CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 910-0 928-0 18-0 2.0% 896-0
High 928-0 940-0 12-0 1.3% 904-0
Low 910-0 928-0 18-0 2.0% 870-0
Close 927-0 941-0 14-0 1.5% 895-0
Range 18-0 12-0 -6-0 -33.3% 34-0
ATR 25-1 24-2 -0-7 -3.4% 0-0
Volume 4,772 3,481 -1,291 -27.1% 38,523
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 972-3 968-5 947-5
R3 960-3 956-5 944-2
R2 948-3 948-3 943-2
R1 944-5 944-5 942-1 946-4
PP 936-3 936-3 936-3 937-2
S1 932-5 932-5 939-7 934-4
S2 924-3 924-3 938-6
S3 912-3 920-5 937-6
S4 900-3 908-5 934-3
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
5 940-0 885-0 55-0 5.8% 12-4 1.3% 102% True False 5,288
10 940-0 850-0 90-0 9.6% 18-3 2.0% 101% True False 6,006
20 940-0 797-0 143-0 15.2% 17-4 1.9% 101% True False 6,191
40 1012-0 797-0 215-0 22.8% 20-3 2.2% 67% False False 5,356
60 1116-0 797-0 319-0 33.9% 22-6 2.4% 45% False False 5,521
80 1325-0 797-0 528-0 56.1% 24-0 2.5% 27% False False 4,661
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 991-0
2.618 971-3
1.618 959-3
1.000 952-0
0.618 947-3
HIGH 940-0
0.618 935-3
0.500 934-0
0.382 932-5
LOW 928-0
0.618 920-5
1.000 916-0
1.618 908-5
2.618 896-5
4.250 877-0
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 938-5 935-0
PP 936-3 929-0
S1 934-0 923-0

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

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