CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
816-0 |
835-0 |
19-0 |
2.3% |
884-0 |
High |
818-0 |
847-0 |
29-0 |
3.5% |
885-0 |
Low |
797-0 |
835-0 |
38-0 |
4.8% |
797-0 |
Close |
805-0 |
845-4 |
40-4 |
5.0% |
805-0 |
Range |
21-0 |
12-0 |
-9-0 |
-42.9% |
88-0 |
ATR |
29-7 |
30-6 |
0-7 |
2.9% |
0-0 |
Volume |
9,411 |
12,937 |
3,526 |
37.5% |
32,252 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
878-4 |
874-0 |
852-1 |
|
R3 |
866-4 |
862-0 |
848-6 |
|
R2 |
854-4 |
854-4 |
847-6 |
|
R1 |
850-0 |
850-0 |
846-5 |
852-2 |
PP |
842-4 |
842-4 |
842-4 |
843-5 |
S1 |
838-0 |
838-0 |
844-3 |
840-2 |
S2 |
830-4 |
830-4 |
843-2 |
|
S3 |
818-4 |
826-0 |
842-2 |
|
S4 |
806-4 |
814-0 |
838-7 |
|
|
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 |
10.4% |
19-6 |
2.3% |
55% |
False |
False |
8,354 |
10 |
926-0 |
797-0 |
129-0 |
15.3% |
19-1 |
2.3% |
38% |
False |
False |
6,258 |
20 |
974-0 |
797-0 |
177-0 |
20.9% |
20-3 |
2.4% |
27% |
False |
False |
5,160 |
40 |
1012-0 |
797-0 |
215-0 |
25.4% |
24-2 |
2.9% |
23% |
False |
False |
5,059 |
60 |
1262-0 |
797-0 |
465-0 |
55.0% |
25-0 |
3.0% |
10% |
False |
False |
4,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
898-0 |
2.618 |
878-3 |
1.618 |
866-3 |
1.000 |
859-0 |
0.618 |
854-3 |
HIGH |
847-0 |
0.618 |
842-3 |
0.500 |
841-0 |
0.382 |
839-5 |
LOW |
835-0 |
0.618 |
827-5 |
1.000 |
823-0 |
1.618 |
815-5 |
2.618 |
803-5 |
4.250 |
784-0 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
844-0 |
837-5 |
PP |
842-4 |
829-7 |
S1 |
841-0 |
822-0 |
|