CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 22-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
879-0 |
899-0 |
20-0 |
2.3% |
888-0 |
| High |
883-0 |
910-0 |
27-0 |
3.1% |
888-0 |
| Low |
878-0 |
895-0 |
17-0 |
1.9% |
859-0 |
| Close |
883-6 |
901-4 |
17-6 |
2.0% |
883-6 |
| Range |
5-0 |
15-0 |
10-0 |
200.0% |
29-0 |
| ATR |
24-1 |
24-2 |
0-1 |
0.6% |
0-0 |
| Volume |
3,842 |
3,860 |
18 |
0.5% |
29,885 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
947-1 |
939-3 |
909-6 |
|
| R3 |
932-1 |
924-3 |
905-5 |
|
| R2 |
917-1 |
917-1 |
904-2 |
|
| R1 |
909-3 |
909-3 |
902-7 |
913-2 |
| PP |
902-1 |
902-1 |
902-1 |
904-1 |
| S1 |
894-3 |
894-3 |
900-1 |
898-2 |
| S2 |
887-1 |
887-1 |
898-6 |
|
| S3 |
872-1 |
879-3 |
897-3 |
|
| S4 |
857-1 |
864-3 |
893-2 |
|
|
| 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 |
910-0 |
863-0 |
47-0 |
5.2% |
11-6 |
1.3% |
82% |
True |
False |
5,227 |
| 10 |
910-0 |
827-0 |
83-0 |
9.2% |
16-4 |
1.8% |
90% |
True |
False |
5,656 |
| 20 |
915-0 |
787-4 |
127-4 |
14.1% |
16-0 |
1.8% |
89% |
False |
False |
5,078 |
| 40 |
1002-0 |
787-4 |
214-4 |
23.8% |
20-2 |
2.2% |
53% |
False |
False |
4,390 |
| 60 |
1161-0 |
787-4 |
373-4 |
41.4% |
21-5 |
2.4% |
31% |
False |
False |
3,835 |
| 80 |
1373-0 |
787-4 |
585-4 |
64.9% |
21-2 |
2.4% |
19% |
False |
False |
3,220 |
| 100 |
1418-0 |
787-4 |
630-4 |
69.9% |
22-2 |
2.5% |
18% |
False |
False |
2,821 |
| 120 |
1642-0 |
787-4 |
854-4 |
94.8% |
22-7 |
2.5% |
13% |
False |
False |
2,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
973-6 |
|
2.618 |
949-2 |
|
1.618 |
934-2 |
|
1.000 |
925-0 |
|
0.618 |
919-2 |
|
HIGH |
910-0 |
|
0.618 |
904-2 |
|
0.500 |
902-4 |
|
0.382 |
900-6 |
|
LOW |
895-0 |
|
0.618 |
885-6 |
|
1.000 |
880-0 |
|
1.618 |
870-6 |
|
2.618 |
855-6 |
|
4.250 |
831-2 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
902-4 |
898-4 |
| PP |
902-1 |
895-4 |
| S1 |
901-7 |
892-4 |
|