CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 31-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
969-0 |
972-0 |
3-0 |
0.3% |
909-0 |
High |
977-0 |
1004-0 |
27-0 |
2.8% |
985-0 |
Low |
965-0 |
972-0 |
7-0 |
0.7% |
906-0 |
Close |
976-2 |
1002-6 |
26-4 |
2.7% |
978-6 |
Range |
12-0 |
32-0 |
20-0 |
166.7% |
79-0 |
ATR |
25-4 |
26-0 |
0-4 |
1.8% |
0-0 |
Volume |
12,486 |
7,865 |
-4,621 |
-37.0% |
14,806 |
|
Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1088-7 |
1077-7 |
1020-3 |
|
R3 |
1056-7 |
1045-7 |
1011-4 |
|
R2 |
1024-7 |
1024-7 |
1008-5 |
|
R1 |
1013-7 |
1013-7 |
1005-5 |
1019-3 |
PP |
992-7 |
992-7 |
992-7 |
995-6 |
S1 |
981-7 |
981-7 |
999-7 |
987-3 |
S2 |
960-7 |
960-7 |
996-7 |
|
S3 |
928-7 |
949-7 |
994-0 |
|
S4 |
896-7 |
917-7 |
985-1 |
|
|
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 |
1004-0 |
928-0 |
76-0 |
7.6% |
26-6 |
2.7% |
98% |
True |
False |
6,332 |
10 |
1004-0 |
879-4 |
124-4 |
12.4% |
20-7 |
2.1% |
99% |
True |
False |
5,956 |
20 |
1004-0 |
797-0 |
207-0 |
20.6% |
20-0 |
2.0% |
99% |
True |
False |
6,708 |
40 |
1012-0 |
797-0 |
215-0 |
21.4% |
21-2 |
2.1% |
96% |
False |
False |
5,565 |
60 |
1035-0 |
797-0 |
238-0 |
23.7% |
23-1 |
2.3% |
86% |
False |
False |
5,427 |
80 |
1262-0 |
797-0 |
465-0 |
46.4% |
24-0 |
2.4% |
44% |
False |
False |
4,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1140-0 |
2.618 |
1087-6 |
1.618 |
1055-6 |
1.000 |
1036-0 |
0.618 |
1023-6 |
HIGH |
1004-0 |
0.618 |
991-6 |
0.500 |
988-0 |
0.382 |
984-2 |
LOW |
972-0 |
0.618 |
952-2 |
1.000 |
940-0 |
1.618 |
920-2 |
2.618 |
888-2 |
4.250 |
836-0 |
|
|
Fisher Pivots for day following 31-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
997-7 |
996-0 |
PP |
992-7 |
989-2 |
S1 |
988-0 |
982-4 |
|