CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
851-0 |
858-0 |
7-0 |
0.8% |
884-0 |
High |
851-0 |
860-0 |
9-0 |
1.1% |
885-0 |
Low |
836-0 |
848-0 |
12-0 |
1.4% |
797-0 |
Close |
837-6 |
854-0 |
16-2 |
1.9% |
805-0 |
Range |
15-0 |
12-0 |
-3-0 |
-20.0% |
88-0 |
ATR |
29-5 |
29-1 |
-0-4 |
-1.8% |
0-0 |
Volume |
6,935 |
4,891 |
-2,044 |
-29.5% |
32,252 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
890-0 |
884-0 |
860-5 |
|
R3 |
878-0 |
872-0 |
857-2 |
|
R2 |
866-0 |
866-0 |
856-2 |
|
R1 |
860-0 |
860-0 |
855-1 |
857-0 |
PP |
854-0 |
854-0 |
854-0 |
852-4 |
S1 |
848-0 |
848-0 |
852-7 |
845-0 |
S2 |
842-0 |
842-0 |
851-6 |
|
S3 |
830-0 |
836-0 |
850-6 |
|
S4 |
818-0 |
824-0 |
847-3 |
|
|
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 |
860-0 |
797-0 |
63-0 |
7.4% |
15-1 |
1.8% |
90% |
True |
False |
8,034 |
10 |
926-0 |
797-0 |
129-0 |
15.1% |
16-5 |
2.0% |
44% |
False |
False |
6,377 |
20 |
947-0 |
797-0 |
150-0 |
17.6% |
19-4 |
2.3% |
38% |
False |
False |
5,312 |
40 |
1012-0 |
797-0 |
215-0 |
25.2% |
23-5 |
2.8% |
27% |
False |
False |
5,128 |
60 |
1262-0 |
797-0 |
465-0 |
54.4% |
23-6 |
2.8% |
12% |
False |
False |
4,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
911-0 |
2.618 |
891-3 |
1.618 |
879-3 |
1.000 |
872-0 |
0.618 |
867-3 |
HIGH |
860-0 |
0.618 |
855-3 |
0.500 |
854-0 |
0.382 |
852-5 |
LOW |
848-0 |
0.618 |
840-5 |
1.000 |
836-0 |
1.618 |
828-5 |
2.618 |
816-5 |
4.250 |
797-0 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
854-0 |
851-7 |
PP |
854-0 |
849-5 |
S1 |
854-0 |
847-4 |
|