CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
886-0 |
887-0 |
1-0 |
0.1% |
877-0 |
| High |
898-0 |
905-0 |
7-0 |
0.8% |
880-0 |
| Low |
882-4 |
887-0 |
4-4 |
0.5% |
849-0 |
| Close |
890-4 |
905-0 |
14-4 |
1.6% |
872-4 |
| Range |
15-4 |
18-0 |
2-4 |
16.1% |
31-0 |
| ATR |
26-7 |
26-2 |
-0-5 |
-2.4% |
0-0 |
| Volume |
21,216 |
31,728 |
10,512 |
49.5% |
196,143 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
953-0 |
947-0 |
914-7 |
|
| R3 |
935-0 |
929-0 |
910-0 |
|
| R2 |
917-0 |
917-0 |
908-2 |
|
| R1 |
911-0 |
911-0 |
906-5 |
914-0 |
| PP |
899-0 |
899-0 |
899-0 |
900-4 |
| S1 |
893-0 |
893-0 |
903-3 |
896-0 |
| S2 |
881-0 |
881-0 |
901-6 |
|
| S3 |
863-0 |
875-0 |
900-0 |
|
| S4 |
845-0 |
857-0 |
895-1 |
|
|
| 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 |
905-0 |
856-0 |
49-0 |
5.4% |
16-0 |
1.8% |
100% |
True |
False |
32,324 |
| 10 |
905-0 |
828-4 |
76-4 |
8.5% |
20-2 |
2.2% |
100% |
True |
False |
37,577 |
| 20 |
906-6 |
780-0 |
126-6 |
14.0% |
19-4 |
2.2% |
99% |
False |
False |
31,323 |
| 40 |
989-0 |
780-0 |
209-0 |
23.1% |
23-6 |
2.6% |
60% |
False |
False |
21,841 |
| 60 |
1110-4 |
780-0 |
330-4 |
36.5% |
25-6 |
2.8% |
38% |
False |
False |
16,912 |
| 80 |
1330-0 |
780-0 |
550-0 |
60.8% |
27-2 |
3.0% |
23% |
False |
False |
13,502 |
| 100 |
1397-0 |
780-0 |
617-0 |
68.2% |
28-0 |
3.1% |
20% |
False |
False |
11,304 |
| 120 |
1640-0 |
780-0 |
860-0 |
95.0% |
29-0 |
3.2% |
15% |
False |
False |
9,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
981-4 |
|
2.618 |
952-1 |
|
1.618 |
934-1 |
|
1.000 |
923-0 |
|
0.618 |
916-1 |
|
HIGH |
905-0 |
|
0.618 |
898-1 |
|
0.500 |
896-0 |
|
0.382 |
893-7 |
|
LOW |
887-0 |
|
0.618 |
875-7 |
|
1.000 |
869-0 |
|
1.618 |
857-7 |
|
2.618 |
839-7 |
|
4.250 |
810-4 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
902-0 |
898-3 |
| PP |
899-0 |
891-5 |
| S1 |
896-0 |
885-0 |
|