CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
875-4 |
879-0 |
3-4 |
0.4% |
888-0 |
| High |
886-4 |
883-0 |
-3-4 |
-0.4% |
888-0 |
| Low |
875-0 |
878-0 |
3-0 |
0.3% |
859-0 |
| Close |
886-0 |
883-6 |
-2-2 |
-0.3% |
883-6 |
| Range |
11-4 |
5-0 |
-6-4 |
-56.5% |
29-0 |
| ATR |
25-3 |
24-1 |
-1-2 |
-4.9% |
0-0 |
| Volume |
6,486 |
3,842 |
-2,644 |
-40.8% |
29,885 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
896-5 |
895-1 |
886-4 |
|
| R3 |
891-5 |
890-1 |
885-1 |
|
| R2 |
886-5 |
886-5 |
884-5 |
|
| R1 |
885-1 |
885-1 |
884-2 |
885-7 |
| PP |
881-5 |
881-5 |
881-5 |
882-0 |
| S1 |
880-1 |
880-1 |
883-2 |
880-7 |
| S2 |
876-5 |
876-5 |
882-7 |
|
| S3 |
871-5 |
875-1 |
882-3 |
|
| S4 |
866-5 |
870-1 |
881-0 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
963-7 |
952-7 |
899-6 |
|
| R3 |
934-7 |
923-7 |
891-6 |
|
| R2 |
905-7 |
905-7 |
889-1 |
|
| R1 |
894-7 |
894-7 |
886-3 |
885-7 |
| PP |
876-7 |
876-7 |
876-7 |
872-4 |
| S1 |
865-7 |
865-7 |
881-1 |
856-7 |
| S2 |
847-7 |
847-7 |
878-3 |
|
| S3 |
818-7 |
836-7 |
875-6 |
|
| S4 |
789-7 |
807-7 |
867-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
888-0 |
859-0 |
29-0 |
3.3% |
14-4 |
1.6% |
85% |
False |
False |
5,977 |
| 10 |
888-0 |
827-0 |
61-0 |
6.9% |
16-1 |
1.8% |
93% |
False |
False |
6,205 |
| 20 |
915-0 |
787-4 |
127-4 |
14.4% |
16-2 |
1.8% |
75% |
False |
False |
5,198 |
| 40 |
1002-0 |
787-4 |
214-4 |
24.3% |
21-2 |
2.4% |
45% |
False |
False |
4,370 |
| 60 |
1213-0 |
787-4 |
425-4 |
48.1% |
21-4 |
2.4% |
23% |
False |
False |
3,786 |
| 80 |
1373-0 |
787-4 |
585-4 |
66.3% |
21-1 |
2.4% |
16% |
False |
False |
3,192 |
| 100 |
1450-0 |
787-4 |
662-4 |
75.0% |
22-1 |
2.5% |
15% |
False |
False |
2,795 |
| 120 |
1642-0 |
787-4 |
854-4 |
96.7% |
23-0 |
2.6% |
11% |
False |
False |
2,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
904-2 |
|
2.618 |
896-1 |
|
1.618 |
891-1 |
|
1.000 |
888-0 |
|
0.618 |
886-1 |
|
HIGH |
883-0 |
|
0.618 |
881-1 |
|
0.500 |
880-4 |
|
0.382 |
879-7 |
|
LOW |
878-0 |
|
0.618 |
874-7 |
|
1.000 |
873-0 |
|
1.618 |
869-7 |
|
2.618 |
864-7 |
|
4.250 |
856-6 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
882-5 |
881-7 |
| PP |
881-5 |
880-1 |
| S1 |
880-4 |
878-2 |
|