CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 879-0 862-0 -17-0 -1.9% 812-0
High 880-0 875-0 -5-0 -0.6% 866-4
Low 856-0 860-4 4-4 0.5% 812-0
Close 869-0 874-4 5-4 0.6% 856-2
Range 24-0 14-4 -9-4 -39.6% 54-4
ATR 29-3 28-2 -1-0 -3.6% 0-0
Volume 34,951 49,785 14,834 42.4% 215,574
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 913-4 908-4 882-4
R3 899-0 894-0 878-4
R2 884-4 884-4 877-1
R1 879-4 879-4 875-7 882-0
PP 870-0 870-0 870-0 871-2
S1 865-0 865-0 873-1 867-4
S2 855-4 855-4 871-7
S3 841-0 850-4 870-4
S4 826-4 836-0 866-4
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1008-3 986-7 886-2
R3 953-7 932-3 871-2
R2 899-3 899-3 866-2
R1 877-7 877-7 861-2 888-5
PP 844-7 844-7 844-7 850-2
S1 823-3 823-3 851-2 834-1
S2 790-3 790-3 846-2
S3 735-7 768-7 841-2
S4 681-3 714-3 826-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 880-0 831-0 49-0 5.6% 23-4 2.7% 89% False False 43,701
10 880-0 780-0 100-0 11.4% 21-4 2.5% 95% False False 42,437
20 906-6 780-0 126-6 14.5% 21-4 2.5% 75% False False 30,042
40 989-0 780-0 209-0 23.9% 25-6 2.9% 45% False False 20,526
60 1231-0 780-0 451-0 51.6% 26-2 3.0% 21% False False 15,739
80 1395-0 780-0 615-0 70.3% 27-3 3.1% 15% False False 12,635
100 1445-0 780-0 665-0 76.0% 28-1 3.2% 14% False False 10,641
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 False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 936-5
2.618 913-0
1.618 898-4
1.000 889-4
0.618 884-0
HIGH 875-0
0.618 869-4
0.500 867-6
0.382 866-0
LOW 860-4
0.618 851-4
1.000 846-0
1.618 837-0
2.618 822-4
4.250 798-7
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 872-2 871-4
PP 870-0 868-4
S1 867-6 865-4

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

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