CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 949-0 995-0 46-0 4.8% 909-0
High 985-0 1000-0 15-0 1.5% 985-0
Low 946-0 961-0 15-0 1.6% 906-0
Close 978-6 968-4 -10-2 -1.0% 978-6
Range 39-0 39-0 0-0 0.0% 79-0
ATR 25-5 26-5 1-0 3.7% 0-0
Volume 3,163 4,666 1,503 47.5% 14,806
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 1093-4 1070-0 990-0
R3 1054-4 1031-0 979-2
R2 1015-4 1015-4 975-5
R1 992-0 992-0 972-1 984-2
PP 976-4 976-4 976-4 972-5
S1 953-0 953-0 964-7 945-2
S2 937-4 937-4 961-3
S3 898-4 914-0 957-6
S4 859-4 875-0 947-0
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 1193-5 1165-1 1022-2
R3 1114-5 1086-1 1000-4
R2 1035-5 1035-5 993-2
R1 1007-1 1007-1 986-0 1021-3
PP 956-5 956-5 956-5 963-6
S1 928-1 928-1 971-4 942-3
S2 877-5 877-5 964-2
S3 798-5 849-1 957-0
S4 719-5 770-1 935-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1000-0 906-0 94-0 9.7% 24-2 2.5% 66% True False 3,894
10 1000-0 870-0 130-0 13.4% 20-6 2.1% 76% True False 5,799
20 1000-0 797-0 203-0 21.0% 20-2 2.1% 84% True False 6,245
40 1012-0 797-0 215-0 22.2% 20-7 2.2% 80% False False 5,223
60 1069-0 797-0 272-0 28.1% 23-0 2.4% 63% False False 5,409
80 1262-0 797-0 465-0 48.0% 24-1 2.5% 37% False False 4,709
Crabel Price Patterns
NR False
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 2-2
Fibonacci Retracements and Extensions
4.250 1165-6
2.618 1102-1
1.618 1063-1
1.000 1039-0
0.618 1024-1
HIGH 1000-0
0.618 985-1
0.500 980-4
0.382 975-7
LOW 961-0
0.618 936-7
1.000 922-0
1.618 897-7
2.618 858-7
4.250 795-2
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 980-4 967-0
PP 976-4 965-4
S1 972-4 964-0

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

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