CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 888-0 891-0 3-0 0.3% 896-0
High 898-4 896-0 -2-4 -0.3% 904-0
Low 885-0 890-0 5-0 0.6% 870-0
Close 897-2 895-0 -2-2 -0.3% 895-0
Range 13-4 6-0 -7-4 -55.6% 34-0
ATR 27-1 25-6 -1-3 -5.2% 0-0
Volume 9,238 5,562 -3,676 -39.8% 38,523
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 911-5 909-3 898-2
R3 905-5 903-3 896-5
R2 899-5 899-5 896-1
R1 897-3 897-3 895-4 898-4
PP 893-5 893-5 893-5 894-2
S1 891-3 891-3 894-4 892-4
S2 887-5 887-5 893-7
S3 881-5 885-3 893-3
S4 875-5 879-3 891-6
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 991-5 977-3 913-6
R3 957-5 943-3 904-3
R2 923-5 923-5 901-2
R1 909-3 909-3 898-1 899-4
PP 889-5 889-5 889-5 884-6
S1 875-3 875-3 891-7 865-4
S2 855-5 855-5 888-6
S3 821-5 841-3 885-5
S4 787-5 807-3 876-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 904-0 870-0 34-0 3.8% 17-3 1.9% 74% False False 7,704
10 904-0 835-0 69-0 7.7% 18-0 2.0% 87% False False 7,318
20 926-0 797-0 129-0 14.4% 19-1 2.1% 76% False False 6,449
40 1012-0 797-0 215-0 24.0% 23-0 2.6% 46% False False 5,448
60 1229-0 797-0 432-0 48.3% 23-1 2.6% 23% False False 5,465
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-3
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 921-4
2.618 911-6
1.618 905-6
1.000 902-0
0.618 899-6
HIGH 896-0
0.618 893-6
0.500 893-0
0.382 892-2
LOW 890-0
0.618 886-2
1.000 884-0
1.618 880-2
2.618 874-2
4.250 864-4
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 894-3 893-7
PP 893-5 892-7
S1 893-0 891-6

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

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