CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 04-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
837-0 |
836-0 |
-1-0 |
-0.1% |
878-0 |
High |
853-4 |
837-0 |
-16-4 |
-1.9% |
915-0 |
Low |
837-0 |
820-0 |
-17-0 |
-2.0% |
878-0 |
Close |
843-0 |
823-6 |
-19-2 |
-2.3% |
900-0 |
Range |
16-4 |
17-0 |
0-4 |
3.0% |
37-0 |
ATR |
28-0 |
27-6 |
-0-3 |
-1.3% |
0-0 |
Volume |
4,001 |
4,210 |
209 |
5.2% |
15,618 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
877-7 |
867-7 |
833-1 |
|
R3 |
860-7 |
850-7 |
828-3 |
|
R2 |
843-7 |
843-7 |
826-7 |
|
R1 |
833-7 |
833-7 |
825-2 |
830-3 |
PP |
826-7 |
826-7 |
826-7 |
825-2 |
S1 |
816-7 |
816-7 |
822-2 |
813-3 |
S2 |
809-7 |
809-7 |
820-5 |
|
S3 |
792-7 |
799-7 |
819-1 |
|
S4 |
775-7 |
782-7 |
814-3 |
|
|
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 |
900-0 |
820-0 |
80-0 |
9.7% |
13-5 |
1.7% |
5% |
False |
True |
3,988 |
10 |
915-0 |
820-0 |
95-0 |
11.5% |
15-6 |
1.9% |
4% |
False |
True |
4,053 |
20 |
967-4 |
820-0 |
147-4 |
17.9% |
19-0 |
2.3% |
3% |
False |
True |
3,926 |
40 |
1024-0 |
820-0 |
204-0 |
24.8% |
22-5 |
2.8% |
2% |
False |
True |
3,406 |
60 |
1247-0 |
820-0 |
427-0 |
51.8% |
21-1 |
2.6% |
1% |
False |
True |
2,954 |
80 |
1396-0 |
820-0 |
576-0 |
69.9% |
22-5 |
2.7% |
1% |
False |
True |
2,500 |
100 |
1573-0 |
820-0 |
753-0 |
91.4% |
22-6 |
2.8% |
0% |
False |
True |
2,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
909-2 |
2.618 |
881-4 |
1.618 |
864-4 |
1.000 |
854-0 |
0.618 |
847-4 |
HIGH |
837-0 |
0.618 |
830-4 |
0.500 |
828-4 |
0.382 |
826-4 |
LOW |
820-0 |
0.618 |
809-4 |
1.000 |
803-0 |
1.618 |
792-4 |
2.618 |
775-4 |
4.250 |
747-6 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
828-4 |
837-4 |
PP |
826-7 |
832-7 |
S1 |
825-3 |
828-3 |
|