CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
844-0 |
845-0 |
1-0 |
0.1% |
865-0 |
| High |
846-0 |
866-4 |
20-4 |
2.4% |
867-0 |
| Low |
828-4 |
840-0 |
11-4 |
1.4% |
780-0 |
| Close |
834-6 |
860-4 |
25-6 |
3.1% |
787-2 |
| Range |
17-4 |
26-4 |
9-0 |
51.4% |
87-0 |
| ATR |
30-4 |
30-5 |
0-1 |
0.3% |
0-0 |
| Volume |
43,047 |
37,328 |
-5,719 |
-13.3% |
121,669 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
935-1 |
924-3 |
875-1 |
|
| R3 |
908-5 |
897-7 |
867-6 |
|
| R2 |
882-1 |
882-1 |
865-3 |
|
| R1 |
871-3 |
871-3 |
862-7 |
876-6 |
| PP |
855-5 |
855-5 |
855-5 |
858-3 |
| S1 |
844-7 |
844-7 |
858-1 |
850-2 |
| S2 |
829-1 |
829-1 |
855-5 |
|
| S3 |
802-5 |
818-3 |
853-2 |
|
| S4 |
776-1 |
791-7 |
845-7 |
|
|
| 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 |
866-4 |
780-0 |
86-4 |
10.1% |
19-3 |
2.3% |
93% |
True |
False |
41,172 |
| 10 |
891-0 |
780-0 |
111-0 |
12.9% |
19-4 |
2.3% |
73% |
False |
False |
30,127 |
| 20 |
926-4 |
780-0 |
146-4 |
17.0% |
21-2 |
2.5% |
55% |
False |
False |
22,464 |
| 40 |
989-0 |
780-0 |
209-0 |
24.3% |
26-1 |
3.0% |
39% |
False |
False |
16,114 |
| 60 |
1242-0 |
780-0 |
462-0 |
53.7% |
26-6 |
3.1% |
17% |
False |
False |
12,511 |
| 80 |
1397-0 |
780-0 |
617-0 |
71.7% |
27-3 |
3.2% |
13% |
False |
False |
10,019 |
| 100 |
1445-0 |
780-0 |
665-0 |
77.3% |
28-3 |
3.3% |
12% |
False |
False |
8,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
979-1 |
|
2.618 |
935-7 |
|
1.618 |
909-3 |
|
1.000 |
893-0 |
|
0.618 |
882-7 |
|
HIGH |
866-4 |
|
0.618 |
856-3 |
|
0.500 |
853-2 |
|
0.382 |
850-1 |
|
LOW |
840-0 |
|
0.618 |
823-5 |
|
1.000 |
813-4 |
|
1.618 |
797-1 |
|
2.618 |
770-5 |
|
4.250 |
727-3 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
858-1 |
854-2 |
| PP |
855-5 |
848-0 |
| S1 |
853-2 |
841-6 |
|