CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
864-0 |
828-0 |
-36-0 |
-4.2% |
868-0 |
| High |
864-0 |
848-0 |
-16-0 |
-1.9% |
906-6 |
| Low |
834-0 |
826-0 |
-8-0 |
-1.0% |
867-0 |
| Close |
834-4 |
835-0 |
0-4 |
0.1% |
891-0 |
| Range |
30-0 |
22-0 |
-8-0 |
-26.7% |
39-6 |
| ATR |
32-3 |
31-5 |
-0-6 |
-2.3% |
0-0 |
| Volume |
15,094 |
30,600 |
15,506 |
102.7% |
53,244 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902-3 |
890-5 |
847-1 |
|
| R3 |
880-3 |
868-5 |
841-0 |
|
| R2 |
858-3 |
858-3 |
839-0 |
|
| R1 |
846-5 |
846-5 |
837-0 |
852-4 |
| PP |
836-3 |
836-3 |
836-3 |
839-2 |
| S1 |
824-5 |
824-5 |
833-0 |
830-4 |
| S2 |
814-3 |
814-3 |
831-0 |
|
| S3 |
792-3 |
802-5 |
829-0 |
|
| S4 |
770-3 |
780-5 |
822-7 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1007-4 |
989-0 |
912-7 |
|
| R3 |
967-6 |
949-2 |
901-7 |
|
| R2 |
928-0 |
928-0 |
898-2 |
|
| R1 |
909-4 |
909-4 |
894-5 |
918-6 |
| PP |
888-2 |
888-2 |
888-2 |
892-7 |
| S1 |
869-6 |
869-6 |
887-3 |
879-0 |
| S2 |
848-4 |
848-4 |
883-6 |
|
| S3 |
808-6 |
830-0 |
880-1 |
|
| S4 |
769-0 |
790-2 |
869-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
906-6 |
826-0 |
80-6 |
9.7% |
19-5 |
2.4% |
11% |
False |
True |
15,930 |
| 10 |
926-4 |
826-0 |
100-4 |
12.0% |
22-2 |
2.7% |
9% |
False |
True |
15,731 |
| 20 |
970-0 |
826-0 |
144-0 |
17.2% |
24-4 |
2.9% |
6% |
False |
True |
14,183 |
| 40 |
1018-0 |
826-0 |
192-0 |
23.0% |
27-3 |
3.3% |
5% |
False |
True |
11,146 |
| 60 |
1250-0 |
826-0 |
424-0 |
50.8% |
28-1 |
3.4% |
2% |
False |
True |
8,887 |
| 80 |
1397-0 |
826-0 |
571-0 |
68.4% |
29-0 |
3.5% |
2% |
False |
True |
7,255 |
| 100 |
1596-0 |
826-0 |
770-0 |
92.2% |
30-1 |
3.6% |
1% |
False |
True |
6,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
941-4 |
|
2.618 |
905-5 |
|
1.618 |
883-5 |
|
1.000 |
870-0 |
|
0.618 |
861-5 |
|
HIGH |
848-0 |
|
0.618 |
839-5 |
|
0.500 |
837-0 |
|
0.382 |
834-3 |
|
LOW |
826-0 |
|
0.618 |
812-3 |
|
1.000 |
804-0 |
|
1.618 |
790-3 |
|
2.618 |
768-3 |
|
4.250 |
732-4 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
837-0 |
846-4 |
| PP |
836-3 |
842-5 |
| S1 |
835-5 |
838-7 |
|