CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
845-0 |
840-0 |
-5-0 |
-0.6% |
812-0 |
| High |
866-4 |
866-0 |
-0-4 |
-0.1% |
866-4 |
| Low |
840-0 |
831-0 |
-9-0 |
-1.1% |
812-0 |
| Close |
860-4 |
856-2 |
-4-2 |
-0.5% |
856-2 |
| Range |
26-4 |
35-0 |
8-4 |
32.1% |
54-4 |
| ATR |
30-5 |
31-0 |
0-2 |
1.0% |
0-0 |
| Volume |
37,328 |
46,309 |
8,981 |
24.1% |
215,574 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
956-1 |
941-1 |
875-4 |
|
| R3 |
921-1 |
906-1 |
865-7 |
|
| R2 |
886-1 |
886-1 |
862-5 |
|
| R1 |
871-1 |
871-1 |
859-4 |
878-5 |
| PP |
851-1 |
851-1 |
851-1 |
854-6 |
| S1 |
836-1 |
836-1 |
853-0 |
843-5 |
| S2 |
816-1 |
816-1 |
849-7 |
|
| S3 |
781-1 |
801-1 |
846-5 |
|
| S4 |
746-1 |
766-1 |
837-0 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1008-3 |
986-7 |
886-2 |
|
| R3 |
953-7 |
932-3 |
871-2 |
|
| R2 |
899-3 |
899-3 |
866-2 |
|
| R1 |
877-7 |
877-7 |
861-2 |
888-5 |
| PP |
844-7 |
844-7 |
844-7 |
850-2 |
| S1 |
823-3 |
823-3 |
851-2 |
834-1 |
| S2 |
790-3 |
790-3 |
846-2 |
|
| S3 |
735-7 |
768-7 |
841-2 |
|
| S4 |
681-3 |
714-3 |
826-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
866-4 |
812-0 |
54-4 |
6.4% |
22-2 |
2.6% |
81% |
False |
False |
43,114 |
| 10 |
867-0 |
780-0 |
87-0 |
10.2% |
21-6 |
2.5% |
88% |
False |
False |
33,724 |
| 20 |
926-4 |
780-0 |
146-4 |
17.1% |
21-4 |
2.5% |
52% |
False |
False |
23,851 |
| 40 |
989-0 |
780-0 |
209-0 |
24.4% |
25-7 |
3.0% |
36% |
False |
False |
17,056 |
| 60 |
1242-0 |
780-0 |
462-0 |
54.0% |
26-6 |
3.1% |
17% |
False |
False |
13,162 |
| 80 |
1397-0 |
780-0 |
617-0 |
72.1% |
27-5 |
3.2% |
12% |
False |
False |
10,584 |
| 100 |
1445-0 |
780-0 |
665-0 |
77.7% |
28-3 |
3.3% |
11% |
False |
False |
8,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1014-6 |
|
2.618 |
957-5 |
|
1.618 |
922-5 |
|
1.000 |
901-0 |
|
0.618 |
887-5 |
|
HIGH |
866-0 |
|
0.618 |
852-5 |
|
0.500 |
848-4 |
|
0.382 |
844-3 |
|
LOW |
831-0 |
|
0.618 |
809-3 |
|
1.000 |
796-0 |
|
1.618 |
774-3 |
|
2.618 |
739-3 |
|
4.250 |
682-2 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
853-5 |
853-3 |
| PP |
851-1 |
850-3 |
| S1 |
848-4 |
847-4 |
|