CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 909-0 910-0 1-0 0.1% 896-0
High 919-0 928-0 9-0 1.0% 904-0
Low 906-0 910-0 4-0 0.4% 870-0
Close 912-4 927-0 14-4 1.6% 895-0
Range 13-0 18-0 5-0 38.5% 34-0
ATR 25-5 25-1 -0-4 -2.1% 0-0
Volume 3,390 4,772 1,382 40.8% 38,523
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 975-5 969-3 936-7
R3 957-5 951-3 932-0
R2 939-5 939-5 930-2
R1 933-3 933-3 928-5 936-4
PP 921-5 921-5 921-5 923-2
S1 915-3 915-3 925-3 918-4
S2 903-5 903-5 923-6
S3 885-5 897-3 922-0
S4 867-5 879-3 917-1
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
5 928-0 879-4 48-4 5.2% 15-0 1.6% 98% True False 5,579
10 928-0 848-0 80-0 8.6% 18-3 2.0% 99% True False 6,147
20 928-0 797-0 131-0 14.1% 17-6 1.9% 99% True False 6,279
40 1012-0 797-0 215-0 23.2% 21-6 2.3% 60% False False 5,378
60 1130-0 797-0 333-0 35.9% 23-0 2.5% 39% False False 5,527
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1004-4
2.618 975-1
1.618 957-1
1.000 946-0
0.618 939-1
HIGH 928-0
0.618 921-1
0.500 919-0
0.382 916-7
LOW 910-0
0.618 898-7
1.000 892-0
1.618 880-7
2.618 862-7
4.250 833-4
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 924-3 921-0
PP 921-5 915-0
S1 919-0 909-0

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

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