CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 26-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
905-0 |
926-0 |
21-0 |
2.3% |
886-0 |
| High |
920-0 |
966-0 |
46-0 |
5.0% |
966-0 |
| Low |
905-0 |
923-0 |
18-0 |
2.0% |
882-4 |
| Close |
919-0 |
956-4 |
37-4 |
4.1% |
956-4 |
| Range |
15-0 |
43-0 |
28-0 |
186.7% |
83-4 |
| ATR |
25-3 |
27-0 |
1-4 |
6.1% |
0-0 |
| Volume |
32,640 |
21,983 |
-10,657 |
-32.7% |
107,567 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1077-4 |
1060-0 |
980-1 |
|
| R3 |
1034-4 |
1017-0 |
968-3 |
|
| R2 |
991-4 |
991-4 |
964-3 |
|
| R1 |
974-0 |
974-0 |
960-4 |
982-6 |
| PP |
948-4 |
948-4 |
948-4 |
952-7 |
| S1 |
931-0 |
931-0 |
952-4 |
939-6 |
| S2 |
905-4 |
905-4 |
948-5 |
|
| S3 |
862-4 |
888-0 |
944-5 |
|
| S4 |
819-4 |
845-0 |
932-7 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1185-4 |
1154-4 |
1002-3 |
|
| R3 |
1102-0 |
1071-0 |
979-4 |
|
| R2 |
1018-4 |
1018-4 |
971-6 |
|
| R1 |
987-4 |
987-4 |
964-1 |
1003-0 |
| PP |
935-0 |
935-0 |
935-0 |
942-6 |
| S1 |
904-0 |
904-0 |
948-7 |
919-4 |
| S2 |
851-4 |
851-4 |
941-2 |
|
| S3 |
768-0 |
820-4 |
933-4 |
|
| S4 |
684-4 |
737-0 |
910-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
966-0 |
865-0 |
101-0 |
10.6% |
19-7 |
2.1% |
91% |
True |
False |
26,302 |
| 10 |
966-0 |
831-0 |
135-0 |
14.1% |
21-6 |
2.3% |
93% |
True |
False |
35,001 |
| 20 |
966-0 |
780-0 |
186-0 |
19.4% |
20-5 |
2.2% |
95% |
True |
False |
32,564 |
| 40 |
989-0 |
780-0 |
209-0 |
21.9% |
22-4 |
2.3% |
84% |
False |
False |
22,518 |
| 60 |
1067-4 |
780-0 |
287-4 |
30.1% |
25-5 |
2.7% |
61% |
False |
False |
17,687 |
| 80 |
1288-0 |
780-0 |
508-0 |
53.1% |
26-7 |
2.8% |
35% |
False |
False |
14,132 |
| 100 |
1397-0 |
780-0 |
617-0 |
64.5% |
27-6 |
2.9% |
29% |
False |
False |
11,805 |
| 120 |
1640-0 |
780-0 |
860-0 |
89.9% |
28-7 |
3.0% |
21% |
False |
False |
10,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1148-6 |
|
2.618 |
1078-5 |
|
1.618 |
1035-5 |
|
1.000 |
1009-0 |
|
0.618 |
992-5 |
|
HIGH |
966-0 |
|
0.618 |
949-5 |
|
0.500 |
944-4 |
|
0.382 |
939-3 |
|
LOW |
923-0 |
|
0.618 |
896-3 |
|
1.000 |
880-0 |
|
1.618 |
853-3 |
|
2.618 |
810-3 |
|
4.250 |
740-2 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
952-4 |
946-4 |
| PP |
948-4 |
936-4 |
| S1 |
944-4 |
926-4 |
|