CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 870-0 903-4 33-4 3.9% 954-4
High 895-4 931-0 35-4 4.0% 969-4
Low 850-0 903-4 53-4 6.3% 850-0
Close 890-4 916-6 26-2 2.9% 916-6
Range 45-4 27-4 -18-0 -39.6% 119-4
ATR 42-2 42-1 -0-1 -0.3% 0-0
Volume 8,611 9,058 447 5.2% 37,121
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 999-5 985-5 931-7
R3 972-1 958-1 924-2
R2 944-5 944-5 921-6
R1 930-5 930-5 919-2 937-5
PP 917-1 917-1 917-1 920-4
S1 903-1 903-1 914-2 910-1
S2 889-5 889-5 911-6
S3 862-1 875-5 909-2
S4 834-5 848-1 901-5
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1270-5 1213-1 982-4
R3 1151-1 1093-5 949-5
R2 1031-5 1031-5 938-5
R1 974-1 974-1 927-6 943-1
PP 912-1 912-1 912-1 896-4
S1 854-5 854-5 905-6 823-5
S2 792-5 792-5 894-7
S3 673-1 735-1 883-7
S4 553-5 615-5 851-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 969-4 850-0 119-4 13.0% 32-1 3.5% 56% False False 7,424
10 1018-0 850-0 168-0 18.3% 27-7 3.0% 40% False False 7,271
20 1242-0 850-0 392-0 42.8% 28-5 3.1% 17% False False 5,509
40 1397-0 850-0 547-0 59.7% 29-2 3.2% 12% False False 4,298
60 1445-0 850-0 595-0 64.9% 30-1 3.3% 11% False False 3,709
Crabel Price Patterns
NR True
NR4 True
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 5-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1047-7
2.618 1003-0
1.618 975-4
1.000 958-4
0.618 948-0
HIGH 931-0
0.618 920-4
0.500 917-2
0.382 914-0
LOW 903-4
0.618 886-4
1.000 876-0
1.618 859-0
2.618 831-4
4.250 786-5
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 917-2 908-0
PP 917-1 899-2
S1 916-7 890-4

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

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