CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
862-0 |
867-0 |
5-0 |
0.6% |
877-0 |
| High |
875-0 |
873-0 |
-2-0 |
-0.2% |
880-0 |
| Low |
860-4 |
865-0 |
4-4 |
0.5% |
849-0 |
| Close |
874-4 |
872-4 |
-2-0 |
-0.2% |
872-4 |
| Range |
14-4 |
8-0 |
-6-4 |
-44.8% |
31-0 |
| ATR |
28-2 |
27-0 |
-1-3 |
-4.7% |
0-0 |
| Volume |
49,785 |
23,943 |
-25,842 |
-51.9% |
196,143 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
894-1 |
891-3 |
876-7 |
|
| R3 |
886-1 |
883-3 |
874-6 |
|
| R2 |
878-1 |
878-1 |
874-0 |
|
| R1 |
875-3 |
875-3 |
873-2 |
876-6 |
| PP |
870-1 |
870-1 |
870-1 |
870-7 |
| S1 |
867-3 |
867-3 |
871-6 |
868-6 |
| S2 |
862-1 |
862-1 |
871-0 |
|
| S3 |
854-1 |
859-3 |
870-2 |
|
| S4 |
846-1 |
851-3 |
868-1 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
960-1 |
947-3 |
889-4 |
|
| R3 |
929-1 |
916-3 |
881-0 |
|
| R2 |
898-1 |
898-1 |
878-1 |
|
| R1 |
885-3 |
885-3 |
875-3 |
876-2 |
| PP |
867-1 |
867-1 |
867-1 |
862-5 |
| S1 |
854-3 |
854-3 |
869-5 |
845-2 |
| S2 |
836-1 |
836-1 |
866-7 |
|
| S3 |
805-1 |
823-3 |
864-0 |
|
| S4 |
774-1 |
792-3 |
855-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
880-0 |
849-0 |
31-0 |
3.6% |
18-1 |
2.1% |
76% |
False |
False |
39,228 |
| 10 |
880-0 |
812-0 |
68-0 |
7.8% |
20-1 |
2.3% |
89% |
False |
False |
41,171 |
| 20 |
906-6 |
780-0 |
126-6 |
14.5% |
21-0 |
2.4% |
73% |
False |
False |
30,466 |
| 40 |
989-0 |
780-0 |
209-0 |
24.0% |
25-1 |
2.9% |
44% |
False |
False |
20,913 |
| 60 |
1210-0 |
780-0 |
430-0 |
49.3% |
25-7 |
3.0% |
22% |
False |
False |
16,105 |
| 80 |
1365-0 |
780-0 |
585-0 |
67.0% |
27-2 |
3.1% |
16% |
False |
False |
12,912 |
| 100 |
1445-0 |
780-0 |
665-0 |
76.2% |
28-1 |
3.2% |
14% |
False |
False |
10,855 |
| 120 |
1651-0 |
780-0 |
871-0 |
99.8% |
29-2 |
3.4% |
11% |
False |
False |
9,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
907-0 |
|
2.618 |
894-0 |
|
1.618 |
886-0 |
|
1.000 |
881-0 |
|
0.618 |
878-0 |
|
HIGH |
873-0 |
|
0.618 |
870-0 |
|
0.500 |
869-0 |
|
0.382 |
868-0 |
|
LOW |
865-0 |
|
0.618 |
860-0 |
|
1.000 |
857-0 |
|
1.618 |
852-0 |
|
2.618 |
844-0 |
|
4.250 |
831-0 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
871-3 |
871-0 |
| PP |
870-1 |
869-4 |
| S1 |
869-0 |
868-0 |
|