CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
853-0 |
856-0 |
3-0 |
0.4% |
877-0 |
| High |
855-0 |
876-0 |
21-0 |
2.5% |
877-0 |
| Low |
840-0 |
850-0 |
10-0 |
1.2% |
787-4 |
| Close |
844-4 |
870-0 |
25-4 |
3.0% |
794-6 |
| Range |
15-0 |
26-0 |
11-0 |
73.3% |
89-4 |
| ATR |
28-1 |
28-2 |
0-2 |
0.9% |
0-0 |
| Volume |
4,521 |
5,152 |
631 |
14.0% |
20,036 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
943-3 |
932-5 |
884-2 |
|
| R3 |
917-3 |
906-5 |
877-1 |
|
| R2 |
891-3 |
891-3 |
874-6 |
|
| R1 |
880-5 |
880-5 |
872-3 |
886-0 |
| PP |
865-3 |
865-3 |
865-3 |
868-0 |
| S1 |
854-5 |
854-5 |
867-5 |
860-0 |
| S2 |
839-3 |
839-3 |
865-2 |
|
| S3 |
813-3 |
828-5 |
862-7 |
|
| S4 |
787-3 |
802-5 |
855-6 |
|
|
| 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 |
876-0 |
787-4 |
88-4 |
10.2% |
17-1 |
2.0% |
93% |
True |
False |
6,295 |
| 10 |
900-0 |
787-4 |
112-4 |
12.9% |
15-3 |
1.8% |
73% |
False |
False |
5,141 |
| 20 |
937-4 |
787-4 |
150-0 |
17.2% |
17-5 |
2.0% |
55% |
False |
False |
4,342 |
| 40 |
1002-0 |
787-4 |
214-4 |
24.7% |
22-2 |
2.6% |
38% |
False |
False |
3,861 |
| 60 |
1247-0 |
787-4 |
459-4 |
52.8% |
21-4 |
2.5% |
18% |
False |
False |
3,379 |
| 80 |
1396-0 |
787-4 |
608-4 |
69.9% |
21-2 |
2.4% |
14% |
False |
False |
2,831 |
| 100 |
1450-0 |
787-4 |
662-4 |
76.1% |
22-3 |
2.6% |
12% |
False |
False |
2,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
986-4 |
|
2.618 |
944-1 |
|
1.618 |
918-1 |
|
1.000 |
902-0 |
|
0.618 |
892-1 |
|
HIGH |
876-0 |
|
0.618 |
866-1 |
|
0.500 |
863-0 |
|
0.382 |
859-7 |
|
LOW |
850-0 |
|
0.618 |
833-7 |
|
1.000 |
824-0 |
|
1.618 |
807-7 |
|
2.618 |
781-7 |
|
4.250 |
739-4 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
867-5 |
863-7 |
| PP |
865-3 |
857-5 |
| S1 |
863-0 |
851-4 |
|