CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 1012-4 942-0 -70-4 -7.0% 951-4
High 1018-0 942-4 -75-4 -7.4% 1018-0
Low 993-0 939-4 -53-4 -5.4% 939-4
Close 1009-4 939-4 -70-0 -6.9% 939-4
Range 25-0 3-0 -22-0 -88.0% 78-4
ATR 40-4 42-5 2-1 5.2% 0-0
Volume 8,326 4,588 -3,738 -44.9% 35,591
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 949-4 947-4 941-1
R3 946-4 944-4 940-3
R2 943-4 943-4 940-0
R1 941-4 941-4 939-6 941-0
PP 940-4 940-4 940-4 940-2
S1 938-4 938-4 939-2 938-0
S2 937-4 937-4 939-0
S3 934-4 935-4 938-5
S4 931-4 932-4 937-7
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1201-1 1148-7 982-5
R3 1122-5 1070-3 961-1
R2 1044-1 1044-1 953-7
R1 991-7 991-7 946-6 978-6
PP 965-5 965-5 965-5 959-1
S1 913-3 913-3 932-2 900-2
S2 887-1 887-1 925-1
S3 808-5 834-7 917-7
S4 730-1 756-3 896-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1018-0 939-4 78-4 8.4% 23-6 2.5% 0% False True 7,118
10 1149-0 939-4 209-4 22.3% 27-5 2.9% 0% False True 5,721
20 1242-0 939-4 302-4 32.2% 30-0 3.2% 0% False True 4,916
40 1397-0 939-4 457-4 48.7% 29-6 3.2% 0% False True 3,593
60 1534-0 939-4 594-4 63.3% 30-3 3.2% 0% False True 3,230
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4-6
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 955-2
2.618 950-3
1.618 947-3
1.000 945-4
0.618 944-3
HIGH 942-4
0.618 941-3
0.500 941-0
0.382 940-5
LOW 939-4
0.618 937-5
1.000 936-4
1.618 934-5
2.618 931-5
4.250 926-6
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 941-0 978-6
PP 940-4 965-5
S1 940-0 952-5

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

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