CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 08-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1021-0 |
1003-0 |
-18-0 |
-1.8% |
995-0 |
High |
1025-0 |
1025-0 |
0-0 |
0.0% |
1014-0 |
Low |
1012-4 |
1003-0 |
-9-4 |
-0.9% |
961-0 |
Close |
1011-6 |
1011-0 |
-0-6 |
-0.1% |
1000-0 |
Range |
12-4 |
22-0 |
9-4 |
76.0% |
53-0 |
ATR |
25-4 |
25-2 |
-0-2 |
-1.0% |
0-0 |
Volume |
19,213 |
11,072 |
-8,141 |
-42.4% |
31,707 |
|
Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1079-0 |
1067-0 |
1023-1 |
|
R3 |
1057-0 |
1045-0 |
1017-0 |
|
R2 |
1035-0 |
1035-0 |
1015-0 |
|
R1 |
1023-0 |
1023-0 |
1013-0 |
1029-0 |
PP |
1013-0 |
1013-0 |
1013-0 |
1016-0 |
S1 |
1001-0 |
1001-0 |
1009-0 |
1007-0 |
S2 |
991-0 |
991-0 |
1007-0 |
|
S3 |
969-0 |
979-0 |
1005-0 |
|
S4 |
947-0 |
957-0 |
998-7 |
|
|
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 |
992-0 |
50-0 |
4.9% |
18-7 |
1.9% |
38% |
False |
False |
10,790 |
10 |
1042-0 |
928-0 |
114-0 |
11.3% |
22-7 |
2.3% |
73% |
False |
False |
8,561 |
20 |
1042-0 |
848-0 |
194-0 |
19.2% |
20-5 |
2.0% |
84% |
False |
False |
7,354 |
40 |
1042-0 |
797-0 |
245-0 |
24.2% |
20-1 |
2.0% |
87% |
False |
False |
6,312 |
60 |
1042-0 |
797-0 |
245-0 |
24.2% |
23-1 |
2.3% |
87% |
False |
False |
5,871 |
80 |
1262-0 |
797-0 |
465-0 |
46.0% |
23-4 |
2.3% |
46% |
False |
False |
5,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1118-4 |
2.618 |
1082-5 |
1.618 |
1060-5 |
1.000 |
1047-0 |
0.618 |
1038-5 |
HIGH |
1025-0 |
0.618 |
1016-5 |
0.500 |
1014-0 |
0.382 |
1011-3 |
LOW |
1003-0 |
0.618 |
989-3 |
1.000 |
981-0 |
1.618 |
967-3 |
2.618 |
945-3 |
4.250 |
909-4 |
|
|
Fisher Pivots for day following 08-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1014-0 |
1022-4 |
PP |
1013-0 |
1018-5 |
S1 |
1012-0 |
1014-7 |
|