CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 896-0 878-0 -18-0 -2.0% 835-0
High 897-0 888-0 -9-0 -1.0% 885-0
Low 870-0 872-0 2-0 0.2% 835-0
Close 869-6 885-0 15-2 1.8% 874-6
Range 27-0 16-0 -11-0 -40.7% 50-0
ATR 29-2 28-4 -0-6 -2.7% 0-0
Volume 8,363 10,423 2,060 24.6% 34,663
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 929-5 923-3 893-6
R3 913-5 907-3 889-3
R2 897-5 897-5 887-7
R1 891-3 891-3 886-4 894-4
PP 881-5 881-5 881-5 883-2
S1 875-3 875-3 883-4 878-4
S2 865-5 865-5 882-1
S3 849-5 859-3 880-5
S4 833-5 843-3 876-2
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
5 897-0 848-0 49-0 5.5% 21-6 2.5% 76% False False 6,715
10 897-0 797-0 100-0 11.3% 19-1 2.2% 88% False False 7,460
20 945-0 797-0 148-0 16.7% 19-6 2.2% 59% False False 6,018
40 1012-0 797-0 215-0 24.3% 23-1 2.6% 41% False False 5,297
60 1255-0 797-0 458-0 51.8% 23-5 2.7% 19% False False 5,263
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 956-0
2.618 929-7
1.618 913-7
1.000 904-0
0.618 897-7
HIGH 888-0
0.618 881-7
0.500 880-0
0.382 878-1
LOW 872-0
0.618 862-1
1.000 856-0
1.618 846-1
2.618 830-1
4.250 804-0
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 883-3 881-1
PP 881-5 877-3
S1 880-0 873-4

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

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