CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
887-0 |
905-0 |
18-0 |
2.0% |
877-0 |
| High |
905-0 |
920-0 |
15-0 |
1.7% |
880-0 |
| Low |
887-0 |
905-0 |
18-0 |
2.0% |
849-0 |
| Close |
905-0 |
919-0 |
14-0 |
1.5% |
872-4 |
| Range |
18-0 |
15-0 |
-3-0 |
-16.7% |
31-0 |
| ATR |
26-2 |
25-3 |
-0-6 |
-3.1% |
0-0 |
| Volume |
31,728 |
32,640 |
912 |
2.9% |
196,143 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
959-5 |
954-3 |
927-2 |
|
| R3 |
944-5 |
939-3 |
923-1 |
|
| R2 |
929-5 |
929-5 |
921-6 |
|
| R1 |
924-3 |
924-3 |
920-3 |
927-0 |
| PP |
914-5 |
914-5 |
914-5 |
916-0 |
| S1 |
909-3 |
909-3 |
917-5 |
912-0 |
| S2 |
899-5 |
899-5 |
916-2 |
|
| S3 |
884-5 |
894-3 |
914-7 |
|
| S4 |
869-5 |
879-3 |
910-6 |
|
|
| 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 |
920-0 |
860-4 |
59-4 |
6.5% |
14-2 |
1.5% |
98% |
True |
False |
31,862 |
| 10 |
920-0 |
831-0 |
89-0 |
9.7% |
20-0 |
2.2% |
99% |
True |
False |
36,536 |
| 20 |
920-0 |
780-0 |
140-0 |
15.2% |
19-2 |
2.1% |
99% |
True |
False |
32,228 |
| 40 |
989-0 |
780-0 |
209-0 |
22.7% |
22-2 |
2.4% |
67% |
False |
False |
22,341 |
| 60 |
1097-4 |
780-0 |
317-4 |
34.5% |
25-3 |
2.8% |
44% |
False |
False |
17,409 |
| 80 |
1312-0 |
780-0 |
532-0 |
57.9% |
26-7 |
2.9% |
26% |
False |
False |
13,899 |
| 100 |
1397-0 |
780-0 |
617-0 |
67.1% |
27-6 |
3.0% |
23% |
False |
False |
11,616 |
| 120 |
1640-0 |
780-0 |
860-0 |
93.6% |
29-0 |
3.1% |
16% |
False |
False |
9,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
983-6 |
|
2.618 |
959-2 |
|
1.618 |
944-2 |
|
1.000 |
935-0 |
|
0.618 |
929-2 |
|
HIGH |
920-0 |
|
0.618 |
914-2 |
|
0.500 |
912-4 |
|
0.382 |
910-6 |
|
LOW |
905-0 |
|
0.618 |
895-6 |
|
1.000 |
890-0 |
|
1.618 |
880-6 |
|
2.618 |
865-6 |
|
4.250 |
841-2 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
916-7 |
913-1 |
| PP |
914-5 |
907-1 |
| S1 |
912-4 |
901-2 |
|