CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 842-0 816-0 -26-0 -3.1% 884-0
High 845-0 818-0 -27-0 -3.2% 885-0
Low 829-4 797-0 -32-4 -3.9% 797-0
Close 833-0 805-0 -28-0 -3.4% 805-0
Range 15-4 21-0 5-4 35.5% 88-0
ATR 29-4 29-7 0-4 1.6% 0-0
Volume 5,998 9,411 3,413 56.9% 32,252
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 869-5 858-3 816-4
R3 848-5 837-3 810-6
R2 827-5 827-5 808-7
R1 816-3 816-3 806-7 811-4
PP 806-5 806-5 806-5 804-2
S1 795-3 795-3 803-1 790-4
S2 785-5 785-5 801-1
S3 764-5 774-3 799-2
S4 743-5 753-3 793-4
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1093-0 1037-0 853-3
R3 1005-0 949-0 829-2
R2 917-0 917-0 821-1
R1 861-0 861-0 813-1 845-0
PP 829-0 829-0 829-0 821-0
S1 773-0 773-0 796-7 757-0
S2 741-0 741-0 788-7
S3 653-0 685-0 780-6
S4 565-0 597-0 756-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 885-0 797-0 88-0 10.9% 20-6 2.6% 9% False True 6,450
10 926-0 797-0 129-0 16.0% 20-2 2.5% 6% False True 5,580
20 974-0 797-0 177-0 22.0% 20-4 2.5% 5% False True 4,857
40 1012-0 797-0 215-0 26.7% 23-7 3.0% 4% False True 4,861
60 1262-0 797-0 465-0 57.8% 25-1 3.1% 2% False True 4,621
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 907-2
2.618 873-0
1.618 852-0
1.000 839-0
0.618 831-0
HIGH 818-0
0.618 810-0
0.500 807-4
0.382 805-0
LOW 797-0
0.618 784-0
1.000 776-0
1.618 763-0
2.618 742-0
4.250 707-6
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 807-4 831-1
PP 806-5 822-3
S1 805-7 813-6

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

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