CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 950-0 936-4 -13-4 -1.4% 954-4
High 956-0 937-0 -19-0 -2.0% 969-4
Low 937-0 912-0 -25-0 -2.7% 850-0
Close 950-4 924-4 -26-0 -2.7% 916-6
Range 19-0 25-0 6-0 31.6% 119-4
ATR 41-7 41-5 -0-2 -0.6% 0-0
Volume 6,786 8,274 1,488 21.9% 37,121
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 999-4 987-0 938-2
R3 974-4 962-0 931-3
R2 949-4 949-4 929-1
R1 937-0 937-0 926-6 930-6
PP 924-4 924-4 924-4 921-3
S1 912-0 912-0 922-2 905-6
S2 899-4 899-4 919-7
S3 874-4 887-0 917-5
S4 849-4 862-0 910-6
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
5 956-0 850-0 106-0 11.5% 30-5 3.3% 70% False False 8,066
10 1018-0 850-0 168-0 18.2% 28-0 3.0% 44% False False 7,091
20 1238-0 850-0 388-0 42.0% 27-4 3.0% 19% False False 5,884
40 1395-0 850-0 545-0 59.0% 29-1 3.2% 14% False False 4,553
60 1445-0 850-0 595-0 64.4% 30-0 3.2% 13% False False 3,905
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1043-2
2.618 1002-4
1.618 977-4
1.000 962-0
0.618 952-4
HIGH 937-0
0.618 927-4
0.500 924-4
0.382 921-4
LOW 912-0
0.618 896-4
1.000 887-0
1.618 871-4
2.618 846-4
4.250 805-6
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 924-4 929-6
PP 924-4 928-0
S1 924-4 926-2

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

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