CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
958-0 |
958-0 |
0-0 |
0.0% |
899-0 |
| High |
965-0 |
993-0 |
28-0 |
2.9% |
976-0 |
| Low |
952-0 |
958-0 |
6-0 |
0.6% |
895-0 |
| Close |
964-6 |
991-4 |
26-6 |
2.8% |
967-4 |
| Range |
13-0 |
35-0 |
22-0 |
169.2% |
81-0 |
| ATR |
24-3 |
25-1 |
0-6 |
3.1% |
0-0 |
| Volume |
7,833 |
4,011 |
-3,822 |
-48.8% |
13,648 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1085-7 |
1073-5 |
1010-6 |
|
| R3 |
1050-7 |
1038-5 |
1001-1 |
|
| R2 |
1015-7 |
1015-7 |
997-7 |
|
| R1 |
1003-5 |
1003-5 |
994-6 |
1009-6 |
| PP |
980-7 |
980-7 |
980-7 |
983-7 |
| S1 |
968-5 |
968-5 |
988-2 |
974-6 |
| S2 |
945-7 |
945-7 |
985-1 |
|
| S3 |
910-7 |
933-5 |
981-7 |
|
| S4 |
875-7 |
898-5 |
972-2 |
|
|
| 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 |
993-0 |
918-0 |
75-0 |
7.6% |
26-1 |
2.6% |
98% |
True |
False |
4,358 |
| 10 |
993-0 |
870-0 |
123-0 |
12.4% |
19-2 |
1.9% |
99% |
True |
False |
4,406 |
| 20 |
993-0 |
787-4 |
205-4 |
20.7% |
19-0 |
1.9% |
99% |
True |
False |
5,231 |
| 40 |
1002-0 |
787-4 |
214-4 |
21.6% |
20-0 |
2.0% |
95% |
False |
False |
4,539 |
| 60 |
1024-0 |
787-4 |
236-4 |
23.9% |
22-0 |
2.2% |
86% |
False |
False |
4,005 |
| 80 |
1247-0 |
787-4 |
459-4 |
46.3% |
20-7 |
2.1% |
44% |
False |
False |
3,449 |
| 100 |
1396-0 |
787-4 |
608-4 |
61.4% |
21-7 |
2.2% |
34% |
False |
False |
2,987 |
| 120 |
1596-0 |
787-4 |
808-4 |
81.5% |
22-4 |
2.3% |
25% |
False |
False |
2,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1141-6 |
|
2.618 |
1084-5 |
|
1.618 |
1049-5 |
|
1.000 |
1028-0 |
|
0.618 |
1014-5 |
|
HIGH |
993-0 |
|
0.618 |
979-5 |
|
0.500 |
975-4 |
|
0.382 |
971-3 |
|
LOW |
958-0 |
|
0.618 |
936-3 |
|
1.000 |
923-0 |
|
1.618 |
901-3 |
|
2.618 |
866-3 |
|
4.250 |
809-2 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
986-1 |
985-1 |
| PP |
980-7 |
978-7 |
| S1 |
975-4 |
972-4 |
|