CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
855-0 |
837-0 |
-18-0 |
-2.1% |
878-0 |
| High |
855-0 |
853-4 |
-1-4 |
-0.2% |
915-0 |
| Low |
844-0 |
837-0 |
-7-0 |
-0.8% |
878-0 |
| Close |
844-0 |
843-0 |
-1-0 |
-0.1% |
900-0 |
| Range |
11-0 |
16-4 |
5-4 |
50.0% |
37-0 |
| ATR |
29-0 |
28-0 |
-0-7 |
-3.1% |
0-0 |
| Volume |
4,420 |
4,001 |
-419 |
-9.5% |
15,618 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
894-0 |
885-0 |
852-1 |
|
| R3 |
877-4 |
868-4 |
847-4 |
|
| R2 |
861-0 |
861-0 |
846-0 |
|
| R1 |
852-0 |
852-0 |
844-4 |
856-4 |
| PP |
844-4 |
844-4 |
844-4 |
846-6 |
| S1 |
835-4 |
835-4 |
841-4 |
840-0 |
| S2 |
828-0 |
828-0 |
840-0 |
|
| S3 |
811-4 |
819-0 |
838-4 |
|
| S4 |
795-0 |
802-4 |
833-7 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1008-5 |
991-3 |
920-3 |
|
| R3 |
971-5 |
954-3 |
910-1 |
|
| R2 |
934-5 |
934-5 |
906-6 |
|
| R1 |
917-3 |
917-3 |
903-3 |
926-0 |
| PP |
897-5 |
897-5 |
897-5 |
902-0 |
| S1 |
880-3 |
880-3 |
896-5 |
889-0 |
| S2 |
860-5 |
860-5 |
893-2 |
|
| S3 |
823-5 |
843-3 |
889-7 |
|
| S4 |
786-5 |
806-3 |
879-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
915-0 |
837-0 |
78-0 |
9.3% |
12-5 |
1.5% |
8% |
False |
True |
3,935 |
| 10 |
937-4 |
837-0 |
100-4 |
11.9% |
16-3 |
1.9% |
6% |
False |
True |
3,871 |
| 20 |
980-0 |
837-0 |
143-0 |
17.0% |
20-7 |
2.5% |
4% |
False |
True |
3,889 |
| 40 |
1024-0 |
837-0 |
187-0 |
22.2% |
23-2 |
2.8% |
3% |
False |
True |
3,383 |
| 60 |
1247-0 |
837-0 |
410-0 |
48.6% |
21-2 |
2.5% |
1% |
False |
True |
2,902 |
| 80 |
1396-0 |
837-0 |
559-0 |
66.3% |
22-5 |
2.7% |
1% |
False |
True |
2,458 |
| 100 |
1596-0 |
837-0 |
759-0 |
90.0% |
23-1 |
2.7% |
1% |
False |
True |
2,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
923-5 |
|
2.618 |
896-6 |
|
1.618 |
880-2 |
|
1.000 |
870-0 |
|
0.618 |
863-6 |
|
HIGH |
853-4 |
|
0.618 |
847-2 |
|
0.500 |
845-2 |
|
0.382 |
843-2 |
|
LOW |
837-0 |
|
0.618 |
826-6 |
|
1.000 |
820-4 |
|
1.618 |
810-2 |
|
2.618 |
793-6 |
|
4.250 |
766-7 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
845-2 |
857-0 |
| PP |
844-4 |
852-3 |
| S1 |
843-6 |
847-5 |
|