CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
895-0 |
877-0 |
-18-0 |
-2.0% |
878-0 |
| High |
900-0 |
877-0 |
-23-0 |
-2.6% |
915-0 |
| Low |
888-4 |
865-0 |
-23-4 |
-2.6% |
878-0 |
| Close |
900-0 |
863-6 |
-36-2 |
-4.0% |
900-0 |
| Range |
11-4 |
12-0 |
0-4 |
4.3% |
37-0 |
| ATR |
29-2 |
29-5 |
0-3 |
1.4% |
0-0 |
| Volume |
4,861 |
2,449 |
-2,412 |
-49.6% |
15,618 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
904-5 |
896-1 |
870-3 |
|
| R3 |
892-5 |
884-1 |
867-0 |
|
| R2 |
880-5 |
880-5 |
866-0 |
|
| R1 |
872-1 |
872-1 |
864-7 |
870-3 |
| PP |
868-5 |
868-5 |
868-5 |
867-6 |
| S1 |
860-1 |
860-1 |
862-5 |
858-3 |
| S2 |
856-5 |
856-5 |
861-4 |
|
| S3 |
844-5 |
848-1 |
860-4 |
|
| S4 |
832-5 |
836-1 |
857-1 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1008-5 |
991-3 |
920-3 |
|
| R3 |
971-5 |
954-3 |
910-1 |
|
| R2 |
934-5 |
934-5 |
906-6 |
|
| R1 |
917-3 |
917-3 |
903-3 |
926-0 |
| PP |
897-5 |
897-5 |
897-5 |
902-0 |
| S1 |
880-3 |
880-3 |
896-5 |
889-0 |
| S2 |
860-5 |
860-5 |
893-2 |
|
| S3 |
823-5 |
843-3 |
889-7 |
|
| S4 |
786-5 |
806-3 |
879-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
915-0 |
865-0 |
50-0 |
5.8% |
15-3 |
1.8% |
-3% |
False |
True |
3,613 |
| 10 |
937-4 |
854-4 |
83-0 |
9.6% |
17-4 |
2.0% |
11% |
False |
False |
3,561 |
| 20 |
1002-0 |
854-4 |
147-4 |
17.1% |
21-3 |
2.5% |
6% |
False |
False |
3,711 |
| 40 |
1024-0 |
854-4 |
169-4 |
19.6% |
23-5 |
2.7% |
5% |
False |
False |
3,364 |
| 60 |
1247-0 |
854-4 |
392-4 |
45.4% |
21-6 |
2.5% |
2% |
False |
False |
2,811 |
| 80 |
1396-0 |
854-4 |
541-4 |
62.7% |
22-5 |
2.6% |
2% |
False |
False |
2,390 |
| 100 |
1628-0 |
854-4 |
773-4 |
89.6% |
23-5 |
2.7% |
1% |
False |
False |
2,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
928-0 |
|
2.618 |
908-3 |
|
1.618 |
896-3 |
|
1.000 |
889-0 |
|
0.618 |
884-3 |
|
HIGH |
877-0 |
|
0.618 |
872-3 |
|
0.500 |
871-0 |
|
0.382 |
869-5 |
|
LOW |
865-0 |
|
0.618 |
857-5 |
|
1.000 |
853-0 |
|
1.618 |
845-5 |
|
2.618 |
833-5 |
|
4.250 |
814-0 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
871-0 |
890-0 |
| PP |
868-5 |
881-2 |
| S1 |
866-1 |
872-4 |
|