CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 951-4 967-0 15-4 1.6% 1148-0
High 970-0 975-0 5-0 0.5% 1149-0
Low 951-4 950-0 -1-4 -0.2% 1021-0
Close 951-4 954-6 3-2 0.3% 1021-4
Range 18-4 25-0 6-4 35.1% 128-0
ATR 42-5 41-3 -1-2 -3.0% 0-0
Volume 8,929 7,931 -998 -11.2% 21,626
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 1034-7 1019-7 968-4
R3 1009-7 994-7 961-5
R2 984-7 984-7 959-3
R1 969-7 969-7 957-0 964-7
PP 959-7 959-7 959-7 957-4
S1 944-7 944-7 952-4 939-7
S2 934-7 934-7 950-1
S3 909-7 919-7 947-7
S4 884-7 894-7 941-0
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1447-7 1362-5 1091-7
R3 1319-7 1234-5 1056-6
R2 1191-7 1191-7 1045-0
R1 1106-5 1106-5 1033-2 1085-2
PP 1063-7 1063-7 1063-7 1053-1
S1 978-5 978-5 1009-6 957-2
S2 935-7 935-7 998-0
S3 807-7 850-5 986-2
S4 679-7 722-5 951-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1097-4 950-0 147-4 15.4% 27-4 2.9% 3% False True 6,753
10 1238-0 950-0 288-0 30.2% 27-1 2.8% 2% False True 4,678
20 1250-0 950-0 300-0 31.4% 29-4 3.1% 2% False True 4,370
40 1397-0 950-0 447-0 46.8% 30-5 3.2% 1% False True 3,364
60 1596-0 950-0 646-0 67.7% 31-7 3.3% 1% False True 2,984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1081-2
2.618 1040-4
1.618 1015-4
1.000 1000-0
0.618 990-4
HIGH 975-0
0.618 965-4
0.500 962-4
0.382 959-4
LOW 950-0
0.618 934-4
1.000 925-0
1.618 909-4
2.618 884-4
4.250 843-6
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 962-4 1001-4
PP 959-7 985-7
S1 957-3 970-3

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

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