CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 02-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
972-0 |
992-0 |
20-0 |
2.1% |
995-0 |
High |
1004-0 |
1014-0 |
10-0 |
1.0% |
1014-0 |
Low |
972-0 |
992-0 |
20-0 |
2.1% |
961-0 |
Close |
1002-6 |
1000-0 |
-2-6 |
-0.3% |
1000-0 |
Range |
32-0 |
22-0 |
-10-0 |
-31.3% |
53-0 |
ATR |
26-0 |
25-6 |
-0-2 |
-1.1% |
0-0 |
Volume |
7,865 |
6,690 |
-1,175 |
-14.9% |
31,707 |
|
Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1068-0 |
1056-0 |
1012-1 |
|
R3 |
1046-0 |
1034-0 |
1006-0 |
|
R2 |
1024-0 |
1024-0 |
1004-0 |
|
R1 |
1012-0 |
1012-0 |
1002-0 |
1018-0 |
PP |
1002-0 |
1002-0 |
1002-0 |
1005-0 |
S1 |
990-0 |
990-0 |
998-0 |
996-0 |
S2 |
980-0 |
980-0 |
996-0 |
|
S3 |
958-0 |
968-0 |
994-0 |
|
S4 |
936-0 |
946-0 |
987-7 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1150-5 |
1128-3 |
1029-1 |
|
R3 |
1097-5 |
1075-3 |
1014-5 |
|
R2 |
1044-5 |
1044-5 |
1009-6 |
|
R1 |
1022-3 |
1022-3 |
1004-7 |
1033-4 |
PP |
991-5 |
991-5 |
991-5 |
997-2 |
S1 |
969-3 |
969-3 |
995-1 |
980-4 |
S2 |
938-5 |
938-5 |
990-2 |
|
S3 |
885-5 |
916-3 |
985-3 |
|
S4 |
832-5 |
863-3 |
970-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1014-0 |
946-0 |
68-0 |
6.8% |
28-6 |
2.9% |
79% |
True |
False |
6,974 |
10 |
1014-0 |
885-0 |
129-0 |
12.9% |
20-5 |
2.1% |
89% |
True |
False |
6,131 |
20 |
1014-0 |
797-0 |
217-0 |
21.7% |
20-1 |
2.0% |
94% |
True |
False |
6,755 |
40 |
1014-0 |
797-0 |
217-0 |
21.7% |
21-2 |
2.1% |
94% |
True |
False |
5,672 |
60 |
1035-0 |
797-0 |
238-0 |
23.8% |
23-1 |
2.3% |
85% |
False |
False |
5,463 |
80 |
1262-0 |
797-0 |
465-0 |
46.5% |
23-7 |
2.4% |
44% |
False |
False |
4,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1107-4 |
2.618 |
1071-5 |
1.618 |
1049-5 |
1.000 |
1036-0 |
0.618 |
1027-5 |
HIGH |
1014-0 |
0.618 |
1005-5 |
0.500 |
1003-0 |
0.382 |
1000-3 |
LOW |
992-0 |
0.618 |
978-3 |
1.000 |
970-0 |
1.618 |
956-3 |
2.618 |
934-3 |
4.250 |
898-4 |
|
|
Fisher Pivots for day following 02-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1003-0 |
996-4 |
PP |
1002-0 |
993-0 |
S1 |
1001-0 |
989-4 |
|