CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
899-0 |
899-0 |
0-0 |
0.0% |
888-0 |
| High |
910-0 |
916-0 |
6-0 |
0.7% |
888-0 |
| Low |
895-0 |
899-0 |
4-0 |
0.4% |
859-0 |
| Close |
901-4 |
916-0 |
14-4 |
1.6% |
883-6 |
| Range |
15-0 |
17-0 |
2-0 |
13.3% |
29-0 |
| ATR |
24-2 |
23-6 |
-0-4 |
-2.1% |
0-0 |
| Volume |
3,860 |
3,758 |
-102 |
-2.6% |
29,885 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961-3 |
955-5 |
925-3 |
|
| R3 |
944-3 |
938-5 |
920-5 |
|
| R2 |
927-3 |
927-3 |
919-1 |
|
| R1 |
921-5 |
921-5 |
917-4 |
924-4 |
| PP |
910-3 |
910-3 |
910-3 |
911-6 |
| S1 |
904-5 |
904-5 |
914-4 |
907-4 |
| S2 |
893-3 |
893-3 |
912-7 |
|
| S3 |
876-3 |
887-5 |
911-3 |
|
| S4 |
859-3 |
870-5 |
906-5 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
963-7 |
952-7 |
899-6 |
|
| R3 |
934-7 |
923-7 |
891-6 |
|
| R2 |
905-7 |
905-7 |
889-1 |
|
| R1 |
894-7 |
894-7 |
886-3 |
885-7 |
| PP |
876-7 |
876-7 |
876-7 |
872-4 |
| S1 |
865-7 |
865-7 |
881-1 |
856-7 |
| S2 |
847-7 |
847-7 |
878-3 |
|
| S3 |
818-7 |
836-7 |
875-6 |
|
| S4 |
789-7 |
807-7 |
867-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
916-0 |
870-0 |
46-0 |
5.0% |
12-2 |
1.3% |
100% |
True |
False |
4,453 |
| 10 |
916-0 |
840-0 |
76-0 |
8.3% |
17-0 |
1.9% |
100% |
True |
False |
5,282 |
| 20 |
916-0 |
787-4 |
128-4 |
14.0% |
15-1 |
1.7% |
100% |
True |
False |
5,110 |
| 40 |
1002-0 |
787-4 |
214-4 |
23.4% |
19-7 |
2.2% |
60% |
False |
False |
4,406 |
| 60 |
1122-0 |
787-4 |
334-4 |
36.5% |
21-4 |
2.3% |
38% |
False |
False |
3,875 |
| 80 |
1339-0 |
787-4 |
551-4 |
60.2% |
21-2 |
2.3% |
23% |
False |
False |
3,256 |
| 100 |
1396-0 |
787-4 |
608-4 |
66.4% |
22-3 |
2.4% |
21% |
False |
False |
2,839 |
| 120 |
1628-0 |
787-4 |
840-4 |
91.8% |
22-6 |
2.5% |
15% |
False |
False |
2,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
988-2 |
|
2.618 |
960-4 |
|
1.618 |
943-4 |
|
1.000 |
933-0 |
|
0.618 |
926-4 |
|
HIGH |
916-0 |
|
0.618 |
909-4 |
|
0.500 |
907-4 |
|
0.382 |
905-4 |
|
LOW |
899-0 |
|
0.618 |
888-4 |
|
1.000 |
882-0 |
|
1.618 |
871-4 |
|
2.618 |
854-4 |
|
4.250 |
826-6 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
913-1 |
909-5 |
| PP |
910-3 |
903-3 |
| S1 |
907-4 |
897-0 |
|