CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 863-0 861-0 -2-0 -0.2% 835-0
High 885-0 882-0 -3-0 -0.3% 885-0
Low 863-0 850-0 -13-0 -1.5% 835-0
Close 879-2 874-6 -4-4 -0.5% 874-6
Range 22-0 32-0 10-0 45.5% 50-0
ATR 29-2 29-4 0-2 0.7% 0-0
Volume 3,791 6,109 2,318 61.1% 34,663
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 964-7 951-7 892-3
R3 932-7 919-7 883-4
R2 900-7 900-7 880-5
R1 887-7 887-7 877-5 894-3
PP 868-7 868-7 868-7 872-2
S1 855-7 855-7 871-7 862-3
S2 836-7 836-7 868-7
S3 804-7 823-7 866-0
S4 772-7 791-7 857-1
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1014-7 994-7 902-2
R3 964-7 944-7 888-4
R2 914-7 914-7 883-7
R1 894-7 894-7 879-3 904-7
PP 864-7 864-7 864-7 870-0
S1 844-7 844-7 870-1 854-7
S2 814-7 814-7 865-5
S3 764-7 794-7 861-0
S4 714-7 744-7 847-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 885-0 835-0 50-0 5.7% 18-5 2.1% 80% False False 6,932
10 885-0 797-0 88-0 10.1% 19-5 2.2% 88% False False 6,691
20 945-0 797-0 148-0 16.9% 19-0 2.2% 53% False False 5,388
40 1012-0 797-0 215-0 24.6% 23-1 2.6% 36% False False 5,127
60 1262-0 797-0 465-0 53.2% 23-6 2.7% 17% False False 5,014
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1018-0
2.618 965-6
1.618 933-6
1.000 914-0
0.618 901-6
HIGH 882-0
0.618 869-6
0.500 866-0
0.382 862-2
LOW 850-0
0.618 830-2
1.000 818-0
1.618 798-2
2.618 766-2
4.250 714-0
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 871-7 872-0
PP 868-7 869-2
S1 866-0 866-4

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

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