CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
838-0 |
853-0 |
15-0 |
1.8% |
877-0 |
| High |
838-0 |
855-0 |
17-0 |
2.0% |
877-0 |
| Low |
827-0 |
840-0 |
13-0 |
1.6% |
787-4 |
| Close |
827-6 |
844-4 |
16-6 |
2.0% |
794-6 |
| Range |
11-0 |
15-0 |
4-0 |
36.4% |
89-4 |
| ATR |
28-1 |
28-1 |
-0-1 |
-0.2% |
0-0 |
| Volume |
7,495 |
4,521 |
-2,974 |
-39.7% |
20,036 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
891-4 |
883-0 |
852-6 |
|
| R3 |
876-4 |
868-0 |
848-5 |
|
| R2 |
861-4 |
861-4 |
847-2 |
|
| R1 |
853-0 |
853-0 |
845-7 |
849-6 |
| PP |
846-4 |
846-4 |
846-4 |
844-7 |
| S1 |
838-0 |
838-0 |
843-1 |
834-6 |
| S2 |
831-4 |
831-4 |
841-6 |
|
| S3 |
816-4 |
823-0 |
840-3 |
|
| S4 |
801-4 |
808-0 |
836-2 |
|
|
| 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 |
8.0% |
15-2 |
1.8% |
84% |
True |
False |
6,107 |
| 10 |
915-0 |
787-4 |
127-4 |
15.1% |
14-0 |
1.7% |
45% |
False |
False |
5,021 |
| 20 |
939-0 |
787-4 |
151-4 |
17.9% |
17-7 |
2.1% |
38% |
False |
False |
4,287 |
| 40 |
1002-0 |
787-4 |
214-4 |
25.4% |
22-3 |
2.7% |
27% |
False |
False |
3,789 |
| 60 |
1247-0 |
787-4 |
459-4 |
54.4% |
21-0 |
2.5% |
12% |
False |
False |
3,310 |
| 80 |
1396-0 |
787-4 |
608-4 |
72.1% |
21-6 |
2.6% |
9% |
False |
False |
2,777 |
| 100 |
1450-0 |
787-4 |
662-4 |
78.4% |
22-3 |
2.6% |
9% |
False |
False |
2,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
918-6 |
|
2.618 |
894-2 |
|
1.618 |
879-2 |
|
1.000 |
870-0 |
|
0.618 |
864-2 |
|
HIGH |
855-0 |
|
0.618 |
849-2 |
|
0.500 |
847-4 |
|
0.382 |
845-6 |
|
LOW |
840-0 |
|
0.618 |
830-6 |
|
1.000 |
825-0 |
|
1.618 |
815-6 |
|
2.618 |
800-6 |
|
4.250 |
776-2 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
847-4 |
843-3 |
| PP |
846-4 |
842-1 |
| S1 |
845-4 |
841-0 |
|