CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 15-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
861-0 |
896-0 |
35-0 |
4.1% |
835-0 |
High |
882-0 |
897-0 |
15-0 |
1.7% |
885-0 |
Low |
850-0 |
870-0 |
20-0 |
2.4% |
835-0 |
Close |
874-6 |
869-6 |
-5-0 |
-0.6% |
874-6 |
Range |
32-0 |
27-0 |
-5-0 |
-15.6% |
50-0 |
ATR |
29-4 |
29-2 |
-0-1 |
-0.6% |
0-0 |
Volume |
6,109 |
8,363 |
2,254 |
36.9% |
34,663 |
|
Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
959-7 |
941-7 |
884-5 |
|
R3 |
932-7 |
914-7 |
877-1 |
|
R2 |
905-7 |
905-7 |
874-6 |
|
R1 |
887-7 |
887-7 |
872-2 |
883-3 |
PP |
878-7 |
878-7 |
878-7 |
876-6 |
S1 |
860-7 |
860-7 |
867-2 |
856-3 |
S2 |
851-7 |
851-7 |
864-6 |
|
S3 |
824-7 |
833-7 |
862-3 |
|
S4 |
797-7 |
806-7 |
854-7 |
|
|
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 |
897-0 |
836-0 |
61-0 |
7.0% |
21-5 |
2.5% |
55% |
True |
False |
6,017 |
10 |
897-0 |
797-0 |
100-0 |
11.5% |
20-5 |
2.4% |
73% |
True |
False |
7,185 |
20 |
945-0 |
797-0 |
148-0 |
17.0% |
19-6 |
2.3% |
49% |
False |
False |
5,616 |
40 |
1012-0 |
797-0 |
215-0 |
24.7% |
23-2 |
2.7% |
34% |
False |
False |
5,187 |
60 |
1262-0 |
797-0 |
465-0 |
53.5% |
23-7 |
2.7% |
16% |
False |
False |
5,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1011-6 |
2.618 |
967-5 |
1.618 |
940-5 |
1.000 |
924-0 |
0.618 |
913-5 |
HIGH |
897-0 |
0.618 |
886-5 |
0.500 |
883-4 |
0.382 |
880-3 |
LOW |
870-0 |
0.618 |
853-3 |
1.000 |
843-0 |
1.618 |
826-3 |
2.618 |
799-3 |
4.250 |
755-2 |
|
|
Fisher Pivots for day following 15-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
883-4 |
873-4 |
PP |
878-7 |
872-2 |
S1 |
874-3 |
871-0 |
|