CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 29-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
949-0 |
995-0 |
46-0 |
4.8% |
909-0 |
High |
985-0 |
1000-0 |
15-0 |
1.5% |
985-0 |
Low |
946-0 |
961-0 |
15-0 |
1.6% |
906-0 |
Close |
978-6 |
968-4 |
-10-2 |
-1.0% |
978-6 |
Range |
39-0 |
39-0 |
0-0 |
0.0% |
79-0 |
ATR |
25-5 |
26-5 |
1-0 |
3.7% |
0-0 |
Volume |
3,163 |
4,666 |
1,503 |
47.5% |
14,806 |
|
Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1093-4 |
1070-0 |
990-0 |
|
R3 |
1054-4 |
1031-0 |
979-2 |
|
R2 |
1015-4 |
1015-4 |
975-5 |
|
R1 |
992-0 |
992-0 |
972-1 |
984-2 |
PP |
976-4 |
976-4 |
976-4 |
972-5 |
S1 |
953-0 |
953-0 |
964-7 |
945-2 |
S2 |
937-4 |
937-4 |
961-3 |
|
S3 |
898-4 |
914-0 |
957-6 |
|
S4 |
859-4 |
875-0 |
947-0 |
|
|
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 |
1000-0 |
906-0 |
94-0 |
9.7% |
24-2 |
2.5% |
66% |
True |
False |
3,894 |
10 |
1000-0 |
870-0 |
130-0 |
13.4% |
20-6 |
2.1% |
76% |
True |
False |
5,799 |
20 |
1000-0 |
797-0 |
203-0 |
21.0% |
20-2 |
2.1% |
84% |
True |
False |
6,245 |
40 |
1012-0 |
797-0 |
215-0 |
22.2% |
20-7 |
2.2% |
80% |
False |
False |
5,223 |
60 |
1069-0 |
797-0 |
272-0 |
28.1% |
23-0 |
2.4% |
63% |
False |
False |
5,409 |
80 |
1262-0 |
797-0 |
465-0 |
48.0% |
24-1 |
2.5% |
37% |
False |
False |
4,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1165-6 |
2.618 |
1102-1 |
1.618 |
1063-1 |
1.000 |
1039-0 |
0.618 |
1024-1 |
HIGH |
1000-0 |
0.618 |
985-1 |
0.500 |
980-4 |
0.382 |
975-7 |
LOW |
961-0 |
0.618 |
936-7 |
1.000 |
922-0 |
1.618 |
897-7 |
2.618 |
858-7 |
4.250 |
795-2 |
|
|
Fisher Pivots for day following 29-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
980-4 |
967-0 |
PP |
976-4 |
965-4 |
S1 |
972-4 |
964-0 |
|