CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 995-0 969-0 -26-0 -2.6% 909-0
High 1000-0 977-0 -23-0 -2.3% 985-0
Low 961-0 965-0 4-0 0.4% 906-0
Close 968-4 976-2 7-6 0.8% 978-6
Range 39-0 12-0 -27-0 -69.2% 79-0
ATR 26-5 25-4 -1-0 -3.9% 0-0
Volume 4,666 12,486 7,820 167.6% 14,806
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 1008-6 1004-4 982-7
R3 996-6 992-4 979-4
R2 984-6 984-6 978-4
R1 980-4 980-4 977-3 982-5
PP 972-6 972-6 972-6 973-6
S1 968-4 968-4 975-1 970-5
S2 960-6 960-6 974-0
S3 948-6 956-4 973-0
S4 936-6 944-4 969-5
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 1193-5 1165-1 1022-2
R3 1114-5 1086-1 1000-4
R2 1035-5 1035-5 993-2
R1 1007-1 1007-1 986-0 1021-3
PP 956-5 956-5 956-5 963-6
S1 928-1 928-1 971-4 942-3
S2 877-5 877-5 964-2
S3 798-5 849-1 957-0
S4 719-5 770-1 935-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1000-0 910-0 90-0 9.2% 24-0 2.5% 74% False False 5,713
10 1000-0 872-0 128-0 13.1% 19-2 2.0% 81% False False 6,211
20 1000-0 797-0 203-0 20.8% 20-0 2.0% 88% False False 6,698
40 1012-0 797-0 215-0 22.0% 20-6 2.1% 83% False False 5,442
60 1035-0 797-0 238-0 24.4% 22-7 2.3% 75% False False 5,427
80 1262-0 797-0 465-0 47.6% 23-7 2.4% 39% False False 4,852
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1028-0
2.618 1008-3
1.618 996-3
1.000 989-0
0.618 984-3
HIGH 977-0
0.618 972-3
0.500 971-0
0.382 969-5
LOW 965-0
0.618 957-5
1.000 953-0
1.618 945-5
2.618 933-5
4.250 914-0
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 974-4 975-1
PP 972-6 974-1
S1 971-0 973-0

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

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