CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 969-0 907-0 -62-0 -6.4% 951-4
High 969-4 911-0 -58-4 -6.0% 1018-0
Low 926-4 875-0 -51-4 -5.6% 939-4
Close 924-6 884-2 -40-4 -4.4% 939-4
Range 43-0 36-0 -7-0 -16.3% 78-4
ATR 41-3 42-0 0-5 1.4% 0-0
Volume 7,358 7,602 244 3.3% 35,591
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 998-1 977-1 904-0
R3 962-1 941-1 894-1
R2 926-1 926-1 890-7
R1 905-1 905-1 887-4 897-5
PP 890-1 890-1 890-1 886-2
S1 869-1 869-1 881-0 861-5
S2 854-1 854-1 877-5
S3 818-1 833-1 874-3
S4 782-1 797-1 864-4
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 1018-0 875-0 143-0 16.2% 23-1 2.6% 6% False True 6,473
10 1067-4 875-0 192-4 21.8% 27-6 3.1% 5% False True 6,667
20 1242-0 875-0 367-0 41.5% 27-7 3.2% 3% False True 5,305
40 1397-0 875-0 522-0 59.0% 28-5 3.2% 2% False True 3,924
60 1445-0 875-0 570-0 64.5% 29-7 3.4% 2% False True 3,469
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 4-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1064-0
2.618 1005-2
1.618 969-2
1.000 947-0
0.618 933-2
HIGH 911-0
0.618 897-2
0.500 893-0
0.382 888-6
LOW 875-0
0.618 852-6
1.000 839-0
1.618 816-6
2.618 780-6
4.250 722-0
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 893-0 922-2
PP 890-1 909-5
S1 887-1 896-7

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

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