CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 840-0 877-0 37-0 4.4% 812-0
High 866-0 878-0 12-0 1.4% 866-4
Low 831-0 849-0 18-0 2.2% 812-0
Close 856-2 849-4 -6-6 -0.8% 856-2
Range 35-0 29-0 -6-0 -17.1% 54-4
ATR 31-0 30-6 -0-1 -0.4% 0-0
Volume 46,309 43,752 -2,557 -5.5% 215,574
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 945-7 926-5 865-4
R3 916-7 897-5 857-4
R2 887-7 887-7 854-7
R1 868-5 868-5 852-1 863-6
PP 858-7 858-7 858-7 856-3
S1 839-5 839-5 846-7 834-6
S2 829-7 829-7 844-1
S3 800-7 810-5 841-4
S4 771-7 781-5 833-4
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1008-3 986-7 886-2
R3 953-7 932-3 871-2
R2 899-3 899-3 866-2
R1 877-7 877-7 861-2 888-5
PP 844-7 844-7 844-7 850-2
S1 823-3 823-3 851-2 834-1
S2 790-3 790-3 846-2
S3 735-7 768-7 841-2
S4 681-3 714-3 826-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 878-0 817-0 61-0 7.2% 24-2 2.8% 53% True False 42,119
10 878-0 780-0 98-0 11.5% 23-0 2.7% 71% True False 37,264
20 926-4 780-0 146-4 17.2% 22-1 2.6% 47% False False 25,371
40 989-0 780-0 209-0 24.6% 26-0 3.1% 33% False False 17,924
60 1242-0 780-0 462-0 54.4% 26-7 3.2% 15% False False 13,785
80 1397-0 780-0 617-0 72.6% 27-5 3.3% 11% False False 11,111
100 1445-0 780-0 665-0 78.3% 28-4 3.3% 10% False False 9,395
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 2-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1001-2
2.618 953-7
1.618 924-7
1.000 907-0
0.618 895-7
HIGH 878-0
0.618 866-7
0.500 863-4
0.382 860-1
LOW 849-0
0.618 831-1
1.000 820-0
1.618 802-1
2.618 773-1
4.250 725-6
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 863-4 854-4
PP 858-7 852-7
S1 854-1 851-1

These figures are updated between 7pm and 10pm EST after a trading day.

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