CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 12-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
863-0 |
861-0 |
-2-0 |
-0.2% |
835-0 |
High |
885-0 |
882-0 |
-3-0 |
-0.3% |
885-0 |
Low |
863-0 |
850-0 |
-13-0 |
-1.5% |
835-0 |
Close |
879-2 |
874-6 |
-4-4 |
-0.5% |
874-6 |
Range |
22-0 |
32-0 |
10-0 |
45.5% |
50-0 |
ATR |
29-2 |
29-4 |
0-2 |
0.7% |
0-0 |
Volume |
3,791 |
6,109 |
2,318 |
61.1% |
34,663 |
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
964-7 |
951-7 |
892-3 |
|
R3 |
932-7 |
919-7 |
883-4 |
|
R2 |
900-7 |
900-7 |
880-5 |
|
R1 |
887-7 |
887-7 |
877-5 |
894-3 |
PP |
868-7 |
868-7 |
868-7 |
872-2 |
S1 |
855-7 |
855-7 |
871-7 |
862-3 |
S2 |
836-7 |
836-7 |
868-7 |
|
S3 |
804-7 |
823-7 |
866-0 |
|
S4 |
772-7 |
791-7 |
857-1 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1014-7 |
994-7 |
902-2 |
|
R3 |
964-7 |
944-7 |
888-4 |
|
R2 |
914-7 |
914-7 |
883-7 |
|
R1 |
894-7 |
894-7 |
879-3 |
904-7 |
PP |
864-7 |
864-7 |
864-7 |
870-0 |
S1 |
844-7 |
844-7 |
870-1 |
854-7 |
S2 |
814-7 |
814-7 |
865-5 |
|
S3 |
764-7 |
794-7 |
861-0 |
|
S4 |
714-7 |
744-7 |
847-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
885-0 |
835-0 |
50-0 |
5.7% |
18-5 |
2.1% |
80% |
False |
False |
6,932 |
10 |
885-0 |
797-0 |
88-0 |
10.1% |
19-5 |
2.2% |
88% |
False |
False |
6,691 |
20 |
945-0 |
797-0 |
148-0 |
16.9% |
19-0 |
2.2% |
53% |
False |
False |
5,388 |
40 |
1012-0 |
797-0 |
215-0 |
24.6% |
23-1 |
2.6% |
36% |
False |
False |
5,127 |
60 |
1262-0 |
797-0 |
465-0 |
53.2% |
23-6 |
2.7% |
17% |
False |
False |
5,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1018-0 |
2.618 |
965-6 |
1.618 |
933-6 |
1.000 |
914-0 |
0.618 |
901-6 |
HIGH |
882-0 |
0.618 |
869-6 |
0.500 |
866-0 |
0.382 |
862-2 |
LOW |
850-0 |
0.618 |
830-2 |
1.000 |
818-0 |
1.618 |
798-2 |
2.618 |
766-2 |
4.250 |
714-0 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
871-7 |
872-0 |
PP |
868-7 |
869-2 |
S1 |
866-0 |
866-4 |
|