CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
975-0 |
946-0 |
-29-0 |
-3.0% |
886-0 |
| High |
977-0 |
954-4 |
-22-4 |
-2.3% |
966-0 |
| Low |
936-4 |
939-0 |
2-4 |
0.3% |
882-4 |
| Close |
945-4 |
953-0 |
7-4 |
0.8% |
956-4 |
| Range |
40-4 |
15-4 |
-25-0 |
-61.7% |
83-4 |
| ATR |
27-7 |
27-0 |
-0-7 |
-3.2% |
0-0 |
| Volume |
33,456 |
75,691 |
42,235 |
126.2% |
107,567 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
995-3 |
989-5 |
961-4 |
|
| R3 |
979-7 |
974-1 |
957-2 |
|
| R2 |
964-3 |
964-3 |
955-7 |
|
| R1 |
958-5 |
958-5 |
954-3 |
961-4 |
| PP |
948-7 |
948-7 |
948-7 |
950-2 |
| S1 |
943-1 |
943-1 |
951-5 |
946-0 |
| S2 |
933-3 |
933-3 |
950-1 |
|
| S3 |
917-7 |
927-5 |
948-6 |
|
| S4 |
902-3 |
912-1 |
944-4 |
|
|
| 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 |
887-0 |
90-0 |
9.4% |
26-3 |
2.8% |
73% |
False |
False |
39,099 |
| 10 |
977-0 |
851-0 |
126-0 |
13.2% |
20-7 |
2.2% |
81% |
False |
False |
36,910 |
| 20 |
977-0 |
780-0 |
197-0 |
20.7% |
21-7 |
2.3% |
88% |
False |
False |
37,087 |
| 40 |
989-0 |
780-0 |
209-0 |
21.9% |
22-7 |
2.4% |
83% |
False |
False |
24,762 |
| 60 |
1018-0 |
780-0 |
238-0 |
25.0% |
25-3 |
2.7% |
73% |
False |
False |
19,312 |
| 80 |
1250-0 |
780-0 |
470-0 |
49.3% |
26-6 |
2.8% |
37% |
False |
False |
15,433 |
| 100 |
1397-0 |
780-0 |
617-0 |
64.7% |
27-3 |
2.9% |
28% |
False |
False |
12,838 |
| 120 |
1640-0 |
780-0 |
860-0 |
90.2% |
28-7 |
3.0% |
20% |
False |
False |
11,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1020-3 |
|
2.618 |
995-1 |
|
1.618 |
979-5 |
|
1.000 |
970-0 |
|
0.618 |
964-1 |
|
HIGH |
954-4 |
|
0.618 |
948-5 |
|
0.500 |
946-6 |
|
0.382 |
944-7 |
|
LOW |
939-0 |
|
0.618 |
929-3 |
|
1.000 |
923-4 |
|
1.618 |
913-7 |
|
2.618 |
898-3 |
|
4.250 |
873-1 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
950-7 |
952-0 |
| PP |
948-7 |
951-0 |
| S1 |
946-6 |
950-0 |
|