CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 837-0 836-0 -1-0 -0.1% 878-0
High 853-4 837-0 -16-4 -1.9% 915-0
Low 837-0 820-0 -17-0 -2.0% 878-0
Close 843-0 823-6 -19-2 -2.3% 900-0
Range 16-4 17-0 0-4 3.0% 37-0
ATR 28-0 27-6 -0-3 -1.3% 0-0
Volume 4,001 4,210 209 5.2% 15,618
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 877-7 867-7 833-1
R3 860-7 850-7 828-3
R2 843-7 843-7 826-7
R1 833-7 833-7 825-2 830-3
PP 826-7 826-7 826-7 825-2
S1 816-7 816-7 822-2 813-3
S2 809-7 809-7 820-5
S3 792-7 799-7 819-1
S4 775-7 782-7 814-3
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1008-5 991-3 920-3
R3 971-5 954-3 910-1
R2 934-5 934-5 906-6
R1 917-3 917-3 903-3 926-0
PP 897-5 897-5 897-5 902-0
S1 880-3 880-3 896-5 889-0
S2 860-5 860-5 893-2
S3 823-5 843-3 889-7
S4 786-5 806-3 879-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 900-0 820-0 80-0 9.7% 13-5 1.7% 5% False True 3,988
10 915-0 820-0 95-0 11.5% 15-6 1.9% 4% False True 4,053
20 967-4 820-0 147-4 17.9% 19-0 2.3% 3% False True 3,926
40 1024-0 820-0 204-0 24.8% 22-5 2.8% 2% False True 3,406
60 1247-0 820-0 427-0 51.8% 21-1 2.6% 1% False True 2,954
80 1396-0 820-0 576-0 69.9% 22-5 2.7% 1% False True 2,500
100 1573-0 820-0 753-0 91.4% 22-6 2.8% 0% False True 2,257
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 909-2
2.618 881-4
1.618 864-4
1.000 854-0
0.618 847-4
HIGH 837-0
0.618 830-4
0.500 828-4
0.382 826-4
LOW 820-0
0.618 809-4
1.000 803-0
1.618 792-4
2.618 775-4
4.250 747-6
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 828-4 837-4
PP 826-7 832-7
S1 825-3 828-3

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

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