CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
899-0 |
918-0 |
19-0 |
2.1% |
888-0 |
| High |
916-0 |
929-6 |
13-6 |
1.5% |
888-0 |
| Low |
899-0 |
918-0 |
19-0 |
2.1% |
859-0 |
| Close |
916-0 |
930-0 |
14-0 |
1.5% |
883-6 |
| Range |
17-0 |
11-6 |
-5-2 |
-30.9% |
29-0 |
| ATR |
23-6 |
23-0 |
-0-6 |
-3.0% |
0-0 |
| Volume |
3,758 |
3,179 |
-579 |
-15.4% |
29,885 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961-1 |
957-3 |
936-4 |
|
| R3 |
949-3 |
945-5 |
933-2 |
|
| R2 |
937-5 |
937-5 |
932-1 |
|
| R1 |
933-7 |
933-7 |
931-1 |
935-6 |
| PP |
925-7 |
925-7 |
925-7 |
926-7 |
| S1 |
922-1 |
922-1 |
928-7 |
924-0 |
| S2 |
914-1 |
914-1 |
927-7 |
|
| S3 |
902-3 |
910-3 |
926-6 |
|
| S4 |
890-5 |
898-5 |
923-4 |
|
|
| 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 |
929-6 |
875-0 |
54-6 |
5.9% |
12-0 |
1.3% |
100% |
True |
False |
4,225 |
| 10 |
929-6 |
843-0 |
86-6 |
9.3% |
16-6 |
1.8% |
100% |
True |
False |
5,148 |
| 20 |
929-6 |
787-4 |
142-2 |
15.3% |
15-3 |
1.6% |
100% |
True |
False |
5,084 |
| 40 |
1002-0 |
787-4 |
214-4 |
23.1% |
19-2 |
2.1% |
66% |
False |
False |
4,425 |
| 60 |
1107-0 |
787-4 |
319-4 |
34.4% |
21-1 |
2.3% |
45% |
False |
False |
3,896 |
| 80 |
1320-0 |
787-4 |
532-4 |
57.3% |
20-7 |
2.2% |
27% |
False |
False |
3,289 |
| 100 |
1396-0 |
787-4 |
608-4 |
65.4% |
22-1 |
2.4% |
23% |
False |
False |
2,863 |
| 120 |
1628-0 |
787-4 |
840-4 |
90.4% |
22-6 |
2.4% |
17% |
False |
False |
2,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
979-6 |
|
2.618 |
960-4 |
|
1.618 |
948-6 |
|
1.000 |
941-4 |
|
0.618 |
937-0 |
|
HIGH |
929-6 |
|
0.618 |
925-2 |
|
0.500 |
923-7 |
|
0.382 |
922-4 |
|
LOW |
918-0 |
|
0.618 |
910-6 |
|
1.000 |
906-2 |
|
1.618 |
899-0 |
|
2.618 |
887-2 |
|
4.250 |
868-0 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
928-0 |
924-1 |
| PP |
925-7 |
918-2 |
| S1 |
923-7 |
912-3 |
|