CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
819-4 |
844-0 |
24-4 |
3.0% |
865-0 |
| High |
830-0 |
846-0 |
16-0 |
1.9% |
867-0 |
| Low |
817-0 |
828-4 |
11-4 |
1.4% |
780-0 |
| Close |
818-2 |
834-6 |
16-4 |
2.0% |
787-2 |
| Range |
13-0 |
17-4 |
4-4 |
34.6% |
87-0 |
| ATR |
30-6 |
30-4 |
-0-2 |
-0.7% |
0-0 |
| Volume |
40,163 |
43,047 |
2,884 |
7.2% |
121,669 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
888-7 |
879-3 |
844-3 |
|
| R3 |
871-3 |
861-7 |
839-4 |
|
| R2 |
853-7 |
853-7 |
838-0 |
|
| R1 |
844-3 |
844-3 |
836-3 |
840-3 |
| PP |
836-3 |
836-3 |
836-3 |
834-4 |
| S1 |
826-7 |
826-7 |
833-1 |
822-7 |
| S2 |
818-7 |
818-7 |
831-4 |
|
| S3 |
801-3 |
809-3 |
830-0 |
|
| S4 |
783-7 |
791-7 |
825-1 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1072-3 |
1016-7 |
835-1 |
|
| R3 |
985-3 |
929-7 |
811-1 |
|
| R2 |
898-3 |
898-3 |
803-2 |
|
| R1 |
842-7 |
842-7 |
795-2 |
827-1 |
| PP |
811-3 |
811-3 |
811-3 |
803-4 |
| S1 |
755-7 |
755-7 |
779-2 |
740-1 |
| S2 |
724-3 |
724-3 |
771-2 |
|
| S3 |
637-3 |
668-7 |
763-3 |
|
| S4 |
550-3 |
581-7 |
739-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
846-0 |
780-0 |
66-0 |
7.9% |
17-3 |
2.1% |
83% |
True |
False |
39,911 |
| 10 |
906-6 |
780-0 |
126-6 |
15.2% |
18-4 |
2.2% |
43% |
False |
False |
27,920 |
| 20 |
928-4 |
780-0 |
148-4 |
17.8% |
21-4 |
2.6% |
37% |
False |
False |
21,249 |
| 40 |
989-0 |
780-0 |
209-0 |
25.0% |
26-3 |
3.2% |
26% |
False |
False |
15,371 |
| 60 |
1242-0 |
780-0 |
462-0 |
55.3% |
26-6 |
3.2% |
12% |
False |
False |
11,947 |
| 80 |
1397-0 |
780-0 |
617-0 |
73.9% |
27-7 |
3.3% |
9% |
False |
False |
9,565 |
| 100 |
1446-0 |
780-0 |
666-0 |
79.8% |
28-3 |
3.4% |
8% |
False |
False |
8,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
920-3 |
|
2.618 |
891-7 |
|
1.618 |
874-3 |
|
1.000 |
863-4 |
|
0.618 |
856-7 |
|
HIGH |
846-0 |
|
0.618 |
839-3 |
|
0.500 |
837-2 |
|
0.382 |
835-1 |
|
LOW |
828-4 |
|
0.618 |
817-5 |
|
1.000 |
811-0 |
|
1.618 |
800-1 |
|
2.618 |
782-5 |
|
4.250 |
754-1 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
837-2 |
832-7 |
| PP |
836-3 |
830-7 |
| S1 |
835-5 |
829-0 |
|