CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
836-0 |
809-0 |
-27-0 |
-3.2% |
877-0 |
| High |
837-0 |
809-0 |
-28-0 |
-3.3% |
877-0 |
| Low |
820-0 |
787-4 |
-32-4 |
-4.0% |
787-4 |
| Close |
823-6 |
794-6 |
-29-0 |
-3.5% |
794-6 |
| Range |
17-0 |
21-4 |
4-4 |
26.5% |
89-4 |
| ATR |
27-6 |
28-2 |
0-5 |
2.2% |
0-0 |
| Volume |
4,210 |
4,956 |
746 |
17.7% |
20,036 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861-5 |
849-5 |
806-5 |
|
| R3 |
840-1 |
828-1 |
800-5 |
|
| R2 |
818-5 |
818-5 |
798-6 |
|
| R1 |
806-5 |
806-5 |
796-6 |
801-7 |
| PP |
797-1 |
797-1 |
797-1 |
794-6 |
| S1 |
785-1 |
785-1 |
792-6 |
780-3 |
| S2 |
775-5 |
775-5 |
790-6 |
|
| S3 |
754-1 |
763-5 |
788-7 |
|
| S4 |
732-5 |
742-1 |
782-7 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1088-2 |
1031-0 |
844-0 |
|
| R3 |
998-6 |
941-4 |
819-3 |
|
| R2 |
909-2 |
909-2 |
811-1 |
|
| R1 |
852-0 |
852-0 |
803-0 |
835-7 |
| PP |
819-6 |
819-6 |
819-6 |
811-6 |
| S1 |
762-4 |
762-4 |
786-4 |
746-3 |
| S2 |
730-2 |
730-2 |
778-3 |
|
| S3 |
640-6 |
673-0 |
770-1 |
|
| S4 |
551-2 |
583-4 |
745-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
877-0 |
787-4 |
89-4 |
11.3% |
15-5 |
2.0% |
8% |
False |
True |
4,007 |
| 10 |
915-0 |
787-4 |
127-4 |
16.0% |
16-4 |
2.1% |
6% |
False |
True |
4,191 |
| 20 |
967-4 |
787-4 |
180-0 |
22.6% |
19-0 |
2.4% |
4% |
False |
True |
3,908 |
| 40 |
1002-0 |
787-4 |
214-4 |
27.0% |
22-6 |
2.9% |
3% |
False |
True |
3,432 |
| 60 |
1247-0 |
787-4 |
459-4 |
57.8% |
21-4 |
2.7% |
2% |
False |
True |
3,018 |
| 80 |
1396-0 |
787-4 |
608-4 |
76.6% |
22-1 |
2.8% |
1% |
False |
True |
2,549 |
| 100 |
1523-0 |
787-4 |
735-4 |
92.5% |
22-4 |
2.8% |
1% |
False |
True |
2,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
900-3 |
|
2.618 |
865-2 |
|
1.618 |
843-6 |
|
1.000 |
830-4 |
|
0.618 |
822-2 |
|
HIGH |
809-0 |
|
0.618 |
800-6 |
|
0.500 |
798-2 |
|
0.382 |
795-6 |
|
LOW |
787-4 |
|
0.618 |
774-2 |
|
1.000 |
766-0 |
|
1.618 |
752-6 |
|
2.618 |
731-2 |
|
4.250 |
696-1 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
798-2 |
820-4 |
| PP |
797-1 |
811-7 |
| S1 |
795-7 |
803-3 |
|