CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 07-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1021-4 |
1021-0 |
-0-4 |
0.0% |
995-0 |
High |
1042-0 |
1025-0 |
-17-0 |
-1.6% |
1014-0 |
Low |
1019-0 |
1012-4 |
-6-4 |
-0.6% |
961-0 |
Close |
1038-2 |
1011-6 |
-26-4 |
-2.6% |
1000-0 |
Range |
23-0 |
12-4 |
-10-4 |
-45.7% |
53-0 |
ATR |
25-4 |
25-4 |
0-0 |
0.1% |
0-0 |
Volume |
9,351 |
19,213 |
9,862 |
105.5% |
31,707 |
|
Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1053-7 |
1045-3 |
1018-5 |
|
R3 |
1041-3 |
1032-7 |
1015-2 |
|
R2 |
1028-7 |
1028-7 |
1014-0 |
|
R1 |
1020-3 |
1020-3 |
1012-7 |
1018-3 |
PP |
1016-3 |
1016-3 |
1016-3 |
1015-4 |
S1 |
1007-7 |
1007-7 |
1010-5 |
1005-7 |
S2 |
1003-7 |
1003-7 |
1009-4 |
|
S3 |
991-3 |
995-3 |
1008-2 |
|
S4 |
978-7 |
982-7 |
1004-7 |
|
|
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 |
1042-0 |
972-0 |
70-0 |
6.9% |
20-7 |
2.1% |
57% |
False |
False |
10,149 |
10 |
1042-0 |
910-0 |
132-0 |
13.0% |
22-4 |
2.2% |
77% |
False |
False |
7,931 |
20 |
1042-0 |
836-0 |
206-0 |
20.4% |
20-2 |
2.0% |
85% |
False |
False |
7,147 |
40 |
1042-0 |
797-0 |
245-0 |
24.2% |
20-2 |
2.0% |
88% |
False |
False |
6,153 |
60 |
1042-0 |
797-0 |
245-0 |
24.2% |
22-7 |
2.3% |
88% |
False |
False |
5,755 |
80 |
1262-0 |
797-0 |
465-0 |
46.0% |
23-6 |
2.4% |
46% |
False |
False |
5,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1078-1 |
2.618 |
1057-6 |
1.618 |
1045-2 |
1.000 |
1037-4 |
0.618 |
1032-6 |
HIGH |
1025-0 |
0.618 |
1020-2 |
0.500 |
1018-6 |
0.382 |
1017-2 |
LOW |
1012-4 |
0.618 |
1004-6 |
1.000 |
1000-0 |
1.618 |
992-2 |
2.618 |
979-6 |
4.250 |
959-3 |
|
|
Fisher Pivots for day following 07-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1018-6 |
1020-0 |
PP |
1016-3 |
1017-2 |
S1 |
1014-1 |
1014-4 |
|