CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
926-0 |
975-0 |
49-0 |
5.3% |
886-0 |
| High |
966-0 |
977-0 |
11-0 |
1.1% |
966-0 |
| Low |
923-0 |
936-4 |
13-4 |
1.5% |
882-4 |
| Close |
956-4 |
945-4 |
-11-0 |
-1.2% |
956-4 |
| Range |
43-0 |
40-4 |
-2-4 |
-5.8% |
83-4 |
| ATR |
27-0 |
27-7 |
1-0 |
3.6% |
0-0 |
| Volume |
21,983 |
33,456 |
11,473 |
52.2% |
107,567 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1074-4 |
1050-4 |
967-6 |
|
| R3 |
1034-0 |
1010-0 |
956-5 |
|
| R2 |
993-4 |
993-4 |
952-7 |
|
| R1 |
969-4 |
969-4 |
949-2 |
961-2 |
| PP |
953-0 |
953-0 |
953-0 |
948-7 |
| S1 |
929-0 |
929-0 |
941-6 |
920-6 |
| S2 |
912-4 |
912-4 |
938-1 |
|
| S3 |
872-0 |
888-4 |
934-3 |
|
| S4 |
831-4 |
848-0 |
923-2 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1185-4 |
1154-4 |
1002-3 |
|
| R3 |
1102-0 |
1071-0 |
979-4 |
|
| R2 |
1018-4 |
1018-4 |
971-6 |
|
| R1 |
987-4 |
987-4 |
964-1 |
1003-0 |
| PP |
935-0 |
935-0 |
935-0 |
942-6 |
| S1 |
904-0 |
904-0 |
948-7 |
919-4 |
| S2 |
851-4 |
851-4 |
941-2 |
|
| S3 |
768-0 |
820-4 |
933-4 |
|
| S4 |
684-4 |
737-0 |
910-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
977-0 |
882-4 |
94-4 |
10.0% |
26-3 |
2.8% |
67% |
True |
False |
28,204 |
| 10 |
977-0 |
849-0 |
128-0 |
13.5% |
22-2 |
2.4% |
75% |
True |
False |
33,716 |
| 20 |
977-0 |
780-0 |
197-0 |
20.8% |
22-0 |
2.3% |
84% |
True |
False |
33,720 |
| 40 |
989-0 |
780-0 |
209-0 |
22.1% |
23-0 |
2.4% |
79% |
False |
False |
23,075 |
| 60 |
1053-0 |
780-0 |
273-0 |
28.9% |
25-6 |
2.7% |
61% |
False |
False |
18,171 |
| 80 |
1250-0 |
780-0 |
470-0 |
49.7% |
27-0 |
2.9% |
35% |
False |
False |
14,508 |
| 100 |
1397-0 |
780-0 |
617-0 |
65.3% |
27-4 |
2.9% |
27% |
False |
False |
12,113 |
| 120 |
1640-0 |
780-0 |
860-0 |
91.0% |
29-0 |
3.1% |
19% |
False |
False |
10,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1149-1 |
|
2.618 |
1083-0 |
|
1.618 |
1042-4 |
|
1.000 |
1017-4 |
|
0.618 |
1002-0 |
|
HIGH |
977-0 |
|
0.618 |
961-4 |
|
0.500 |
956-6 |
|
0.382 |
952-0 |
|
LOW |
936-4 |
|
0.618 |
911-4 |
|
1.000 |
896-0 |
|
1.618 |
871-0 |
|
2.618 |
830-4 |
|
4.250 |
764-3 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
956-6 |
944-0 |
| PP |
953-0 |
942-4 |
| S1 |
949-2 |
941-0 |
|