CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 17-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
878-0 |
904-0 |
26-0 |
3.0% |
835-0 |
High |
888-0 |
904-0 |
16-0 |
1.8% |
885-0 |
Low |
872-0 |
879-4 |
7-4 |
0.9% |
835-0 |
Close |
885-0 |
891-4 |
6-4 |
0.7% |
874-6 |
Range |
16-0 |
24-4 |
8-4 |
53.1% |
50-0 |
ATR |
28-4 |
28-2 |
-0-2 |
-1.0% |
0-0 |
Volume |
10,423 |
4,937 |
-5,486 |
-52.6% |
34,663 |
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
965-1 |
952-7 |
905-0 |
|
R3 |
940-5 |
928-3 |
898-2 |
|
R2 |
916-1 |
916-1 |
896-0 |
|
R1 |
903-7 |
903-7 |
893-6 |
897-6 |
PP |
891-5 |
891-5 |
891-5 |
888-5 |
S1 |
879-3 |
879-3 |
889-2 |
873-2 |
S2 |
867-1 |
867-1 |
887-0 |
|
S3 |
842-5 |
854-7 |
884-6 |
|
S4 |
818-1 |
830-3 |
878-0 |
|
|
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 |
904-0 |
850-0 |
54-0 |
6.1% |
24-2 |
2.7% |
77% |
True |
False |
6,724 |
10 |
904-0 |
797-0 |
107-0 |
12.0% |
19-6 |
2.2% |
88% |
True |
False |
7,379 |
20 |
945-0 |
797-0 |
148-0 |
16.6% |
20-2 |
2.3% |
64% |
False |
False |
6,054 |
40 |
1012-0 |
797-0 |
215-0 |
24.1% |
23-2 |
2.6% |
44% |
False |
False |
5,303 |
60 |
1255-0 |
797-0 |
458-0 |
51.4% |
23-4 |
2.6% |
21% |
False |
False |
5,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1008-1 |
2.618 |
968-1 |
1.618 |
943-5 |
1.000 |
928-4 |
0.618 |
919-1 |
HIGH |
904-0 |
0.618 |
894-5 |
0.500 |
891-6 |
0.382 |
888-7 |
LOW |
879-4 |
0.618 |
864-3 |
1.000 |
855-0 |
1.618 |
839-7 |
2.618 |
815-3 |
4.250 |
775-3 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
891-6 |
890-0 |
PP |
891-5 |
888-4 |
S1 |
891-5 |
887-0 |
|