CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 880-0 875-4 -4-4 -0.5% 827-0
High 883-0 886-4 3-4 0.4% 876-0
Low 870-0 875-0 5-0 0.6% 827-0
Close 880-4 886-0 5-4 0.6% 865-6
Range 13-0 11-4 -1-4 -11.5% 49-0
ATR 26-3 25-3 -1-1 -4.0% 0-0
Volume 4,321 6,486 2,165 50.1% 32,169
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 917-0 913-0 892-3
R3 905-4 901-4 889-1
R2 894-0 894-0 888-1
R1 890-0 890-0 887-0 892-0
PP 882-4 882-4 882-4 883-4
S1 878-4 878-4 885-0 880-4
S2 871-0 871-0 883-7
S3 859-4 867-0 882-7
S4 848-0 855-4 879-5
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% 18-4 2.1% 96% False False 6,338
10 888-0 787-4 100-4 11.3% 17-6 2.0% 98% False False 6,316
20 915-0 787-4 127-4 14.4% 16-6 1.9% 77% False False 5,185
40 1002-0 787-4 214-4 24.2% 21-5 2.4% 46% False False 4,328
60 1238-0 787-4 450-4 50.8% 21-6 2.5% 22% False False 3,734
80 1396-0 787-4 608-4 68.7% 21-2 2.4% 16% False False 3,151
100 1450-0 787-4 662-4 74.8% 22-1 2.5% 15% False False 2,779
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 935-3
2.618 916-5
1.618 905-1
1.000 898-0
0.618 893-5
HIGH 886-4
0.618 882-1
0.500 880-6
0.382 879-3
LOW 875-0
0.618 867-7
1.000 863-4
1.618 856-3
2.618 844-7
4.250 826-1
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 884-2 882-2
PP 882-4 878-4
S1 880-6 874-6

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

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