CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 24-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
910-0 |
928-0 |
18-0 |
2.0% |
896-0 |
High |
928-0 |
940-0 |
12-0 |
1.3% |
904-0 |
Low |
910-0 |
928-0 |
18-0 |
2.0% |
870-0 |
Close |
927-0 |
941-0 |
14-0 |
1.5% |
895-0 |
Range |
18-0 |
12-0 |
-6-0 |
-33.3% |
34-0 |
ATR |
25-1 |
24-2 |
-0-7 |
-3.4% |
0-0 |
Volume |
4,772 |
3,481 |
-1,291 |
-27.1% |
38,523 |
|
Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
972-3 |
968-5 |
947-5 |
|
R3 |
960-3 |
956-5 |
944-2 |
|
R2 |
948-3 |
948-3 |
943-2 |
|
R1 |
944-5 |
944-5 |
942-1 |
946-4 |
PP |
936-3 |
936-3 |
936-3 |
937-2 |
S1 |
932-5 |
932-5 |
939-7 |
934-4 |
S2 |
924-3 |
924-3 |
938-6 |
|
S3 |
912-3 |
920-5 |
937-6 |
|
S4 |
900-3 |
908-5 |
934-3 |
|
|
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 |
940-0 |
885-0 |
55-0 |
5.8% |
12-4 |
1.3% |
102% |
True |
False |
5,288 |
10 |
940-0 |
850-0 |
90-0 |
9.6% |
18-3 |
2.0% |
101% |
True |
False |
6,006 |
20 |
940-0 |
797-0 |
143-0 |
15.2% |
17-4 |
1.9% |
101% |
True |
False |
6,191 |
40 |
1012-0 |
797-0 |
215-0 |
22.8% |
20-3 |
2.2% |
67% |
False |
False |
5,356 |
60 |
1116-0 |
797-0 |
319-0 |
33.9% |
22-6 |
2.4% |
45% |
False |
False |
5,521 |
80 |
1325-0 |
797-0 |
528-0 |
56.1% |
24-0 |
2.5% |
27% |
False |
False |
4,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
991-0 |
2.618 |
971-3 |
1.618 |
959-3 |
1.000 |
952-0 |
0.618 |
947-3 |
HIGH |
940-0 |
0.618 |
935-3 |
0.500 |
934-0 |
0.382 |
932-5 |
LOW |
928-0 |
0.618 |
920-5 |
1.000 |
916-0 |
1.618 |
908-5 |
2.618 |
896-5 |
4.250 |
877-0 |
|
|
Fisher Pivots for day following 24-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
938-5 |
935-0 |
PP |
936-3 |
929-0 |
S1 |
934-0 |
923-0 |
|