CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
835-0 |
851-0 |
16-0 |
1.9% |
884-0 |
High |
847-0 |
851-0 |
4-0 |
0.5% |
885-0 |
Low |
835-0 |
836-0 |
1-0 |
0.1% |
797-0 |
Close |
845-4 |
837-6 |
-7-6 |
-0.9% |
805-0 |
Range |
12-0 |
15-0 |
3-0 |
25.0% |
88-0 |
ATR |
30-6 |
29-5 |
-1-1 |
-3.7% |
0-0 |
Volume |
12,937 |
6,935 |
-6,002 |
-46.4% |
32,252 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
886-5 |
877-1 |
846-0 |
|
R3 |
871-5 |
862-1 |
841-7 |
|
R2 |
856-5 |
856-5 |
840-4 |
|
R1 |
847-1 |
847-1 |
839-1 |
844-3 |
PP |
841-5 |
841-5 |
841-5 |
840-2 |
S1 |
832-1 |
832-1 |
836-3 |
829-3 |
S2 |
826-5 |
826-5 |
835-0 |
|
S3 |
811-5 |
817-1 |
833-5 |
|
S4 |
796-5 |
802-1 |
829-4 |
|
|
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 |
865-2 |
797-0 |
68-2 |
8.1% |
16-3 |
2.0% |
60% |
False |
False |
8,206 |
10 |
926-0 |
797-0 |
129-0 |
15.4% |
17-1 |
2.0% |
32% |
False |
False |
6,410 |
20 |
947-0 |
797-0 |
150-0 |
17.9% |
19-4 |
2.3% |
27% |
False |
False |
5,270 |
40 |
1012-0 |
797-0 |
215-0 |
25.7% |
24-3 |
2.9% |
19% |
False |
False |
5,130 |
60 |
1262-0 |
797-0 |
465-0 |
55.5% |
24-3 |
2.9% |
9% |
False |
False |
4,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
914-6 |
2.618 |
890-2 |
1.618 |
875-2 |
1.000 |
866-0 |
0.618 |
860-2 |
HIGH |
851-0 |
0.618 |
845-2 |
0.500 |
843-4 |
0.382 |
841-6 |
LOW |
836-0 |
0.618 |
826-6 |
1.000 |
821-0 |
1.618 |
811-6 |
2.618 |
796-6 |
4.250 |
772-2 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
843-4 |
833-1 |
PP |
841-5 |
828-5 |
S1 |
839-5 |
824-0 |
|