CME Pit-Traded Soybean Future March 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
946-0 |
947-0 |
1-0 |
0.1% |
886-0 |
| High |
954-4 |
982-4 |
28-0 |
2.9% |
966-0 |
| Low |
939-0 |
945-0 |
6-0 |
0.6% |
882-4 |
| Close |
953-0 |
980-0 |
27-0 |
2.8% |
956-4 |
| Range |
15-4 |
37-4 |
22-0 |
141.9% |
83-4 |
| ATR |
27-0 |
27-6 |
0-6 |
2.8% |
0-0 |
| Volume |
75,691 |
51,533 |
-24,158 |
-31.9% |
107,567 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1081-5 |
1068-3 |
1000-5 |
|
| R3 |
1044-1 |
1030-7 |
990-2 |
|
| R2 |
1006-5 |
1006-5 |
986-7 |
|
| R1 |
993-3 |
993-3 |
983-4 |
1000-0 |
| PP |
969-1 |
969-1 |
969-1 |
972-4 |
| S1 |
955-7 |
955-7 |
976-4 |
962-4 |
| S2 |
931-5 |
931-5 |
973-1 |
|
| S3 |
894-1 |
918-3 |
969-6 |
|
| S4 |
856-5 |
880-7 |
959-3 |
|
|
| 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 |
982-4 |
905-0 |
77-4 |
7.9% |
30-2 |
3.1% |
97% |
True |
False |
43,060 |
| 10 |
982-4 |
856-0 |
126-4 |
12.9% |
23-1 |
2.4% |
98% |
True |
False |
37,692 |
| 20 |
982-4 |
780-0 |
202-4 |
20.7% |
22-2 |
2.3% |
99% |
True |
False |
38,909 |
| 40 |
989-0 |
780-0 |
209-0 |
21.3% |
23-2 |
2.4% |
96% |
False |
False |
25,920 |
| 60 |
1018-0 |
780-0 |
238-0 |
24.3% |
25-6 |
2.6% |
84% |
False |
False |
20,023 |
| 80 |
1250-0 |
780-0 |
470-0 |
48.0% |
26-7 |
2.7% |
43% |
False |
False |
16,046 |
| 100 |
1397-0 |
780-0 |
617-0 |
63.0% |
27-5 |
2.8% |
32% |
False |
False |
13,308 |
| 120 |
1598-0 |
780-0 |
818-0 |
83.5% |
28-7 |
2.9% |
24% |
False |
False |
11,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1141-7 |
|
2.618 |
1080-5 |
|
1.618 |
1043-1 |
|
1.000 |
1020-0 |
|
0.618 |
1005-5 |
|
HIGH |
982-4 |
|
0.618 |
968-1 |
|
0.500 |
963-6 |
|
0.382 |
959-3 |
|
LOW |
945-0 |
|
0.618 |
921-7 |
|
1.000 |
907-4 |
|
1.618 |
884-3 |
|
2.618 |
846-7 |
|
4.250 |
785-5 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
974-5 |
973-1 |
| PP |
969-1 |
966-3 |
| S1 |
963-6 |
959-4 |
|