CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 835-0 851-0 16-0 1.9% 884-0
High 847-0 851-0 4-0 0.5% 885-0
Low 835-0 836-0 1-0 0.1% 797-0
Close 845-4 837-6 -7-6 -0.9% 805-0
Range 12-0 15-0 3-0 25.0% 88-0
ATR 30-6 29-5 -1-1 -3.7% 0-0
Volume 12,937 6,935 -6,002 -46.4% 32,252
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 886-5 877-1 846-0
R3 871-5 862-1 841-7
R2 856-5 856-5 840-4
R1 847-1 847-1 839-1 844-3
PP 841-5 841-5 841-5 840-2
S1 832-1 832-1 836-3 829-3
S2 826-5 826-5 835-0
S3 811-5 817-1 833-5
S4 796-5 802-1 829-4
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
5 865-2 797-0 68-2 8.1% 16-3 2.0% 60% False False 8,206
10 926-0 797-0 129-0 15.4% 17-1 2.0% 32% False False 6,410
20 947-0 797-0 150-0 17.9% 19-4 2.3% 27% False False 5,270
40 1012-0 797-0 215-0 25.7% 24-3 2.9% 19% False False 5,130
60 1262-0 797-0 465-0 55.5% 24-3 2.9% 9% False False 4,884
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 914-6
2.618 890-2
1.618 875-2
1.000 866-0
0.618 860-2
HIGH 851-0
0.618 845-2
0.500 843-4
0.382 841-6
LOW 836-0
0.618 826-6
1.000 821-0
1.618 811-6
2.618 796-6
4.250 772-2
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 843-4 833-1
PP 841-5 828-5
S1 839-5 824-0

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

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