CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 969-0 972-0 3-0 0.3% 909-0
High 977-0 1004-0 27-0 2.8% 985-0
Low 965-0 972-0 7-0 0.7% 906-0
Close 976-2 1002-6 26-4 2.7% 978-6
Range 12-0 32-0 20-0 166.7% 79-0
ATR 25-4 26-0 0-4 1.8% 0-0
Volume 12,486 7,865 -4,621 -37.0% 14,806
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 1088-7 1077-7 1020-3
R3 1056-7 1045-7 1011-4
R2 1024-7 1024-7 1008-5
R1 1013-7 1013-7 1005-5 1019-3
PP 992-7 992-7 992-7 995-6
S1 981-7 981-7 999-7 987-3
S2 960-7 960-7 996-7
S3 928-7 949-7 994-0
S4 896-7 917-7 985-1
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 1004-0 928-0 76-0 7.6% 26-6 2.7% 98% True False 6,332
10 1004-0 879-4 124-4 12.4% 20-7 2.1% 99% True False 5,956
20 1004-0 797-0 207-0 20.6% 20-0 2.0% 99% True False 6,708
40 1012-0 797-0 215-0 21.4% 21-2 2.1% 96% False False 5,565
60 1035-0 797-0 238-0 23.7% 23-1 2.3% 86% False False 5,427
80 1262-0 797-0 465-0 46.4% 24-0 2.4% 44% False False 4,934
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 1-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1140-0
2.618 1087-6
1.618 1055-6
1.000 1036-0
0.618 1023-6
HIGH 1004-0
0.618 991-6
0.500 988-0
0.382 984-2
LOW 972-0
0.618 952-2
1.000 940-0
1.618 920-2
2.618 888-2
4.250 836-0
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 997-7 996-0
PP 992-7 989-2
S1 988-0 982-4

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

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