CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 22-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
867-0 |
886-0 |
19-0 |
2.2% |
877-0 |
| High |
873-0 |
898-0 |
25-0 |
2.9% |
880-0 |
| Low |
865-0 |
882-4 |
17-4 |
2.0% |
849-0 |
| Close |
872-4 |
890-4 |
18-0 |
2.1% |
872-4 |
| Range |
8-0 |
15-4 |
7-4 |
93.8% |
31-0 |
| ATR |
27-0 |
26-7 |
-0-1 |
-0.4% |
0-0 |
| Volume |
23,943 |
21,216 |
-2,727 |
-11.4% |
196,143 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
936-7 |
929-1 |
899-0 |
|
| R3 |
921-3 |
913-5 |
894-6 |
|
| R2 |
905-7 |
905-7 |
893-3 |
|
| R1 |
898-1 |
898-1 |
891-7 |
902-0 |
| PP |
890-3 |
890-3 |
890-3 |
892-2 |
| S1 |
882-5 |
882-5 |
889-1 |
886-4 |
| S2 |
874-7 |
874-7 |
887-5 |
|
| S3 |
859-3 |
867-1 |
886-2 |
|
| S4 |
843-7 |
851-5 |
882-0 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
960-1 |
947-3 |
889-4 |
|
| R3 |
929-1 |
916-3 |
881-0 |
|
| R2 |
898-1 |
898-1 |
878-1 |
|
| R1 |
885-3 |
885-3 |
875-3 |
876-2 |
| PP |
867-1 |
867-1 |
867-1 |
862-5 |
| S1 |
854-3 |
854-3 |
869-5 |
845-2 |
| S2 |
836-1 |
836-1 |
866-7 |
|
| S3 |
805-1 |
823-3 |
864-0 |
|
| S4 |
774-1 |
792-3 |
855-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
898-0 |
851-0 |
47-0 |
5.3% |
15-3 |
1.7% |
84% |
True |
False |
34,721 |
| 10 |
898-0 |
817-0 |
81-0 |
9.1% |
19-6 |
2.2% |
91% |
True |
False |
38,420 |
| 20 |
906-6 |
780-0 |
126-6 |
14.2% |
20-4 |
2.3% |
87% |
False |
False |
30,392 |
| 40 |
989-0 |
780-0 |
209-0 |
23.5% |
24-1 |
2.7% |
53% |
False |
False |
21,228 |
| 60 |
1149-0 |
780-0 |
369-0 |
41.4% |
25-7 |
2.9% |
30% |
False |
False |
16,415 |
| 80 |
1365-0 |
780-0 |
585-0 |
65.7% |
27-1 |
3.0% |
19% |
False |
False |
13,129 |
| 100 |
1436-0 |
780-0 |
656-0 |
73.7% |
28-1 |
3.2% |
17% |
False |
False |
11,043 |
| 120 |
1650-0 |
780-0 |
870-0 |
97.7% |
29-0 |
3.3% |
13% |
False |
False |
9,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
963-7 |
|
2.618 |
938-5 |
|
1.618 |
923-1 |
|
1.000 |
913-4 |
|
0.618 |
907-5 |
|
HIGH |
898-0 |
|
0.618 |
892-1 |
|
0.500 |
890-2 |
|
0.382 |
888-3 |
|
LOW |
882-4 |
|
0.618 |
872-7 |
|
1.000 |
867-0 |
|
1.618 |
857-3 |
|
2.618 |
841-7 |
|
4.250 |
816-5 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
890-3 |
886-6 |
| PP |
890-3 |
883-0 |
| S1 |
890-2 |
879-2 |
|