CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
828-0 |
827-0 |
-1-0 |
-0.1% |
868-0 |
| High |
848-0 |
829-4 |
-18-4 |
-2.2% |
906-6 |
| Low |
826-0 |
813-0 |
-13-0 |
-1.6% |
867-0 |
| Close |
835-0 |
815-4 |
-19-4 |
-2.3% |
891-0 |
| Range |
22-0 |
16-4 |
-5-4 |
-25.0% |
39-6 |
| ATR |
31-5 |
30-7 |
-0-5 |
-2.2% |
0-0 |
| Volume |
30,600 |
31,022 |
422 |
1.4% |
53,244 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
868-7 |
858-5 |
824-5 |
|
| R3 |
852-3 |
842-1 |
820-0 |
|
| R2 |
835-7 |
835-7 |
818-4 |
|
| R1 |
825-5 |
825-5 |
817-0 |
822-4 |
| PP |
819-3 |
819-3 |
819-3 |
817-6 |
| S1 |
809-1 |
809-1 |
814-0 |
806-0 |
| S2 |
802-7 |
802-7 |
812-4 |
|
| S3 |
786-3 |
792-5 |
811-0 |
|
| S4 |
769-7 |
776-1 |
806-3 |
|
|
| 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 |
891-0 |
813-0 |
78-0 |
9.6% |
19-4 |
2.4% |
3% |
False |
True |
19,081 |
| 10 |
906-6 |
813-0 |
93-6 |
11.5% |
21-5 |
2.6% |
3% |
False |
True |
17,647 |
| 20 |
958-0 |
813-0 |
145-0 |
17.8% |
22-4 |
2.8% |
2% |
False |
True |
15,325 |
| 40 |
1018-0 |
813-0 |
205-0 |
25.1% |
26-5 |
3.3% |
1% |
False |
True |
11,776 |
| 60 |
1250-0 |
813-0 |
437-0 |
53.6% |
28-0 |
3.4% |
1% |
False |
True |
9,362 |
| 80 |
1397-0 |
813-0 |
584-0 |
71.6% |
29-0 |
3.6% |
0% |
False |
True |
7,611 |
| 100 |
1580-0 |
813-0 |
767-0 |
94.1% |
29-6 |
3.6% |
0% |
False |
True |
6,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
899-5 |
|
2.618 |
872-6 |
|
1.618 |
856-2 |
|
1.000 |
846-0 |
|
0.618 |
839-6 |
|
HIGH |
829-4 |
|
0.618 |
823-2 |
|
0.500 |
821-2 |
|
0.382 |
819-2 |
|
LOW |
813-0 |
|
0.618 |
802-6 |
|
1.000 |
796-4 |
|
1.618 |
786-2 |
|
2.618 |
769-6 |
|
4.250 |
742-7 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
821-2 |
838-4 |
| PP |
819-3 |
830-7 |
| S1 |
817-3 |
823-1 |
|