CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 891-0 909-0 18-0 2.0% 896-0
High 896-0 919-0 23-0 2.6% 904-0
Low 890-0 906-0 16-0 1.8% 870-0
Close 895-0 912-4 17-4 2.0% 895-0
Range 6-0 13-0 7-0 116.7% 34-0
ATR 25-6 25-5 -0-1 -0.5% 0-0
Volume 5,562 3,390 -2,172 -39.1% 38,523
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 951-4 945-0 919-5
R3 938-4 932-0 916-1
R2 925-4 925-4 914-7
R1 919-0 919-0 913-6 922-2
PP 912-4 912-4 912-4 914-1
S1 906-0 906-0 911-2 909-2
S2 899-4 899-4 910-1
S3 886-4 893-0 908-7
S4 873-4 880-0 905-3
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 991-5 977-3 913-6
R3 957-5 943-3 904-3
R2 923-5 923-5 901-2
R1 909-3 909-3 898-1 899-4
PP 889-5 889-5 889-5 884-6
S1 875-3 875-3 891-7 865-4
S2 855-5 855-5 888-6
S3 821-5 841-3 885-5
S4 787-5 807-3 876-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 919-0 872-0 47-0 5.2% 14-5 1.6% 86% True False 6,710
10 919-0 836-0 83-0 9.1% 18-1 2.0% 92% True False 6,363
20 926-0 797-0 129-0 14.1% 18-5 2.0% 90% False False 6,311
40 1012-0 797-0 215-0 23.6% 22-1 2.4% 54% False False 5,359
60 1168-0 797-0 371-0 40.7% 23-1 2.5% 31% False False 5,489
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 False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 974-2
2.618 953-0
1.618 940-0
1.000 932-0
0.618 927-0
HIGH 919-0
0.618 914-0
0.500 912-4
0.382 911-0
LOW 906-0
0.618 898-0
1.000 893-0
1.618 885-0
2.618 872-0
4.250 850-6
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 912-4 909-0
PP 912-4 905-4
S1 912-4 902-0

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

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