CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
827-0 |
799-0 |
-28-0 |
-3.4% |
865-0 |
| High |
829-4 |
801-0 |
-28-4 |
-3.4% |
867-0 |
| Low |
813-0 |
780-0 |
-33-0 |
-4.1% |
780-0 |
| Close |
815-4 |
787-2 |
-28-2 |
-3.5% |
787-2 |
| Range |
16-4 |
21-0 |
4-4 |
27.3% |
87-0 |
| ATR |
30-7 |
31-2 |
0-3 |
1.1% |
0-0 |
| Volume |
31,022 |
36,598 |
5,576 |
18.0% |
121,669 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852-3 |
840-7 |
798-6 |
|
| R3 |
831-3 |
819-7 |
793-0 |
|
| R2 |
810-3 |
810-3 |
791-1 |
|
| R1 |
798-7 |
798-7 |
789-1 |
794-1 |
| PP |
789-3 |
789-3 |
789-3 |
787-0 |
| S1 |
777-7 |
777-7 |
785-3 |
773-1 |
| S2 |
768-3 |
768-3 |
783-3 |
|
| S3 |
747-3 |
756-7 |
781-4 |
|
| S4 |
726-3 |
735-7 |
775-6 |
|
|
| 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 |
867-0 |
780-0 |
87-0 |
11.1% |
21-2 |
2.7% |
8% |
False |
True |
24,333 |
| 10 |
906-6 |
780-0 |
126-6 |
16.1% |
21-6 |
2.8% |
6% |
False |
True |
19,761 |
| 20 |
958-0 |
780-0 |
178-0 |
22.6% |
22-3 |
2.8% |
4% |
False |
True |
16,674 |
| 40 |
989-0 |
780-0 |
209-0 |
26.5% |
26-4 |
3.4% |
3% |
False |
True |
12,483 |
| 60 |
1250-0 |
780-0 |
470-0 |
59.7% |
28-1 |
3.6% |
2% |
False |
True |
9,936 |
| 80 |
1397-0 |
780-0 |
617-0 |
78.4% |
28-4 |
3.6% |
1% |
False |
True |
8,026 |
| 100 |
1573-0 |
780-0 |
793-0 |
100.7% |
29-3 |
3.7% |
1% |
False |
True |
6,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
890-2 |
|
2.618 |
856-0 |
|
1.618 |
835-0 |
|
1.000 |
822-0 |
|
0.618 |
814-0 |
|
HIGH |
801-0 |
|
0.618 |
793-0 |
|
0.500 |
790-4 |
|
0.382 |
788-0 |
|
LOW |
780-0 |
|
0.618 |
767-0 |
|
1.000 |
759-0 |
|
1.618 |
746-0 |
|
2.618 |
725-0 |
|
4.250 |
690-6 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
790-4 |
814-0 |
| PP |
789-3 |
805-1 |
| S1 |
788-3 |
796-1 |
|