CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
840-0 |
877-0 |
37-0 |
4.4% |
812-0 |
| High |
866-0 |
878-0 |
12-0 |
1.4% |
866-4 |
| Low |
831-0 |
849-0 |
18-0 |
2.2% |
812-0 |
| Close |
856-2 |
849-4 |
-6-6 |
-0.8% |
856-2 |
| Range |
35-0 |
29-0 |
-6-0 |
-17.1% |
54-4 |
| ATR |
31-0 |
30-6 |
-0-1 |
-0.4% |
0-0 |
| Volume |
46,309 |
43,752 |
-2,557 |
-5.5% |
215,574 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
945-7 |
926-5 |
865-4 |
|
| R3 |
916-7 |
897-5 |
857-4 |
|
| R2 |
887-7 |
887-7 |
854-7 |
|
| R1 |
868-5 |
868-5 |
852-1 |
863-6 |
| PP |
858-7 |
858-7 |
858-7 |
856-3 |
| S1 |
839-5 |
839-5 |
846-7 |
834-6 |
| S2 |
829-7 |
829-7 |
844-1 |
|
| S3 |
800-7 |
810-5 |
841-4 |
|
| S4 |
771-7 |
781-5 |
833-4 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1008-3 |
986-7 |
886-2 |
|
| R3 |
953-7 |
932-3 |
871-2 |
|
| R2 |
899-3 |
899-3 |
866-2 |
|
| R1 |
877-7 |
877-7 |
861-2 |
888-5 |
| PP |
844-7 |
844-7 |
844-7 |
850-2 |
| S1 |
823-3 |
823-3 |
851-2 |
834-1 |
| S2 |
790-3 |
790-3 |
846-2 |
|
| S3 |
735-7 |
768-7 |
841-2 |
|
| S4 |
681-3 |
714-3 |
826-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
878-0 |
817-0 |
61-0 |
7.2% |
24-2 |
2.8% |
53% |
True |
False |
42,119 |
| 10 |
878-0 |
780-0 |
98-0 |
11.5% |
23-0 |
2.7% |
71% |
True |
False |
37,264 |
| 20 |
926-4 |
780-0 |
146-4 |
17.2% |
22-1 |
2.6% |
47% |
False |
False |
25,371 |
| 40 |
989-0 |
780-0 |
209-0 |
24.6% |
26-0 |
3.1% |
33% |
False |
False |
17,924 |
| 60 |
1242-0 |
780-0 |
462-0 |
54.4% |
26-7 |
3.2% |
15% |
False |
False |
13,785 |
| 80 |
1397-0 |
780-0 |
617-0 |
72.6% |
27-5 |
3.3% |
11% |
False |
False |
11,111 |
| 100 |
1445-0 |
780-0 |
665-0 |
78.3% |
28-4 |
3.3% |
10% |
False |
False |
9,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1001-2 |
|
2.618 |
953-7 |
|
1.618 |
924-7 |
|
1.000 |
907-0 |
|
0.618 |
895-7 |
|
HIGH |
878-0 |
|
0.618 |
866-7 |
|
0.500 |
863-4 |
|
0.382 |
860-1 |
|
LOW |
849-0 |
|
0.618 |
831-1 |
|
1.000 |
820-0 |
|
1.618 |
802-1 |
|
2.618 |
773-1 |
|
4.250 |
725-6 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
863-4 |
854-4 |
| PP |
858-7 |
852-7 |
| S1 |
854-1 |
851-1 |
|