CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 19-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
888-0 |
891-0 |
3-0 |
0.3% |
896-0 |
High |
898-4 |
896-0 |
-2-4 |
-0.3% |
904-0 |
Low |
885-0 |
890-0 |
5-0 |
0.6% |
870-0 |
Close |
897-2 |
895-0 |
-2-2 |
-0.3% |
895-0 |
Range |
13-4 |
6-0 |
-7-4 |
-55.6% |
34-0 |
ATR |
27-1 |
25-6 |
-1-3 |
-5.2% |
0-0 |
Volume |
9,238 |
5,562 |
-3,676 |
-39.8% |
38,523 |
|
Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
911-5 |
909-3 |
898-2 |
|
R3 |
905-5 |
903-3 |
896-5 |
|
R2 |
899-5 |
899-5 |
896-1 |
|
R1 |
897-3 |
897-3 |
895-4 |
898-4 |
PP |
893-5 |
893-5 |
893-5 |
894-2 |
S1 |
891-3 |
891-3 |
894-4 |
892-4 |
S2 |
887-5 |
887-5 |
893-7 |
|
S3 |
881-5 |
885-3 |
893-3 |
|
S4 |
875-5 |
879-3 |
891-6 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
991-5 |
977-3 |
913-6 |
|
R3 |
957-5 |
943-3 |
904-3 |
|
R2 |
923-5 |
923-5 |
901-2 |
|
R1 |
909-3 |
909-3 |
898-1 |
899-4 |
PP |
889-5 |
889-5 |
889-5 |
884-6 |
S1 |
875-3 |
875-3 |
891-7 |
865-4 |
S2 |
855-5 |
855-5 |
888-6 |
|
S3 |
821-5 |
841-3 |
885-5 |
|
S4 |
787-5 |
807-3 |
876-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
904-0 |
870-0 |
34-0 |
3.8% |
17-3 |
1.9% |
74% |
False |
False |
7,704 |
10 |
904-0 |
835-0 |
69-0 |
7.7% |
18-0 |
2.0% |
87% |
False |
False |
7,318 |
20 |
926-0 |
797-0 |
129-0 |
14.4% |
19-1 |
2.1% |
76% |
False |
False |
6,449 |
40 |
1012-0 |
797-0 |
215-0 |
24.0% |
23-0 |
2.6% |
46% |
False |
False |
5,448 |
60 |
1229-0 |
797-0 |
432-0 |
48.3% |
23-1 |
2.6% |
23% |
False |
False |
5,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
921-4 |
2.618 |
911-6 |
1.618 |
905-6 |
1.000 |
902-0 |
0.618 |
899-6 |
HIGH |
896-0 |
0.618 |
893-6 |
0.500 |
893-0 |
0.382 |
892-2 |
LOW |
890-0 |
0.618 |
886-2 |
1.000 |
884-0 |
1.618 |
880-2 |
2.618 |
874-2 |
4.250 |
864-4 |
|
|
Fisher Pivots for day following 19-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
894-3 |
893-7 |
PP |
893-5 |
892-7 |
S1 |
893-0 |
891-6 |
|