CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
849-0 |
888-0 |
39-0 |
4.6% |
827-0 |
| High |
868-0 |
888-0 |
20-0 |
2.3% |
876-0 |
| Low |
843-0 |
859-0 |
16-0 |
1.9% |
827-0 |
| Close |
865-6 |
860-0 |
-5-6 |
-0.7% |
865-6 |
| Range |
25-0 |
29-0 |
4-0 |
16.0% |
49-0 |
| ATR |
28-2 |
28-2 |
0-0 |
0.2% |
0-0 |
| Volume |
5,648 |
7,607 |
1,959 |
34.7% |
32,169 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
956-0 |
937-0 |
876-0 |
|
| R3 |
927-0 |
908-0 |
868-0 |
|
| R2 |
898-0 |
898-0 |
865-3 |
|
| R1 |
879-0 |
879-0 |
862-5 |
874-0 |
| PP |
869-0 |
869-0 |
869-0 |
866-4 |
| S1 |
850-0 |
850-0 |
857-3 |
845-0 |
| S2 |
840-0 |
840-0 |
854-5 |
|
| S3 |
811-0 |
821-0 |
852-0 |
|
| S4 |
782-0 |
792-0 |
844-0 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1003-2 |
983-4 |
892-6 |
|
| R3 |
954-2 |
934-4 |
879-2 |
|
| R2 |
905-2 |
905-2 |
874-6 |
|
| R1 |
885-4 |
885-4 |
870-2 |
895-3 |
| PP |
856-2 |
856-2 |
856-2 |
861-2 |
| S1 |
836-4 |
836-4 |
861-2 |
846-3 |
| S2 |
807-2 |
807-2 |
856-6 |
|
| S3 |
758-2 |
787-4 |
852-2 |
|
| S4 |
709-2 |
738-4 |
838-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
888-0 |
827-0 |
61-0 |
7.1% |
21-2 |
2.5% |
54% |
True |
False |
6,084 |
| 10 |
888-0 |
787-4 |
100-4 |
11.7% |
18-3 |
2.1% |
72% |
True |
False |
5,736 |
| 20 |
937-4 |
787-4 |
150-0 |
17.4% |
18-0 |
2.1% |
48% |
False |
False |
4,648 |
| 40 |
1002-0 |
787-4 |
214-4 |
24.9% |
22-0 |
2.6% |
34% |
False |
False |
4,090 |
| 60 |
1247-0 |
787-4 |
459-4 |
53.4% |
21-6 |
2.5% |
16% |
False |
False |
3,523 |
| 80 |
1396-0 |
787-4 |
608-4 |
70.8% |
21-1 |
2.5% |
12% |
False |
False |
2,971 |
| 100 |
1450-0 |
787-4 |
662-4 |
77.0% |
22-2 |
2.6% |
11% |
False |
False |
2,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1011-2 |
|
2.618 |
963-7 |
|
1.618 |
934-7 |
|
1.000 |
917-0 |
|
0.618 |
905-7 |
|
HIGH |
888-0 |
|
0.618 |
876-7 |
|
0.500 |
873-4 |
|
0.382 |
870-1 |
|
LOW |
859-0 |
|
0.618 |
841-1 |
|
1.000 |
830-0 |
|
1.618 |
812-1 |
|
2.618 |
783-1 |
|
4.250 |
735-6 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
873-4 |
865-4 |
| PP |
869-0 |
863-5 |
| S1 |
864-4 |
861-7 |
|