CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 878-0 904-0 26-0 3.0% 835-0
High 888-0 904-0 16-0 1.8% 885-0
Low 872-0 879-4 7-4 0.9% 835-0
Close 885-0 891-4 6-4 0.7% 874-6
Range 16-0 24-4 8-4 53.1% 50-0
ATR 28-4 28-2 -0-2 -1.0% 0-0
Volume 10,423 4,937 -5,486 -52.6% 34,663
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 965-1 952-7 905-0
R3 940-5 928-3 898-2
R2 916-1 916-1 896-0
R1 903-7 903-7 893-6 897-6
PP 891-5 891-5 891-5 888-5
S1 879-3 879-3 889-2 873-2
S2 867-1 867-1 887-0
S3 842-5 854-7 884-6
S4 818-1 830-3 878-0
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
5 904-0 850-0 54-0 6.1% 24-2 2.7% 77% True False 6,724
10 904-0 797-0 107-0 12.0% 19-6 2.2% 88% True False 7,379
20 945-0 797-0 148-0 16.6% 20-2 2.3% 64% False False 6,054
40 1012-0 797-0 215-0 24.1% 23-2 2.6% 44% False False 5,303
60 1255-0 797-0 458-0 51.4% 23-4 2.6% 21% False False 5,302
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 True
Bear Hook False
Bull Hook False
Stretch 2-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1008-1
2.618 968-1
1.618 943-5
1.000 928-4
0.618 919-1
HIGH 904-0
0.618 894-5
0.500 891-6
0.382 888-7
LOW 879-4
0.618 864-3
1.000 855-0
1.618 839-7
2.618 815-3
4.250 775-3
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 891-6 890-0
PP 891-5 888-4
S1 891-5 887-0

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

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