CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
865-0 |
864-0 |
-1-0 |
-0.1% |
868-0 |
| High |
867-0 |
864-0 |
-3-0 |
-0.3% |
906-6 |
| Low |
850-0 |
834-0 |
-16-0 |
-1.9% |
867-0 |
| Close |
854-2 |
834-4 |
-19-6 |
-2.3% |
891-0 |
| Range |
17-0 |
30-0 |
13-0 |
76.5% |
39-6 |
| ATR |
32-4 |
32-3 |
-0-1 |
-0.6% |
0-0 |
| Volume |
8,355 |
15,094 |
6,739 |
80.7% |
53,244 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
934-1 |
914-3 |
851-0 |
|
| R3 |
904-1 |
884-3 |
842-6 |
|
| R2 |
874-1 |
874-1 |
840-0 |
|
| R1 |
854-3 |
854-3 |
837-2 |
849-2 |
| PP |
844-1 |
844-1 |
844-1 |
841-5 |
| S1 |
824-3 |
824-3 |
831-6 |
819-2 |
| S2 |
814-1 |
814-1 |
829-0 |
|
| S3 |
784-1 |
794-3 |
826-2 |
|
| S4 |
754-1 |
764-3 |
818-0 |
|
|
| 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 |
834-0 |
72-6 |
8.7% |
19-0 |
2.3% |
1% |
False |
True |
12,719 |
| 10 |
926-4 |
834-0 |
92-4 |
11.1% |
21-7 |
2.6% |
1% |
False |
True |
14,454 |
| 20 |
989-0 |
834-0 |
155-0 |
18.6% |
24-2 |
2.9% |
0% |
False |
True |
12,931 |
| 40 |
1018-0 |
834-0 |
184-0 |
22.0% |
27-4 |
3.3% |
0% |
False |
True |
10,579 |
| 60 |
1250-0 |
834-0 |
416-0 |
49.9% |
28-3 |
3.4% |
0% |
False |
True |
8,425 |
| 80 |
1397-0 |
834-0 |
563-0 |
67.5% |
28-7 |
3.5% |
0% |
False |
True |
6,908 |
| 100 |
1598-0 |
834-0 |
764-0 |
91.6% |
30-1 |
3.6% |
0% |
False |
True |
5,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
991-4 |
|
2.618 |
942-4 |
|
1.618 |
912-4 |
|
1.000 |
894-0 |
|
0.618 |
882-4 |
|
HIGH |
864-0 |
|
0.618 |
852-4 |
|
0.500 |
849-0 |
|
0.382 |
845-4 |
|
LOW |
834-0 |
|
0.618 |
815-4 |
|
1.000 |
804-0 |
|
1.618 |
785-4 |
|
2.618 |
755-4 |
|
4.250 |
706-4 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
849-0 |
862-4 |
| PP |
844-1 |
853-1 |
| S1 |
839-3 |
843-7 |
|