CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
856-0 |
879-0 |
23-0 |
2.7% |
812-0 |
| High |
866-0 |
880-0 |
14-0 |
1.6% |
866-4 |
| Low |
851-0 |
856-0 |
5-0 |
0.6% |
812-0 |
| Close |
863-0 |
869-0 |
6-0 |
0.7% |
856-2 |
| Range |
15-0 |
24-0 |
9-0 |
60.0% |
54-4 |
| ATR |
29-6 |
29-3 |
-0-3 |
-1.4% |
0-0 |
| Volume |
43,712 |
34,951 |
-8,761 |
-20.0% |
215,574 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
940-3 |
928-5 |
882-2 |
|
| R3 |
916-3 |
904-5 |
875-5 |
|
| R2 |
892-3 |
892-3 |
873-3 |
|
| R1 |
880-5 |
880-5 |
871-2 |
874-4 |
| PP |
868-3 |
868-3 |
868-3 |
865-2 |
| S1 |
856-5 |
856-5 |
866-6 |
850-4 |
| S2 |
844-3 |
844-3 |
864-5 |
|
| S3 |
820-3 |
832-5 |
862-3 |
|
| S4 |
796-3 |
808-5 |
855-6 |
|
|
| 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 |
880-0 |
831-0 |
49-0 |
5.6% |
25-7 |
3.0% |
78% |
True |
False |
41,210 |
| 10 |
880-0 |
780-0 |
100-0 |
11.5% |
21-5 |
2.5% |
89% |
True |
False |
40,560 |
| 20 |
926-4 |
780-0 |
146-4 |
16.9% |
22-0 |
2.5% |
61% |
False |
False |
28,146 |
| 40 |
989-0 |
780-0 |
209-0 |
24.1% |
25-6 |
3.0% |
43% |
False |
False |
19,514 |
| 60 |
1238-0 |
780-0 |
458-0 |
52.7% |
26-3 |
3.0% |
19% |
False |
False |
14,971 |
| 80 |
1395-0 |
780-0 |
615-0 |
70.8% |
27-4 |
3.2% |
14% |
False |
False |
12,033 |
| 100 |
1445-0 |
780-0 |
665-0 |
76.5% |
28-3 |
3.3% |
13% |
False |
False |
10,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
982-0 |
|
2.618 |
942-7 |
|
1.618 |
918-7 |
|
1.000 |
904-0 |
|
0.618 |
894-7 |
|
HIGH |
880-0 |
|
0.618 |
870-7 |
|
0.500 |
868-0 |
|
0.382 |
865-1 |
|
LOW |
856-0 |
|
0.618 |
841-1 |
|
1.000 |
832-0 |
|
1.618 |
817-1 |
|
2.618 |
793-1 |
|
4.250 |
754-0 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
868-5 |
867-4 |
| PP |
868-3 |
866-0 |
| S1 |
868-0 |
864-4 |
|