |
565-0 |
597-0 |
756-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
885-0 |
797-0 |
88-0 |
10.9% |
20-6 |
2.6% |
9% |
False |
True |
6,450 |
10 |
926-0 |
797-0 |
129-0 |
16.0% |
20-2 |
2.5% |
6% |
False |
True |
5,580 |
20 |
974-0 |
797-0 |
177-0 |
22.0% |
20-4 |
2.5% |
5% |
False |
True |
4,857 |
40 |
1012-0 |
797-0 |
215-0 |
26.7% |
23-7 |
3.0% |
4% |
False |
True |
4,861 |
60 |
1262-0 |
797-0 |
465-0 |
57.8% |
25-1 |
3.1% |
2% |
False |
True |
4,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
907-2 |
2.618 |
873-0 |
1.618 |
852-0 |
1.000 |
839-0 |
0.618 |
831-0 |
HIGH |
818-0 |
0.618 |
810-0 |
0.500 |
807-4 |
0.382 |
805-0 |
LOW |
797-0 |
0.618 |
784-0 |
1.000 |
776-0 |
1.618 |
763-0 |
2.618 |
742-0 |
4.250 |
707-6 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
807-4 |
831-1 |
PP |
806-5 |
822-3 |
S1 |
805-7 |
813-6 |
|