CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 869-0 880-0 11-0 1.3% 827-0
High 877-0 883-0 6-0 0.7% 876-0
Low 863-0 870-0 7-0 0.8% 827-0
Close 874-4 880-4 6-0 0.7% 865-6
Range 14-0 13-0 -1-0 -7.1% 49-0
ATR 27-4 26-3 -1-0 -3.8% 0-0
Volume 7,629 4,321 -3,308 -43.4% 32,169
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 916-7 911-5 887-5
R3 903-7 898-5 884-1
R2 890-7 890-7 882-7
R1 885-5 885-5 881-6 888-2
PP 877-7 877-7 877-7 879-1
S1 872-5 872-5 879-2 875-2
S2 864-7 864-7 878-1
S3 851-7 859-5 876-7
S4 838-7 846-5 873-3
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
5 888-0 843-0 45-0 5.1% 21-3 2.4% 83% False False 6,071
10 888-0 787-4 100-4 11.4% 18-3 2.1% 93% False False 6,089
20 937-4 787-4 150-0 17.0% 17-3 2.0% 62% False False 4,980
40 1002-0 787-4 214-4 24.4% 21-5 2.5% 43% False False 4,253
60 1245-0 787-4 457-4 52.0% 21-7 2.5% 20% False False 3,679
80 1396-0 787-4 608-4 69.1% 21-3 2.4% 15% False False 3,081
100 1450-0 787-4 662-4 75.2% 22-2 2.5% 14% False False 2,718
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 938-2
2.618 917-0
1.618 904-0
1.000 896-0
0.618 891-0
HIGH 883-0
0.618 878-0
0.500 876-4
0.382 875-0
LOW 870-0
0.618 862-0
1.000 857-0
1.618 849-0
2.618 836-0
4.250 814-6
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 879-1 878-1
PP 877-7 875-7
S1 876-4 873-4

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

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