CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
799-0 |
812-0 |
13-0 |
1.6% |
865-0 |
| High |
801-0 |
831-0 |
30-0 |
3.7% |
867-0 |
| Low |
780-0 |
812-0 |
32-0 |
4.1% |
780-0 |
| Close |
787-2 |
825-4 |
38-2 |
4.9% |
787-2 |
| Range |
21-0 |
19-0 |
-2-0 |
-9.5% |
87-0 |
| ATR |
31-2 |
32-1 |
0-7 |
2.9% |
0-0 |
| Volume |
36,598 |
48,727 |
12,129 |
33.1% |
121,669 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879-7 |
871-5 |
836-0 |
|
| R3 |
860-7 |
852-5 |
830-6 |
|
| R2 |
841-7 |
841-7 |
829-0 |
|
| R1 |
833-5 |
833-5 |
827-2 |
837-6 |
| PP |
822-7 |
822-7 |
822-7 |
824-7 |
| S1 |
814-5 |
814-5 |
823-6 |
818-6 |
| S2 |
803-7 |
803-7 |
822-0 |
|
| S3 |
784-7 |
795-5 |
820-2 |
|
| S4 |
765-7 |
776-5 |
815-0 |
|
|
| 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 |
864-0 |
780-0 |
84-0 |
10.2% |
21-6 |
2.6% |
54% |
False |
False |
32,408 |
| 10 |
906-6 |
780-0 |
126-6 |
15.4% |
21-2 |
2.6% |
36% |
False |
False |
22,364 |
| 20 |
958-0 |
780-0 |
178-0 |
21.6% |
22-4 |
2.7% |
26% |
False |
False |
18,421 |
| 40 |
989-0 |
780-0 |
209-0 |
25.3% |
26-7 |
3.3% |
22% |
False |
False |
13,587 |
| 60 |
1242-0 |
780-0 |
462-0 |
56.0% |
28-0 |
3.4% |
10% |
False |
False |
10,696 |
| 80 |
1397-0 |
780-0 |
617-0 |
74.7% |
28-3 |
3.4% |
7% |
False |
False |
8,590 |
| 100 |
1534-0 |
780-0 |
754-0 |
91.3% |
29-0 |
3.5% |
6% |
False |
False |
7,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
911-6 |
|
2.618 |
880-6 |
|
1.618 |
861-6 |
|
1.000 |
850-0 |
|
0.618 |
842-6 |
|
HIGH |
831-0 |
|
0.618 |
823-6 |
|
0.500 |
821-4 |
|
0.382 |
819-2 |
|
LOW |
812-0 |
|
0.618 |
800-2 |
|
1.000 |
793-0 |
|
1.618 |
781-2 |
|
2.618 |
762-2 |
|
4.250 |
731-2 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
824-1 |
818-7 |
| PP |
822-7 |
812-1 |
| S1 |
821-4 |
805-4 |
|