CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 26-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
928-0 |
949-0 |
21-0 |
2.3% |
909-0 |
High |
940-0 |
985-0 |
45-0 |
4.8% |
985-0 |
Low |
928-0 |
946-0 |
18-0 |
1.9% |
906-0 |
Close |
941-0 |
978-6 |
37-6 |
4.0% |
978-6 |
Range |
12-0 |
39-0 |
27-0 |
225.0% |
79-0 |
ATR |
24-2 |
25-5 |
1-3 |
5.8% |
0-0 |
Volume |
3,481 |
3,163 |
-318 |
-9.1% |
14,806 |
|
Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1086-7 |
1071-7 |
1000-2 |
|
R3 |
1047-7 |
1032-7 |
989-4 |
|
R2 |
1008-7 |
1008-7 |
985-7 |
|
R1 |
993-7 |
993-7 |
982-3 |
1001-3 |
PP |
969-7 |
969-7 |
969-7 |
973-6 |
S1 |
954-7 |
954-7 |
975-1 |
962-3 |
S2 |
930-7 |
930-7 |
971-5 |
|
S3 |
891-7 |
915-7 |
968-0 |
|
S4 |
852-7 |
876-7 |
957-2 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1193-5 |
1165-1 |
1022-2 |
|
R3 |
1114-5 |
1086-1 |
1000-4 |
|
R2 |
1035-5 |
1035-5 |
993-2 |
|
R1 |
1007-1 |
1007-1 |
986-0 |
1021-3 |
PP |
956-5 |
956-5 |
956-5 |
963-6 |
S1 |
928-1 |
928-1 |
971-4 |
942-3 |
S2 |
877-5 |
877-5 |
964-2 |
|
S3 |
798-5 |
849-1 |
957-0 |
|
S4 |
719-5 |
770-1 |
935-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
985-0 |
890-0 |
95-0 |
9.7% |
17-5 |
1.8% |
93% |
True |
False |
4,073 |
10 |
985-0 |
850-0 |
135-0 |
13.8% |
20-1 |
2.1% |
95% |
True |
False |
5,943 |
20 |
985-0 |
797-0 |
188-0 |
19.2% |
18-6 |
1.9% |
97% |
True |
False |
6,145 |
40 |
1012-0 |
797-0 |
215-0 |
22.0% |
20-3 |
2.1% |
85% |
False |
False |
5,235 |
60 |
1089-0 |
797-0 |
292-0 |
29.8% |
23-0 |
2.4% |
62% |
False |
False |
5,445 |
80 |
1296-0 |
797-0 |
499-0 |
51.0% |
23-7 |
2.4% |
36% |
False |
False |
4,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1150-6 |
2.618 |
1087-1 |
1.618 |
1048-1 |
1.000 |
1024-0 |
0.618 |
1009-1 |
HIGH |
985-0 |
0.618 |
970-1 |
0.500 |
965-4 |
0.382 |
960-7 |
LOW |
946-0 |
0.618 |
921-7 |
1.000 |
907-0 |
1.618 |
882-7 |
2.618 |
843-7 |
4.250 |
780-2 |
|
|
Fisher Pivots for day following 26-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
974-3 |
968-3 |
PP |
969-7 |
957-7 |
S1 |
965-4 |
947-4 |
|