CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 11-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
858-0 |
863-0 |
5-0 |
0.6% |
884-0 |
High |
860-0 |
885-0 |
25-0 |
2.9% |
885-0 |
Low |
848-0 |
863-0 |
15-0 |
1.8% |
797-0 |
Close |
854-0 |
879-2 |
25-2 |
3.0% |
805-0 |
Range |
12-0 |
22-0 |
10-0 |
83.3% |
88-0 |
ATR |
29-1 |
29-2 |
0-1 |
0.5% |
0-0 |
Volume |
4,891 |
3,791 |
-1,100 |
-22.5% |
32,252 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
941-6 |
932-4 |
891-3 |
|
R3 |
919-6 |
910-4 |
885-2 |
|
R2 |
897-6 |
897-6 |
883-2 |
|
R1 |
888-4 |
888-4 |
881-2 |
893-1 |
PP |
875-6 |
875-6 |
875-6 |
878-0 |
S1 |
866-4 |
866-4 |
877-2 |
871-1 |
S2 |
853-6 |
853-6 |
875-2 |
|
S3 |
831-6 |
844-4 |
873-2 |
|
S4 |
809-6 |
822-4 |
867-1 |
|
|
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 |
10.0% |
16-3 |
1.9% |
93% |
True |
False |
7,593 |
10 |
908-0 |
797-0 |
111-0 |
12.6% |
17-2 |
2.0% |
74% |
False |
False |
6,347 |
20 |
945-0 |
797-0 |
148-0 |
16.8% |
19-2 |
2.2% |
56% |
False |
False |
5,279 |
40 |
1012-0 |
797-0 |
215-0 |
24.5% |
23-3 |
2.7% |
38% |
False |
False |
5,126 |
60 |
1262-0 |
797-0 |
465-0 |
52.9% |
23-5 |
2.7% |
18% |
False |
False |
4,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
978-4 |
2.618 |
942-5 |
1.618 |
920-5 |
1.000 |
907-0 |
0.618 |
898-5 |
HIGH |
885-0 |
0.618 |
876-5 |
0.500 |
874-0 |
0.382 |
871-3 |
LOW |
863-0 |
0.618 |
849-3 |
1.000 |
841-0 |
1.618 |
827-3 |
2.618 |
805-3 |
4.250 |
769-4 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
877-4 |
873-0 |
PP |
875-6 |
866-6 |
S1 |
874-0 |
860-4 |
|