CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
827-0 |
838-0 |
11-0 |
1.3% |
877-0 |
| High |
839-0 |
838-0 |
-1-0 |
-0.1% |
877-0 |
| Low |
827-0 |
827-0 |
0-0 |
0.0% |
787-4 |
| Close |
835-0 |
827-6 |
-7-2 |
-0.9% |
794-6 |
| Range |
12-0 |
11-0 |
-1-0 |
-8.3% |
89-4 |
| ATR |
29-4 |
28-1 |
-1-3 |
-4.5% |
0-0 |
| Volume |
9,353 |
7,495 |
-1,858 |
-19.9% |
20,036 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
863-7 |
856-7 |
833-6 |
|
| R3 |
852-7 |
845-7 |
830-6 |
|
| R2 |
841-7 |
841-7 |
829-6 |
|
| R1 |
834-7 |
834-7 |
828-6 |
832-7 |
| PP |
830-7 |
830-7 |
830-7 |
830-0 |
| S1 |
823-7 |
823-7 |
826-6 |
821-7 |
| S2 |
819-7 |
819-7 |
825-6 |
|
| S3 |
808-7 |
812-7 |
824-6 |
|
| S4 |
797-7 |
801-7 |
821-6 |
|
|
| 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 |
853-4 |
787-4 |
66-0 |
8.0% |
15-5 |
1.9% |
61% |
False |
False |
6,003 |
| 10 |
915-0 |
787-4 |
127-4 |
15.4% |
13-2 |
1.6% |
32% |
False |
False |
4,939 |
| 20 |
939-0 |
787-4 |
151-4 |
18.3% |
17-6 |
2.1% |
27% |
False |
False |
4,234 |
| 40 |
1002-0 |
787-4 |
214-4 |
25.9% |
23-1 |
2.8% |
19% |
False |
False |
3,750 |
| 60 |
1247-0 |
787-4 |
459-4 |
55.5% |
21-4 |
2.6% |
9% |
False |
False |
3,248 |
| 80 |
1396-0 |
787-4 |
608-4 |
73.5% |
22-0 |
2.7% |
7% |
False |
False |
2,737 |
| 100 |
1450-0 |
787-4 |
662-4 |
80.0% |
22-2 |
2.7% |
6% |
False |
False |
2,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
884-6 |
|
2.618 |
866-6 |
|
1.618 |
855-6 |
|
1.000 |
849-0 |
|
0.618 |
844-6 |
|
HIGH |
838-0 |
|
0.618 |
833-6 |
|
0.500 |
832-4 |
|
0.382 |
831-2 |
|
LOW |
827-0 |
|
0.618 |
820-2 |
|
1.000 |
816-0 |
|
1.618 |
809-2 |
|
2.618 |
798-2 |
|
4.250 |
780-2 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
832-4 |
822-7 |
| PP |
830-7 |
818-1 |
| S1 |
829-3 |
813-2 |
|