CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
877-0 |
856-0 |
-21-0 |
-2.4% |
812-0 |
| High |
878-0 |
866-0 |
-12-0 |
-1.4% |
866-4 |
| Low |
849-0 |
851-0 |
2-0 |
0.2% |
812-0 |
| Close |
849-4 |
863-0 |
13-4 |
1.6% |
856-2 |
| Range |
29-0 |
15-0 |
-14-0 |
-48.3% |
54-4 |
| ATR |
30-6 |
29-6 |
-1-0 |
-3.3% |
0-0 |
| Volume |
43,752 |
43,712 |
-40 |
-0.1% |
215,574 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
905-0 |
899-0 |
871-2 |
|
| R3 |
890-0 |
884-0 |
867-1 |
|
| R2 |
875-0 |
875-0 |
865-6 |
|
| R1 |
869-0 |
869-0 |
864-3 |
872-0 |
| PP |
860-0 |
860-0 |
860-0 |
861-4 |
| S1 |
854-0 |
854-0 |
861-5 |
857-0 |
| S2 |
845-0 |
845-0 |
860-2 |
|
| S3 |
830-0 |
839-0 |
858-7 |
|
| S4 |
815-0 |
824-0 |
854-6 |
|
|
| 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 |
828-4 |
49-4 |
5.7% |
24-5 |
2.9% |
70% |
False |
False |
42,829 |
| 10 |
878-0 |
780-0 |
98-0 |
11.4% |
21-4 |
2.5% |
85% |
False |
False |
40,125 |
| 20 |
926-4 |
780-0 |
146-4 |
17.0% |
21-5 |
2.5% |
57% |
False |
False |
27,289 |
| 40 |
989-0 |
780-0 |
209-0 |
24.2% |
25-7 |
3.0% |
40% |
False |
False |
18,847 |
| 60 |
1238-0 |
780-0 |
458-0 |
53.1% |
26-4 |
3.1% |
18% |
False |
False |
14,459 |
| 80 |
1397-0 |
780-0 |
617-0 |
71.5% |
27-4 |
3.2% |
13% |
False |
False |
11,619 |
| 100 |
1445-0 |
780-0 |
665-0 |
77.1% |
28-2 |
3.3% |
12% |
False |
False |
9,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
929-6 |
|
2.618 |
905-2 |
|
1.618 |
890-2 |
|
1.000 |
881-0 |
|
0.618 |
875-2 |
|
HIGH |
866-0 |
|
0.618 |
860-2 |
|
0.500 |
858-4 |
|
0.382 |
856-6 |
|
LOW |
851-0 |
|
0.618 |
841-6 |
|
1.000 |
836-0 |
|
1.618 |
826-6 |
|
2.618 |
811-6 |
|
4.250 |
787-2 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
861-4 |
860-1 |
| PP |
860-0 |
857-3 |
| S1 |
858-4 |
854-4 |
|