CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
988-4 |
958-0 |
-30-4 |
-3.1% |
899-0 |
| High |
989-0 |
965-0 |
-24-0 |
-2.4% |
976-0 |
| Low |
957-0 |
952-0 |
-5-0 |
-0.5% |
895-0 |
| Close |
957-2 |
964-6 |
7-4 |
0.8% |
967-4 |
| Range |
32-0 |
13-0 |
-19-0 |
-59.4% |
81-0 |
| ATR |
25-2 |
24-3 |
-0-7 |
-3.5% |
0-0 |
| Volume |
3,920 |
7,833 |
3,913 |
99.8% |
13,648 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
999-5 |
995-1 |
971-7 |
|
| R3 |
986-5 |
982-1 |
968-3 |
|
| R2 |
973-5 |
973-5 |
967-1 |
|
| R1 |
969-1 |
969-1 |
966-0 |
971-3 |
| PP |
960-5 |
960-5 |
960-5 |
961-6 |
| S1 |
956-1 |
956-1 |
963-4 |
958-3 |
| S2 |
947-5 |
947-5 |
962-3 |
|
| S3 |
934-5 |
943-1 |
961-1 |
|
| S4 |
921-5 |
930-1 |
957-5 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1189-1 |
1159-3 |
1012-0 |
|
| R3 |
1108-1 |
1078-3 |
989-6 |
|
| R2 |
1027-1 |
1027-1 |
982-3 |
|
| R1 |
997-3 |
997-3 |
974-7 |
1012-2 |
| PP |
946-1 |
946-1 |
946-1 |
953-5 |
| S1 |
916-3 |
916-3 |
960-1 |
931-2 |
| S2 |
865-1 |
865-1 |
952-5 |
|
| S3 |
784-1 |
835-3 |
945-2 |
|
| S4 |
703-1 |
754-3 |
923-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
989-0 |
899-0 |
90-0 |
9.3% |
22-4 |
2.3% |
73% |
False |
False |
4,308 |
| 10 |
989-0 |
863-0 |
126-0 |
13.1% |
17-1 |
1.8% |
81% |
False |
False |
4,767 |
| 20 |
989-0 |
787-4 |
201-4 |
20.9% |
17-6 |
1.8% |
88% |
False |
False |
5,252 |
| 40 |
1002-0 |
787-4 |
214-4 |
22.2% |
19-4 |
2.0% |
83% |
False |
False |
4,481 |
| 60 |
1024-0 |
787-4 |
236-4 |
24.5% |
21-5 |
2.2% |
75% |
False |
False |
3,993 |
| 80 |
1247-0 |
787-4 |
459-4 |
47.6% |
20-6 |
2.1% |
39% |
False |
False |
3,421 |
| 100 |
1396-0 |
787-4 |
608-4 |
63.1% |
21-5 |
2.2% |
29% |
False |
False |
2,962 |
| 120 |
1628-0 |
787-4 |
840-4 |
87.1% |
22-5 |
2.3% |
21% |
False |
False |
2,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1020-2 |
|
2.618 |
999-0 |
|
1.618 |
986-0 |
|
1.000 |
978-0 |
|
0.618 |
973-0 |
|
HIGH |
965-0 |
|
0.618 |
960-0 |
|
0.500 |
958-4 |
|
0.382 |
957-0 |
|
LOW |
952-0 |
|
0.618 |
944-0 |
|
1.000 |
939-0 |
|
1.618 |
931-0 |
|
2.618 |
918-0 |
|
4.250 |
896-6 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
962-5 |
964-1 |
| PP |
960-5 |
963-5 |
| S1 |
958-4 |
963-0 |
|