CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 847-0 842-0 -5-0 -0.6% 886-0
High 865-2 845-0 -20-2 -2.3% 926-0
Low 847-0 829-4 -17-4 -2.1% 886-0
Close 851-2 833-0 -18-2 -2.1% 908-0
Range 18-2 15-4 -2-6 -15.1% 40-0
ATR 30-0 29-4 -0-5 -2.0% 0-0
Volume 5,749 5,998 249 4.3% 17,398
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 882-3 873-1 841-4
R3 866-7 857-5 837-2
R2 851-3 851-3 835-7
R1 842-1 842-1 834-3 839-0
PP 835-7 835-7 835-7 834-2
S1 826-5 826-5 831-5 823-4
S2 820-3 820-3 830-1
S3 804-7 811-1 828-6
S4 789-3 795-5 824-4
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1026-5 1007-3 930-0
R3 986-5 967-3 919-0
R2 946-5 946-5 915-3
R1 927-3 927-3 911-5 937-0
PP 906-5 906-5 906-5 911-4
S1 887-3 887-3 904-3 897-0
S2 866-5 866-5 900-5
S3 826-5 847-3 897-0
S4 786-5 807-3 886-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 908-0 829-4 78-4 9.4% 18-1 2.2% 4% False True 5,101
10 926-0 829-4 96-4 11.6% 20-0 2.4% 4% False True 5,051
20 974-0 829-4 144-4 17.3% 20-4 2.5% 2% False True 4,687
40 1035-0 829-4 205-4 24.7% 23-7 2.9% 2% False True 4,798
60 1262-0 829-4 432-4 51.9% 25-1 3.0% 1% False True 4,485
Crabel Price Patterns
NR True
NR4 True
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 2-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 910-7
2.618 885-5
1.618 870-1
1.000 860-4
0.618 854-5
HIGH 845-0
0.618 839-1
0.500 837-2
0.382 835-3
LOW 829-4
0.618 819-7
1.000 814-0
1.618 804-3
2.618 788-7
4.250 763-5
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 837-2 857-2
PP 835-7 849-1
S1 834-3 841-1

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

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