CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
877-0 |
855-0 |
-22-0 |
-2.5% |
878-0 |
| High |
877-0 |
855-0 |
-22-0 |
-2.5% |
915-0 |
| Low |
865-0 |
844-0 |
-21-0 |
-2.4% |
878-0 |
| Close |
863-6 |
844-0 |
-19-6 |
-2.3% |
900-0 |
| Range |
12-0 |
11-0 |
-1-0 |
-8.3% |
37-0 |
| ATR |
29-5 |
29-0 |
-0-6 |
-2.4% |
0-0 |
| Volume |
2,449 |
4,420 |
1,971 |
80.5% |
15,618 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880-5 |
873-3 |
850-0 |
|
| R3 |
869-5 |
862-3 |
847-0 |
|
| R2 |
858-5 |
858-5 |
846-0 |
|
| R1 |
851-3 |
851-3 |
845-0 |
849-4 |
| PP |
847-5 |
847-5 |
847-5 |
846-6 |
| S1 |
840-3 |
840-3 |
843-0 |
838-4 |
| S2 |
836-5 |
836-5 |
842-0 |
|
| S3 |
825-5 |
829-3 |
841-0 |
|
| S4 |
814-5 |
818-3 |
838-0 |
|
|
| 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 |
844-0 |
71-0 |
8.4% |
11-0 |
1.3% |
0% |
False |
True |
3,875 |
| 10 |
937-4 |
844-0 |
93-4 |
11.1% |
16-3 |
1.9% |
0% |
False |
True |
3,840 |
| 20 |
1002-0 |
844-0 |
158-0 |
18.7% |
21-0 |
2.5% |
0% |
False |
True |
3,848 |
| 40 |
1024-0 |
844-0 |
180-0 |
21.3% |
23-4 |
2.8% |
0% |
False |
True |
3,392 |
| 60 |
1247-0 |
844-0 |
403-0 |
47.7% |
21-5 |
2.6% |
0% |
False |
True |
2,855 |
| 80 |
1396-0 |
844-0 |
552-0 |
65.4% |
22-5 |
2.7% |
0% |
False |
True |
2,426 |
| 100 |
1596-0 |
844-0 |
752-0 |
89.1% |
23-2 |
2.8% |
0% |
False |
True |
2,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
901-6 |
|
2.618 |
883-6 |
|
1.618 |
872-6 |
|
1.000 |
866-0 |
|
0.618 |
861-6 |
|
HIGH |
855-0 |
|
0.618 |
850-6 |
|
0.500 |
849-4 |
|
0.382 |
848-2 |
|
LOW |
844-0 |
|
0.618 |
837-2 |
|
1.000 |
833-0 |
|
1.618 |
826-2 |
|
2.618 |
815-2 |
|
4.250 |
797-2 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
849-4 |
872-0 |
| PP |
847-5 |
862-5 |
| S1 |
845-7 |
853-3 |
|