CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
812-0 |
819-4 |
7-4 |
0.9% |
865-0 |
| High |
831-0 |
830-0 |
-1-0 |
-0.1% |
867-0 |
| Low |
812-0 |
817-0 |
5-0 |
0.6% |
780-0 |
| Close |
825-4 |
818-2 |
-7-2 |
-0.9% |
787-2 |
| Range |
19-0 |
13-0 |
-6-0 |
-31.6% |
87-0 |
| ATR |
32-1 |
30-6 |
-1-3 |
-4.3% |
0-0 |
| Volume |
48,727 |
40,163 |
-8,564 |
-17.6% |
121,669 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
860-6 |
852-4 |
825-3 |
|
| R3 |
847-6 |
839-4 |
821-7 |
|
| R2 |
834-6 |
834-6 |
820-5 |
|
| R1 |
826-4 |
826-4 |
819-4 |
824-1 |
| PP |
821-6 |
821-6 |
821-6 |
820-4 |
| S1 |
813-4 |
813-4 |
817-0 |
811-1 |
| S2 |
808-6 |
808-6 |
815-7 |
|
| S3 |
795-6 |
800-4 |
814-5 |
|
| S4 |
782-6 |
787-4 |
811-1 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1072-3 |
1016-7 |
835-1 |
|
| R3 |
985-3 |
929-7 |
811-1 |
|
| R2 |
898-3 |
898-3 |
803-2 |
|
| R1 |
842-7 |
842-7 |
795-2 |
827-1 |
| PP |
811-3 |
811-3 |
811-3 |
803-4 |
| S1 |
755-7 |
755-7 |
779-2 |
740-1 |
| S2 |
724-3 |
724-3 |
771-2 |
|
| S3 |
637-3 |
668-7 |
763-3 |
|
| S4 |
550-3 |
581-7 |
739-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
848-0 |
780-0 |
68-0 |
8.3% |
18-2 |
2.2% |
56% |
False |
False |
37,422 |
| 10 |
906-6 |
780-0 |
126-6 |
15.5% |
18-5 |
2.3% |
30% |
False |
False |
25,070 |
| 20 |
930-0 |
780-0 |
150-0 |
18.3% |
21-5 |
2.6% |
26% |
False |
False |
19,837 |
| 40 |
989-0 |
780-0 |
209-0 |
25.5% |
27-0 |
3.3% |
18% |
False |
False |
14,478 |
| 60 |
1242-0 |
780-0 |
462-0 |
56.5% |
27-3 |
3.3% |
8% |
False |
False |
11,298 |
| 80 |
1397-0 |
780-0 |
617-0 |
75.4% |
28-1 |
3.4% |
6% |
False |
False |
9,049 |
| 100 |
1463-0 |
780-0 |
683-0 |
83.5% |
28-5 |
3.5% |
6% |
False |
False |
7,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
885-2 |
|
2.618 |
864-0 |
|
1.618 |
851-0 |
|
1.000 |
843-0 |
|
0.618 |
838-0 |
|
HIGH |
830-0 |
|
0.618 |
825-0 |
|
0.500 |
823-4 |
|
0.382 |
822-0 |
|
LOW |
817-0 |
|
0.618 |
809-0 |
|
1.000 |
804-0 |
|
1.618 |
796-0 |
|
2.618 |
783-0 |
|
4.250 |
761-6 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
823-4 |
814-0 |
| PP |
821-6 |
809-6 |
| S1 |
820-0 |
805-4 |
|