CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 888-0 869-0 -19-0 -2.1% 827-0
High 888-0 877-0 -11-0 -1.2% 876-0
Low 859-0 863-0 4-0 0.5% 827-0
Close 860-0 874-4 14-4 1.7% 865-6
Range 29-0 14-0 -15-0 -51.7% 49-0
ATR 28-2 27-4 -0-6 -2.8% 0-0
Volume 7,607 7,629 22 0.3% 32,169
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 913-4 908-0 882-2
R3 899-4 894-0 878-3
R2 885-4 885-4 877-1
R1 880-0 880-0 875-6 882-6
PP 871-4 871-4 871-4 872-7
S1 866-0 866-0 873-2 868-6
S2 857-4 857-4 871-7
S3 843-4 852-0 870-5
S4 829-4 838-0 866-6
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1003-2 983-4 892-6
R3 954-2 934-4 879-2
R2 905-2 905-2 874-6
R1 885-4 885-4 870-2 895-3
PP 856-2 856-2 856-2 861-2
S1 836-4 836-4 861-2 846-3
S2 807-2 807-2 856-6
S3 758-2 787-4 852-2
S4 709-2 738-4 838-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 888-0 840-0 48-0 5.5% 21-6 2.5% 72% False False 6,111
10 888-0 787-4 100-4 11.5% 18-6 2.1% 87% False False 6,057
20 937-4 787-4 150-0 17.2% 17-4 2.0% 58% False False 4,949
40 1002-0 787-4 214-4 24.5% 21-7 2.5% 41% False False 4,222
60 1245-0 787-4 457-4 52.3% 22-0 2.5% 19% False False 3,638
80 1396-0 787-4 608-4 69.6% 21-3 2.4% 14% False False 3,035
100 1450-0 787-4 662-4 75.8% 22-3 2.6% 13% False False 2,685
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 936-4
2.618 913-5
1.618 899-5
1.000 891-0
0.618 885-5
HIGH 877-0
0.618 871-5
0.500 870-0
0.382 868-3
LOW 863-0
0.618 854-3
1.000 849-0
1.618 840-3
2.618 826-3
4.250 803-4
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 873-0 871-4
PP 871-4 868-4
S1 870-0 865-4

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

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