CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 30-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
995-0 |
969-0 |
-26-0 |
-2.6% |
909-0 |
High |
1000-0 |
977-0 |
-23-0 |
-2.3% |
985-0 |
Low |
961-0 |
965-0 |
4-0 |
0.4% |
906-0 |
Close |
968-4 |
976-2 |
7-6 |
0.8% |
978-6 |
Range |
39-0 |
12-0 |
-27-0 |
-69.2% |
79-0 |
ATR |
26-5 |
25-4 |
-1-0 |
-3.9% |
0-0 |
Volume |
4,666 |
12,486 |
7,820 |
167.6% |
14,806 |
|
Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1008-6 |
1004-4 |
982-7 |
|
R3 |
996-6 |
992-4 |
979-4 |
|
R2 |
984-6 |
984-6 |
978-4 |
|
R1 |
980-4 |
980-4 |
977-3 |
982-5 |
PP |
972-6 |
972-6 |
972-6 |
973-6 |
S1 |
968-4 |
968-4 |
975-1 |
970-5 |
S2 |
960-6 |
960-6 |
974-0 |
|
S3 |
948-6 |
956-4 |
973-0 |
|
S4 |
936-6 |
944-4 |
969-5 |
|
|
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 |
910-0 |
90-0 |
9.2% |
24-0 |
2.5% |
74% |
False |
False |
5,713 |
10 |
1000-0 |
872-0 |
128-0 |
13.1% |
19-2 |
2.0% |
81% |
False |
False |
6,211 |
20 |
1000-0 |
797-0 |
203-0 |
20.8% |
20-0 |
2.0% |
88% |
False |
False |
6,698 |
40 |
1012-0 |
797-0 |
215-0 |
22.0% |
20-6 |
2.1% |
83% |
False |
False |
5,442 |
60 |
1035-0 |
797-0 |
238-0 |
24.4% |
22-7 |
2.3% |
75% |
False |
False |
5,427 |
80 |
1262-0 |
797-0 |
465-0 |
47.6% |
23-7 |
2.4% |
39% |
False |
False |
4,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1028-0 |
2.618 |
1008-3 |
1.618 |
996-3 |
1.000 |
989-0 |
0.618 |
984-3 |
HIGH |
977-0 |
0.618 |
972-3 |
0.500 |
971-0 |
0.382 |
969-5 |
LOW |
965-0 |
0.618 |
957-5 |
1.000 |
953-0 |
1.618 |
945-5 |
2.618 |
933-5 |
4.250 |
914-0 |
|
|
Fisher Pivots for day following 30-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
974-4 |
975-1 |
PP |
972-6 |
974-1 |
S1 |
971-0 |
973-0 |
|