CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
869-0 |
880-0 |
11-0 |
1.3% |
827-0 |
| High |
877-0 |
883-0 |
6-0 |
0.7% |
876-0 |
| Low |
863-0 |
870-0 |
7-0 |
0.8% |
827-0 |
| Close |
874-4 |
880-4 |
6-0 |
0.7% |
865-6 |
| Range |
14-0 |
13-0 |
-1-0 |
-7.1% |
49-0 |
| ATR |
27-4 |
26-3 |
-1-0 |
-3.8% |
0-0 |
| Volume |
7,629 |
4,321 |
-3,308 |
-43.4% |
32,169 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
916-7 |
911-5 |
887-5 |
|
| R3 |
903-7 |
898-5 |
884-1 |
|
| R2 |
890-7 |
890-7 |
882-7 |
|
| R1 |
885-5 |
885-5 |
881-6 |
888-2 |
| PP |
877-7 |
877-7 |
877-7 |
879-1 |
| S1 |
872-5 |
872-5 |
879-2 |
875-2 |
| S2 |
864-7 |
864-7 |
878-1 |
|
| S3 |
851-7 |
859-5 |
876-7 |
|
| S4 |
838-7 |
846-5 |
873-3 |
|
|
| 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 |
843-0 |
45-0 |
5.1% |
21-3 |
2.4% |
83% |
False |
False |
6,071 |
| 10 |
888-0 |
787-4 |
100-4 |
11.4% |
18-3 |
2.1% |
93% |
False |
False |
6,089 |
| 20 |
937-4 |
787-4 |
150-0 |
17.0% |
17-3 |
2.0% |
62% |
False |
False |
4,980 |
| 40 |
1002-0 |
787-4 |
214-4 |
24.4% |
21-5 |
2.5% |
43% |
False |
False |
4,253 |
| 60 |
1245-0 |
787-4 |
457-4 |
52.0% |
21-7 |
2.5% |
20% |
False |
False |
3,679 |
| 80 |
1396-0 |
787-4 |
608-4 |
69.1% |
21-3 |
2.4% |
15% |
False |
False |
3,081 |
| 100 |
1450-0 |
787-4 |
662-4 |
75.2% |
22-2 |
2.5% |
14% |
False |
False |
2,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
938-2 |
|
2.618 |
917-0 |
|
1.618 |
904-0 |
|
1.000 |
896-0 |
|
0.618 |
891-0 |
|
HIGH |
883-0 |
|
0.618 |
878-0 |
|
0.500 |
876-4 |
|
0.382 |
875-0 |
|
LOW |
870-0 |
|
0.618 |
862-0 |
|
1.000 |
857-0 |
|
1.618 |
849-0 |
|
2.618 |
836-0 |
|
4.250 |
814-6 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
879-1 |
878-1 |
| PP |
877-7 |
875-7 |
| S1 |
876-4 |
873-4 |
|