CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 18-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
904-0 |
888-0 |
-16-0 |
-1.8% |
835-0 |
High |
904-0 |
898-4 |
-5-4 |
-0.6% |
885-0 |
Low |
879-4 |
885-0 |
5-4 |
0.6% |
835-0 |
Close |
891-4 |
897-2 |
5-6 |
0.6% |
874-6 |
Range |
24-4 |
13-4 |
-11-0 |
-44.9% |
50-0 |
ATR |
28-2 |
27-1 |
-1-0 |
-3.7% |
0-0 |
Volume |
4,937 |
9,238 |
4,301 |
87.1% |
34,663 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
934-1 |
929-1 |
904-5 |
|
R3 |
920-5 |
915-5 |
901-0 |
|
R2 |
907-1 |
907-1 |
899-6 |
|
R1 |
902-1 |
902-1 |
898-4 |
904-5 |
PP |
893-5 |
893-5 |
893-5 |
894-6 |
S1 |
888-5 |
888-5 |
896-0 |
891-1 |
S2 |
880-1 |
880-1 |
894-6 |
|
S3 |
866-5 |
875-1 |
893-4 |
|
S4 |
853-1 |
861-5 |
889-7 |
|
|
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 |
904-0 |
850-0 |
54-0 |
6.0% |
22-5 |
2.5% |
88% |
False |
False |
7,814 |
10 |
904-0 |
797-0 |
107-0 |
11.9% |
19-4 |
2.2% |
94% |
False |
False |
7,703 |
20 |
926-0 |
797-0 |
129-0 |
14.4% |
19-6 |
2.2% |
78% |
False |
False |
6,377 |
40 |
1012-0 |
797-0 |
215-0 |
24.0% |
23-2 |
2.6% |
47% |
False |
False |
5,407 |
60 |
1250-0 |
797-0 |
453-0 |
50.5% |
23-3 |
2.6% |
22% |
False |
False |
5,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
955-7 |
2.618 |
933-7 |
1.618 |
920-3 |
1.000 |
912-0 |
0.618 |
906-7 |
HIGH |
898-4 |
0.618 |
893-3 |
0.500 |
891-6 |
0.382 |
890-1 |
LOW |
885-0 |
0.618 |
876-5 |
1.000 |
871-4 |
1.618 |
863-1 |
2.618 |
849-5 |
4.250 |
827-5 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
895-3 |
894-1 |
PP |
893-5 |
891-1 |
S1 |
891-6 |
888-0 |
|