CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 904-0 888-0 -16-0 -1.8% 835-0
High 904-0 898-4 -5-4 -0.6% 885-0
Low 879-4 885-0 5-4 0.6% 835-0
Close 891-4 897-2 5-6 0.6% 874-6
Range 24-4 13-4 -11-0 -44.9% 50-0
ATR 28-2 27-1 -1-0 -3.7% 0-0
Volume 4,937 9,238 4,301 87.1% 34,663
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 934-1 929-1 904-5
R3 920-5 915-5 901-0
R2 907-1 907-1 899-6
R1 902-1 902-1 898-4 904-5
PP 893-5 893-5 893-5 894-6
S1 888-5 888-5 896-0 891-1
S2 880-1 880-1 894-6
S3 866-5 875-1 893-4
S4 853-1 861-5 889-7
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 6.0% 22-5 2.5% 88% False False 7,814
10 904-0 797-0 107-0 11.9% 19-4 2.2% 94% False False 7,703
20 926-0 797-0 129-0 14.4% 19-6 2.2% 78% False False 6,377
40 1012-0 797-0 215-0 24.0% 23-2 2.6% 47% False False 5,407
60 1250-0 797-0 453-0 50.5% 23-3 2.6% 22% False False 5,400
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 955-7
2.618 933-7
1.618 920-3
1.000 912-0
0.618 906-7
HIGH 898-4
0.618 893-3
0.500 891-6
0.382 890-1
LOW 885-0
0.618 876-5
1.000 871-4
1.618 863-1
2.618 849-5
4.250 827-5
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 895-3 894-1
PP 893-5 891-1
S1 891-6 888-0

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

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