CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 851-0 858-0 7-0 0.8% 884-0
High 851-0 860-0 9-0 1.1% 885-0
Low 836-0 848-0 12-0 1.4% 797-0
Close 837-6 854-0 16-2 1.9% 805-0
Range 15-0 12-0 -3-0 -20.0% 88-0
ATR 29-5 29-1 -0-4 -1.8% 0-0
Volume 6,935 4,891 -2,044 -29.5% 32,252
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 890-0 884-0 860-5
R3 878-0 872-0 857-2
R2 866-0 866-0 856-2
R1 860-0 860-0 855-1 857-0
PP 854-0 854-0 854-0 852-4
S1 848-0 848-0 852-7 845-0
S2 842-0 842-0 851-6
S3 830-0 836-0 850-6
S4 818-0 824-0 847-3
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1093-0 1037-0 853-3
R3 1005-0 949-0 829-2
R2 917-0 917-0 821-1
R1 861-0 861-0 813-1 845-0
PP 829-0 829-0 829-0 821-0
S1 773-0 773-0 796-7 757-0
S2 741-0 741-0 788-7
S3 653-0 685-0 780-6
S4 565-0 597-0 756-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 860-0 797-0 63-0 7.4% 15-1 1.8% 90% True False 8,034
10 926-0 797-0 129-0 15.1% 16-5 2.0% 44% False False 6,377
20 947-0 797-0 150-0 17.6% 19-4 2.3% 38% False False 5,312
40 1012-0 797-0 215-0 25.2% 23-5 2.8% 27% False False 5,128
60 1262-0 797-0 465-0 54.4% 23-6 2.8% 12% False False 4,937
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 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 911-0
2.618 891-3
1.618 879-3
1.000 872-0
0.618 867-3
HIGH 860-0
0.618 855-3
0.500 854-0
0.382 852-5
LOW 848-0
0.618 840-5
1.000 836-0
1.618 828-5
2.618 816-5
4.250 797-0
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 854-0 851-7
PP 854-0 849-5
S1 854-0 847-4

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

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