CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
886-0 |
865-0 |
-21-0 |
-2.4% |
868-0 |
| High |
891-0 |
867-0 |
-24-0 |
-2.7% |
906-6 |
| Low |
879-0 |
850-0 |
-29-0 |
-3.3% |
867-0 |
| Close |
891-0 |
854-2 |
-36-6 |
-4.1% |
891-0 |
| Range |
12-0 |
17-0 |
5-0 |
41.7% |
39-6 |
| ATR |
31-7 |
32-4 |
0-5 |
2.1% |
0-0 |
| Volume |
10,336 |
8,355 |
-1,981 |
-19.2% |
53,244 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
908-1 |
898-1 |
863-5 |
|
| R3 |
891-1 |
881-1 |
858-7 |
|
| R2 |
874-1 |
874-1 |
857-3 |
|
| R1 |
864-1 |
864-1 |
855-6 |
860-5 |
| PP |
857-1 |
857-1 |
857-1 |
855-2 |
| S1 |
847-1 |
847-1 |
852-6 |
843-5 |
| S2 |
840-1 |
840-1 |
851-1 |
|
| S3 |
823-1 |
830-1 |
849-5 |
|
| S4 |
806-1 |
813-1 |
844-7 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1007-4 |
989-0 |
912-7 |
|
| R3 |
967-6 |
949-2 |
901-7 |
|
| R2 |
928-0 |
928-0 |
898-2 |
|
| R1 |
909-4 |
909-4 |
894-5 |
918-6 |
| PP |
888-2 |
888-2 |
888-2 |
892-7 |
| S1 |
869-6 |
869-6 |
887-3 |
879-0 |
| S2 |
848-4 |
848-4 |
883-6 |
|
| S3 |
808-6 |
830-0 |
880-1 |
|
| S4 |
769-0 |
790-2 |
869-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
906-6 |
850-0 |
56-6 |
6.6% |
20-7 |
2.4% |
7% |
False |
True |
12,319 |
| 10 |
926-4 |
846-0 |
80-4 |
9.4% |
21-2 |
2.5% |
10% |
False |
False |
13,479 |
| 20 |
989-0 |
846-0 |
143-0 |
16.7% |
23-7 |
2.8% |
6% |
False |
False |
12,436 |
| 40 |
1018-0 |
846-0 |
172-0 |
20.1% |
27-1 |
3.2% |
5% |
False |
False |
10,425 |
| 60 |
1250-0 |
846-0 |
404-0 |
47.3% |
28-2 |
3.3% |
2% |
False |
False |
8,215 |
| 80 |
1397-0 |
846-0 |
551-0 |
64.5% |
28-6 |
3.4% |
1% |
False |
False |
6,776 |
| 100 |
1640-0 |
846-0 |
794-0 |
92.9% |
30-3 |
3.5% |
1% |
False |
False |
5,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
939-2 |
|
2.618 |
911-4 |
|
1.618 |
894-4 |
|
1.000 |
884-0 |
|
0.618 |
877-4 |
|
HIGH |
867-0 |
|
0.618 |
860-4 |
|
0.500 |
858-4 |
|
0.382 |
856-4 |
|
LOW |
850-0 |
|
0.618 |
839-4 |
|
1.000 |
833-0 |
|
1.618 |
822-4 |
|
2.618 |
805-4 |
|
4.250 |
777-6 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
858-4 |
878-3 |
| PP |
857-1 |
870-3 |
| S1 |
855-5 |
862-2 |
|