CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 816-0 835-0 19-0 2.3% 884-0
High 818-0 847-0 29-0 3.5% 885-0
Low 797-0 835-0 38-0 4.8% 797-0
Close 805-0 845-4 40-4 5.0% 805-0
Range 21-0 12-0 -9-0 -42.9% 88-0
ATR 29-7 30-6 0-7 2.9% 0-0
Volume 9,411 12,937 3,526 37.5% 32,252
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 878-4 874-0 852-1
R3 866-4 862-0 848-6
R2 854-4 854-4 847-6
R1 850-0 850-0 846-5 852-2
PP 842-4 842-4 842-4 843-5
S1 838-0 838-0 844-3 840-2
S2 830-4 830-4 843-2
S3 818-4 826-0 842-2
S4 806-4 814-0 838-7
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 10.4% 19-6 2.3% 55% False False 8,354
10 926-0 797-0 129-0 15.3% 19-1 2.3% 38% False False 6,258
20 974-0 797-0 177-0 20.9% 20-3 2.4% 27% False False 5,160
40 1012-0 797-0 215-0 25.4% 24-2 2.9% 23% False False 5,059
60 1262-0 797-0 465-0 55.0% 25-0 3.0% 10% False False 4,786
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 898-0
2.618 878-3
1.618 866-3
1.000 859-0
0.618 854-3
HIGH 847-0
0.618 842-3
0.500 841-0
0.382 839-5
LOW 835-0
0.618 827-5
1.000 823-0
1.618 815-5
2.618 803-5
4.250 784-0
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 844-0 837-5
PP 842-4 829-7
S1 841-0 822-0

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

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