CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 972-0 992-0 20-0 2.1% 995-0
High 1004-0 1014-0 10-0 1.0% 1014-0
Low 972-0 992-0 20-0 2.1% 961-0
Close 1002-6 1000-0 -2-6 -0.3% 1000-0
Range 32-0 22-0 -10-0 -31.3% 53-0
ATR 26-0 25-6 -0-2 -1.1% 0-0
Volume 7,865 6,690 -1,175 -14.9% 31,707
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1068-0 1056-0 1012-1
R3 1046-0 1034-0 1006-0
R2 1024-0 1024-0 1004-0
R1 1012-0 1012-0 1002-0 1018-0
PP 1002-0 1002-0 1002-0 1005-0
S1 990-0 990-0 998-0 996-0
S2 980-0 980-0 996-0
S3 958-0 968-0 994-0
S4 936-0 946-0 987-7
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1150-5 1128-3 1029-1
R3 1097-5 1075-3 1014-5
R2 1044-5 1044-5 1009-6
R1 1022-3 1022-3 1004-7 1033-4
PP 991-5 991-5 991-5 997-2
S1 969-3 969-3 995-1 980-4
S2 938-5 938-5 990-2
S3 885-5 916-3 985-3
S4 832-5 863-3 970-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1014-0 946-0 68-0 6.8% 28-6 2.9% 79% True False 6,974
10 1014-0 885-0 129-0 12.9% 20-5 2.1% 89% True False 6,131
20 1014-0 797-0 217-0 21.7% 20-1 2.0% 94% True False 6,755
40 1014-0 797-0 217-0 21.7% 21-2 2.1% 94% True False 5,672
60 1035-0 797-0 238-0 23.8% 23-1 2.3% 85% False False 5,463
80 1262-0 797-0 465-0 46.5% 23-7 2.4% 44% False False 4,995
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 False
Stretch 1-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1107-4
2.618 1071-5
1.618 1049-5
1.000 1036-0
0.618 1027-5
HIGH 1014-0
0.618 1005-5
0.500 1003-0
0.382 1000-3
LOW 992-0
0.618 978-3
1.000 970-0
1.618 956-3
2.618 934-3
4.250 898-4
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 1003-0 996-4
PP 1002-0 993-0
S1 1001-0 989-4

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

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