CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 26-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
918-0 |
938-0 |
20-0 |
2.2% |
899-0 |
| High |
929-6 |
976-0 |
46-2 |
5.0% |
976-0 |
| Low |
918-0 |
937-0 |
19-0 |
2.1% |
895-0 |
| Close |
930-0 |
967-4 |
37-4 |
4.0% |
967-4 |
| Range |
11-6 |
39-0 |
27-2 |
231.9% |
81-0 |
| ATR |
23-0 |
24-5 |
1-5 |
7.1% |
0-0 |
| Volume |
3,179 |
2,851 |
-328 |
-10.3% |
13,648 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1077-1 |
1061-3 |
989-0 |
|
| R3 |
1038-1 |
1022-3 |
978-2 |
|
| R2 |
999-1 |
999-1 |
974-5 |
|
| R1 |
983-3 |
983-3 |
971-1 |
991-2 |
| PP |
960-1 |
960-1 |
960-1 |
964-1 |
| S1 |
944-3 |
944-3 |
963-7 |
952-2 |
| S2 |
921-1 |
921-1 |
960-3 |
|
| S3 |
882-1 |
905-3 |
956-6 |
|
| S4 |
843-1 |
866-3 |
946-0 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1189-1 |
1159-3 |
1012-0 |
|
| R3 |
1108-1 |
1078-3 |
989-6 |
|
| R2 |
1027-1 |
1027-1 |
982-3 |
|
| R1 |
997-3 |
997-3 |
974-7 |
1012-2 |
| PP |
946-1 |
946-1 |
946-1 |
953-5 |
| S1 |
916-3 |
916-3 |
960-1 |
931-2 |
| S2 |
865-1 |
865-1 |
952-5 |
|
| S3 |
784-1 |
835-3 |
945-2 |
|
| S4 |
703-1 |
754-3 |
923-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
976-0 |
878-0 |
98-0 |
10.1% |
17-4 |
1.8% |
91% |
True |
False |
3,498 |
| 10 |
976-0 |
843-0 |
133-0 |
13.7% |
18-0 |
1.9% |
94% |
True |
False |
4,918 |
| 20 |
976-0 |
787-4 |
188-4 |
19.5% |
16-6 |
1.7% |
95% |
True |
False |
5,029 |
| 40 |
1002-0 |
787-4 |
214-4 |
22.2% |
19-3 |
2.0% |
84% |
False |
False |
4,378 |
| 60 |
1062-0 |
787-4 |
274-4 |
28.4% |
21-4 |
2.2% |
66% |
False |
False |
3,906 |
| 80 |
1286-0 |
787-4 |
498-4 |
51.5% |
20-6 |
2.1% |
36% |
False |
False |
3,304 |
| 100 |
1396-0 |
787-4 |
608-4 |
62.9% |
22-1 |
2.3% |
30% |
False |
False |
2,877 |
| 120 |
1628-0 |
787-4 |
840-4 |
86.9% |
22-5 |
2.3% |
21% |
False |
False |
2,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1141-6 |
|
2.618 |
1078-1 |
|
1.618 |
1039-1 |
|
1.000 |
1015-0 |
|
0.618 |
1000-1 |
|
HIGH |
976-0 |
|
0.618 |
961-1 |
|
0.500 |
956-4 |
|
0.382 |
951-7 |
|
LOW |
937-0 |
|
0.618 |
912-7 |
|
1.000 |
898-0 |
|
1.618 |
873-7 |
|
2.618 |
834-7 |
|
4.250 |
771-2 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
963-7 |
957-4 |
| PP |
960-1 |
947-4 |
| S1 |
956-4 |
937-4 |
|