CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 903-4 950-0 46-4 5.1% 954-4
High 931-0 956-0 25-0 2.7% 969-4
Low 903-4 937-0 33-4 3.7% 850-0
Close 916-6 950-4 33-6 3.7% 916-6
Range 27-4 19-0 -8-4 -30.9% 119-4
ATR 42-1 41-7 -0-2 -0.5% 0-0
Volume 9,058 6,786 -2,272 -25.1% 37,121
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 1004-7 996-5 961-0
R3 985-7 977-5 955-6
R2 966-7 966-7 954-0
R1 958-5 958-5 952-2 962-6
PP 947-7 947-7 947-7 949-7
S1 939-5 939-5 948-6 943-6
S2 928-7 928-7 947-0
S3 909-7 920-5 945-2
S4 890-7 901-5 940-0
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 12.6% 34-2 3.6% 84% False False 7,883
10 1018-0 850-0 168-0 17.7% 28-0 2.9% 60% False False 7,056
20 1238-0 850-0 388-0 40.8% 27-6 2.9% 26% False False 5,684
40 1397-0 850-0 547-0 57.5% 29-1 3.1% 18% False False 4,391
60 1445-0 850-0 595-0 62.6% 29-7 3.1% 17% False False 3,783
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1036-6
2.618 1005-6
1.618 986-6
1.000 975-0
0.618 967-6
HIGH 956-0
0.618 948-6
0.500 946-4
0.382 944-2
LOW 937-0
0.618 925-2
1.000 918-0
1.618 906-2
2.618 887-2
4.250 856-2
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 949-1 934-5
PP 947-7 918-7
S1 946-4 903-0

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

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