CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
938-0 |
988-4 |
50-4 |
5.4% |
899-0 |
| High |
976-0 |
989-0 |
13-0 |
1.3% |
976-0 |
| Low |
937-0 |
957-0 |
20-0 |
2.1% |
895-0 |
| Close |
967-4 |
957-2 |
-10-2 |
-1.1% |
967-4 |
| Range |
39-0 |
32-0 |
-7-0 |
-17.9% |
81-0 |
| ATR |
24-5 |
25-2 |
0-4 |
2.1% |
0-0 |
| Volume |
2,851 |
3,920 |
1,069 |
37.5% |
13,648 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1063-6 |
1042-4 |
974-7 |
|
| R3 |
1031-6 |
1010-4 |
966-0 |
|
| R2 |
999-6 |
999-6 |
963-1 |
|
| R1 |
978-4 |
978-4 |
960-1 |
973-1 |
| PP |
967-6 |
967-6 |
967-6 |
965-0 |
| S1 |
946-4 |
946-4 |
954-3 |
941-1 |
| S2 |
935-6 |
935-6 |
951-3 |
|
| S3 |
903-6 |
914-4 |
948-4 |
|
| S4 |
871-6 |
882-4 |
939-5 |
|
|
| 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 |
989-0 |
895-0 |
94-0 |
9.8% |
23-0 |
2.4% |
66% |
True |
False |
3,513 |
| 10 |
989-0 |
859-0 |
130-0 |
13.6% |
18-6 |
2.0% |
76% |
True |
False |
4,745 |
| 20 |
989-0 |
787-4 |
201-4 |
21.0% |
17-6 |
1.9% |
84% |
True |
False |
4,982 |
| 40 |
1002-0 |
787-4 |
214-4 |
22.4% |
19-5 |
2.1% |
79% |
False |
False |
4,363 |
| 60 |
1062-0 |
787-4 |
274-4 |
28.7% |
21-7 |
2.3% |
62% |
False |
False |
3,913 |
| 80 |
1247-0 |
787-4 |
459-4 |
48.0% |
21-0 |
2.2% |
37% |
False |
False |
3,332 |
| 100 |
1396-0 |
787-4 |
608-4 |
63.6% |
21-6 |
2.3% |
28% |
False |
False |
2,903 |
| 120 |
1628-0 |
787-4 |
840-4 |
87.8% |
22-6 |
2.4% |
20% |
False |
False |
2,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1125-0 |
|
2.618 |
1072-6 |
|
1.618 |
1040-6 |
|
1.000 |
1021-0 |
|
0.618 |
1008-6 |
|
HIGH |
989-0 |
|
0.618 |
976-6 |
|
0.500 |
973-0 |
|
0.382 |
969-2 |
|
LOW |
957-0 |
|
0.618 |
937-2 |
|
1.000 |
925-0 |
|
1.618 |
905-2 |
|
2.618 |
873-2 |
|
4.250 |
821-0 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
973-0 |
956-0 |
| PP |
967-6 |
954-6 |
| S1 |
962-4 |
953-4 |
|