CME Pit-Traded Soybean Future March 2009
Trading Metrics calculated at close of trading on 18-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
879-0 |
862-0 |
-17-0 |
-1.9% |
812-0 |
High |
880-0 |
875-0 |
-5-0 |
-0.6% |
866-4 |
Low |
856-0 |
860-4 |
4-4 |
0.5% |
812-0 |
Close |
869-0 |
874-4 |
5-4 |
0.6% |
856-2 |
Range |
24-0 |
14-4 |
-9-4 |
-39.6% |
54-4 |
ATR |
29-3 |
28-2 |
-1-0 |
-3.6% |
0-0 |
Volume |
34,951 |
49,785 |
14,834 |
42.4% |
215,574 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
913-4 |
908-4 |
882-4 |
|
R3 |
899-0 |
894-0 |
878-4 |
|
R2 |
884-4 |
884-4 |
877-1 |
|
R1 |
879-4 |
879-4 |
875-7 |
882-0 |
PP |
870-0 |
870-0 |
870-0 |
871-2 |
S1 |
865-0 |
865-0 |
873-1 |
867-4 |
S2 |
855-4 |
855-4 |
871-7 |
|
S3 |
841-0 |
850-4 |
870-4 |
|
S4 |
826-4 |
836-0 |
866-4 |
|
|
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 |
880-0 |
831-0 |
49-0 |
5.6% |
23-4 |
2.7% |
89% |
False |
False |
43,701 |
10 |
880-0 |
780-0 |
100-0 |
11.4% |
21-4 |
2.5% |
95% |
False |
False |
42,437 |
20 |
906-6 |
780-0 |
126-6 |
14.5% |
21-4 |
2.5% |
75% |
False |
False |
30,042 |
40 |
989-0 |
780-0 |
209-0 |
23.9% |
25-6 |
2.9% |
45% |
False |
False |
20,526 |
60 |
1231-0 |
780-0 |
451-0 |
51.6% |
26-2 |
3.0% |
21% |
False |
False |
15,739 |
80 |
1395-0 |
780-0 |
615-0 |
70.3% |
27-3 |
3.1% |
15% |
False |
False |
12,635 |
100 |
1445-0 |
780-0 |
665-0 |
76.0% |
28-1 |
3.2% |
14% |
False |
False |
10,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
936-5 |
2.618 |
913-0 |
1.618 |
898-4 |
1.000 |
889-4 |
0.618 |
884-0 |
HIGH |
875-0 |
0.618 |
869-4 |
0.500 |
867-6 |
0.382 |
866-0 |
LOW |
860-4 |
0.618 |
851-4 |
1.000 |
846-0 |
1.618 |
837-0 |
2.618 |
822-4 |
4.250 |
798-7 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
872-2 |
871-4 |
PP |
870-0 |
868-4 |
S1 |
867-6 |
865-4 |
|