CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 23-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
909-0 |
910-0 |
1-0 |
0.1% |
896-0 |
High |
919-0 |
928-0 |
9-0 |
1.0% |
904-0 |
Low |
906-0 |
910-0 |
4-0 |
0.4% |
870-0 |
Close |
912-4 |
927-0 |
14-4 |
1.6% |
895-0 |
Range |
13-0 |
18-0 |
5-0 |
38.5% |
34-0 |
ATR |
25-5 |
25-1 |
-0-4 |
-2.1% |
0-0 |
Volume |
3,390 |
4,772 |
1,382 |
40.8% |
38,523 |
|
Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
975-5 |
969-3 |
936-7 |
|
R3 |
957-5 |
951-3 |
932-0 |
|
R2 |
939-5 |
939-5 |
930-2 |
|
R1 |
933-3 |
933-3 |
928-5 |
936-4 |
PP |
921-5 |
921-5 |
921-5 |
923-2 |
S1 |
915-3 |
915-3 |
925-3 |
918-4 |
S2 |
903-5 |
903-5 |
923-6 |
|
S3 |
885-5 |
897-3 |
922-0 |
|
S4 |
867-5 |
879-3 |
917-1 |
|
|
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 |
928-0 |
879-4 |
48-4 |
5.2% |
15-0 |
1.6% |
98% |
True |
False |
5,579 |
10 |
928-0 |
848-0 |
80-0 |
8.6% |
18-3 |
2.0% |
99% |
True |
False |
6,147 |
20 |
928-0 |
797-0 |
131-0 |
14.1% |
17-6 |
1.9% |
99% |
True |
False |
6,279 |
40 |
1012-0 |
797-0 |
215-0 |
23.2% |
21-6 |
2.3% |
60% |
False |
False |
5,378 |
60 |
1130-0 |
797-0 |
333-0 |
35.9% |
23-0 |
2.5% |
39% |
False |
False |
5,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1004-4 |
2.618 |
975-1 |
1.618 |
957-1 |
1.000 |
946-0 |
0.618 |
939-1 |
HIGH |
928-0 |
0.618 |
921-1 |
0.500 |
919-0 |
0.382 |
916-7 |
LOW |
910-0 |
0.618 |
898-7 |
1.000 |
892-0 |
1.618 |
880-7 |
2.618 |
862-7 |
4.250 |
833-4 |
|
|
Fisher Pivots for day following 23-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
924-3 |
921-0 |
PP |
921-5 |
915-0 |
S1 |
919-0 |
909-0 |
|