CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 861-0 896-0 35-0 4.1% 835-0
High 882-0 897-0 15-0 1.7% 885-0
Low 850-0 870-0 20-0 2.4% 835-0
Close 874-6 869-6 -5-0 -0.6% 874-6
Range 32-0 27-0 -5-0 -15.6% 50-0
ATR 29-4 29-2 -0-1 -0.6% 0-0
Volume 6,109 8,363 2,254 36.9% 34,663
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 959-7 941-7 884-5
R3 932-7 914-7 877-1
R2 905-7 905-7 874-6
R1 887-7 887-7 872-2 883-3
PP 878-7 878-7 878-7 876-6
S1 860-7 860-7 867-2 856-3
S2 851-7 851-7 864-6
S3 824-7 833-7 862-3
S4 797-7 806-7 854-7
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1014-7 994-7 902-2
R3 964-7 944-7 888-4
R2 914-7 914-7 883-7
R1 894-7 894-7 879-3 904-7
PP 864-7 864-7 864-7 870-0
S1 844-7 844-7 870-1 854-7
S2 814-7 814-7 865-5
S3 764-7 794-7 861-0
S4 714-7 744-7 847-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 897-0 836-0 61-0 7.0% 21-5 2.5% 55% True False 6,017
10 897-0 797-0 100-0 11.5% 20-5 2.4% 73% True False 7,185
20 945-0 797-0 148-0 17.0% 19-6 2.3% 49% False False 5,616
40 1012-0 797-0 215-0 24.7% 23-2 2.7% 34% False False 5,187
60 1262-0 797-0 465-0 53.5% 23-7 2.7% 16% False False 5,119
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 True
Stretch 2-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1011-6
2.618 967-5
1.618 940-5
1.000 924-0
0.618 913-5
HIGH 897-0
0.618 886-5
0.500 883-4
0.382 880-3
LOW 870-0
0.618 853-3
1.000 843-0
1.618 826-3
2.618 799-3
4.250 755-2
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 883-4 873-4
PP 878-7 872-2
S1 874-3 871-0

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

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