CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
891-0 |
909-0 |
18-0 |
2.0% |
896-0 |
High |
896-0 |
919-0 |
23-0 |
2.6% |
904-0 |
Low |
890-0 |
906-0 |
16-0 |
1.8% |
870-0 |
Close |
895-0 |
912-4 |
17-4 |
2.0% |
895-0 |
Range |
6-0 |
13-0 |
7-0 |
116.7% |
34-0 |
ATR |
25-6 |
25-5 |
-0-1 |
-0.5% |
0-0 |
Volume |
5,562 |
3,390 |
-2,172 |
-39.1% |
38,523 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
951-4 |
945-0 |
919-5 |
|
R3 |
938-4 |
932-0 |
916-1 |
|
R2 |
925-4 |
925-4 |
914-7 |
|
R1 |
919-0 |
919-0 |
913-6 |
922-2 |
PP |
912-4 |
912-4 |
912-4 |
914-1 |
S1 |
906-0 |
906-0 |
911-2 |
909-2 |
S2 |
899-4 |
899-4 |
910-1 |
|
S3 |
886-4 |
893-0 |
908-7 |
|
S4 |
873-4 |
880-0 |
905-3 |
|
|
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 |
919-0 |
872-0 |
47-0 |
5.2% |
14-5 |
1.6% |
86% |
True |
False |
6,710 |
10 |
919-0 |
836-0 |
83-0 |
9.1% |
18-1 |
2.0% |
92% |
True |
False |
6,363 |
20 |
926-0 |
797-0 |
129-0 |
14.1% |
18-5 |
2.0% |
90% |
False |
False |
6,311 |
40 |
1012-0 |
797-0 |
215-0 |
23.6% |
22-1 |
2.4% |
54% |
False |
False |
5,359 |
60 |
1168-0 |
797-0 |
371-0 |
40.7% |
23-1 |
2.5% |
31% |
False |
False |
5,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
974-2 |
2.618 |
953-0 |
1.618 |
940-0 |
1.000 |
932-0 |
0.618 |
927-0 |
HIGH |
919-0 |
0.618 |
914-0 |
0.500 |
912-4 |
0.382 |
911-0 |
LOW |
906-0 |
0.618 |
898-0 |
1.000 |
893-0 |
1.618 |
885-0 |
2.618 |
872-0 |
4.250 |
850-6 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
912-4 |
909-0 |
PP |
912-4 |
905-4 |
S1 |
912-4 |
902-0 |
|