CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
809-0 |
827-0 |
18-0 |
2.2% |
877-0 |
| High |
809-0 |
839-0 |
30-0 |
3.7% |
877-0 |
| Low |
787-4 |
827-0 |
39-4 |
5.0% |
787-4 |
| Close |
794-6 |
835-0 |
40-2 |
5.1% |
794-6 |
| Range |
21-4 |
12-0 |
-9-4 |
-44.2% |
89-4 |
| ATR |
28-2 |
29-4 |
1-1 |
4.0% |
0-0 |
| Volume |
4,956 |
9,353 |
4,397 |
88.7% |
20,036 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
869-5 |
864-3 |
841-5 |
|
| R3 |
857-5 |
852-3 |
838-2 |
|
| R2 |
845-5 |
845-5 |
837-2 |
|
| R1 |
840-3 |
840-3 |
836-1 |
843-0 |
| PP |
833-5 |
833-5 |
833-5 |
835-0 |
| S1 |
828-3 |
828-3 |
833-7 |
831-0 |
| S2 |
821-5 |
821-5 |
832-6 |
|
| S3 |
809-5 |
816-3 |
831-6 |
|
| S4 |
797-5 |
804-3 |
828-3 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1088-2 |
1031-0 |
844-0 |
|
| R3 |
998-6 |
941-4 |
819-3 |
|
| R2 |
909-2 |
909-2 |
811-1 |
|
| R1 |
852-0 |
852-0 |
803-0 |
835-7 |
| PP |
819-6 |
819-6 |
819-6 |
811-6 |
| S1 |
762-4 |
762-4 |
786-4 |
746-3 |
| S2 |
730-2 |
730-2 |
778-3 |
|
| S3 |
640-6 |
673-0 |
770-1 |
|
| S4 |
551-2 |
583-4 |
745-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
855-0 |
787-4 |
67-4 |
8.1% |
15-5 |
1.9% |
70% |
False |
False |
5,388 |
| 10 |
915-0 |
787-4 |
127-4 |
15.3% |
15-4 |
1.9% |
37% |
False |
False |
4,500 |
| 20 |
967-4 |
787-4 |
180-0 |
21.6% |
18-6 |
2.2% |
26% |
False |
False |
4,058 |
| 40 |
1002-0 |
787-4 |
214-4 |
25.7% |
23-1 |
2.8% |
22% |
False |
False |
3,601 |
| 60 |
1247-0 |
787-4 |
459-4 |
55.0% |
21-5 |
2.6% |
10% |
False |
False |
3,139 |
| 80 |
1396-0 |
787-4 |
608-4 |
72.9% |
22-0 |
2.6% |
8% |
False |
False |
2,652 |
| 100 |
1523-0 |
787-4 |
735-4 |
88.1% |
22-5 |
2.7% |
6% |
False |
False |
2,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
890-0 |
|
2.618 |
870-3 |
|
1.618 |
858-3 |
|
1.000 |
851-0 |
|
0.618 |
846-3 |
|
HIGH |
839-0 |
|
0.618 |
834-3 |
|
0.500 |
833-0 |
|
0.382 |
831-5 |
|
LOW |
827-0 |
|
0.618 |
819-5 |
|
1.000 |
815-0 |
|
1.618 |
807-5 |
|
2.618 |
795-5 |
|
4.250 |
776-0 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
834-3 |
827-6 |
| PP |
833-5 |
820-4 |
| S1 |
833-0 |
813-2 |
|