CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 856-0 849-0 -7-0 -0.8% 827-0
High 876-0 868-0 -8-0 -0.9% 876-0
Low 850-0 843-0 -7-0 -0.8% 827-0
Close 870-0 865-6 -4-2 -0.5% 865-6
Range 26-0 25-0 -1-0 -3.8% 49-0
ATR 28-2 28-2 -0-1 -0.3% 0-0
Volume 5,152 5,648 496 9.6% 32,169
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 933-7 924-7 879-4
R3 908-7 899-7 872-5
R2 883-7 883-7 870-3
R1 874-7 874-7 868-0 879-3
PP 858-7 858-7 858-7 861-2
S1 849-7 849-7 863-4 854-3
S2 833-7 833-7 861-1
S3 808-7 824-7 858-7
S4 783-7 799-7 852-0
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1003-2 983-4 892-6
R3 954-2 934-4 879-2
R2 905-2 905-2 874-6
R1 885-4 885-4 870-2 895-3
PP 856-2 856-2 856-2 861-2
S1 836-4 836-4 861-2 846-3
S2 807-2 807-2 856-6
S3 758-2 787-4 852-2
S4 709-2 738-4 838-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 876-0 827-0 49-0 5.7% 17-6 2.1% 79% False False 6,433
10 877-0 787-4 89-4 10.3% 16-6 1.9% 87% False False 5,220
20 937-4 787-4 150-0 17.3% 17-1 2.0% 52% False False 4,457
40 1002-0 787-4 214-4 24.8% 21-7 2.5% 36% False False 3,941
60 1247-0 787-4 459-4 53.1% 21-4 2.5% 17% False False 3,446
80 1396-0 787-4 608-4 70.3% 21-1 2.4% 13% False False 2,890
100 1450-0 787-4 662-4 76.5% 22-2 2.6% 12% False False 2,556
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 False
Stretch 1-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 974-2
2.618 933-4
1.618 908-4
1.000 893-0
0.618 883-4
HIGH 868-0
0.618 858-4
0.500 855-4
0.382 852-4
LOW 843-0
0.618 827-4
1.000 818-0
1.618 802-4
2.618 777-4
4.250 736-6
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 862-3 863-1
PP 858-7 860-5
S1 855-4 858-0

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

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