CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 16-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
896-0 |
878-0 |
-18-0 |
-2.0% |
835-0 |
High |
897-0 |
888-0 |
-9-0 |
-1.0% |
885-0 |
Low |
870-0 |
872-0 |
2-0 |
0.2% |
835-0 |
Close |
869-6 |
885-0 |
15-2 |
1.8% |
874-6 |
Range |
27-0 |
16-0 |
-11-0 |
-40.7% |
50-0 |
ATR |
29-2 |
28-4 |
-0-6 |
-2.7% |
0-0 |
Volume |
8,363 |
10,423 |
2,060 |
24.6% |
34,663 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
929-5 |
923-3 |
893-6 |
|
R3 |
913-5 |
907-3 |
889-3 |
|
R2 |
897-5 |
897-5 |
887-7 |
|
R1 |
891-3 |
891-3 |
886-4 |
894-4 |
PP |
881-5 |
881-5 |
881-5 |
883-2 |
S1 |
875-3 |
875-3 |
883-4 |
878-4 |
S2 |
865-5 |
865-5 |
882-1 |
|
S3 |
849-5 |
859-3 |
880-5 |
|
S4 |
833-5 |
843-3 |
876-2 |
|
|
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 |
848-0 |
49-0 |
5.5% |
21-6 |
2.5% |
76% |
False |
False |
6,715 |
10 |
897-0 |
797-0 |
100-0 |
11.3% |
19-1 |
2.2% |
88% |
False |
False |
7,460 |
20 |
945-0 |
797-0 |
148-0 |
16.7% |
19-6 |
2.2% |
59% |
False |
False |
6,018 |
40 |
1012-0 |
797-0 |
215-0 |
24.3% |
23-1 |
2.6% |
41% |
False |
False |
5,297 |
60 |
1255-0 |
797-0 |
458-0 |
51.8% |
23-5 |
2.7% |
19% |
False |
False |
5,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
956-0 |
2.618 |
929-7 |
1.618 |
913-7 |
1.000 |
904-0 |
0.618 |
897-7 |
HIGH |
888-0 |
0.618 |
881-7 |
0.500 |
880-0 |
0.382 |
878-1 |
LOW |
872-0 |
0.618 |
862-1 |
1.000 |
856-0 |
1.618 |
846-1 |
2.618 |
830-1 |
4.250 |
804-0 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
883-3 |
881-1 |
PP |
881-5 |
877-3 |
S1 |
880-0 |
873-4 |
|