CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 883-0 857-0 -26-0 -2.9% 950-0
High 916-0 912-0 -4-0 -0.4% 956-0
Low 883-0 857-0 -26-0 -2.9% 857-0
Close 896-4 875-0 -21-4 -2.4% 875-0
Range 33-0 55-0 22-0 66.7% 99-0
ATR 42-3 43-2 0-7 2.1% 0-0
Volume 8,443 8,627 184 2.2% 41,423
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1046-3 1015-5 905-2
R3 991-3 960-5 890-1
R2 936-3 936-3 885-1
R1 905-5 905-5 880-0 921-0
PP 881-3 881-3 881-3 889-0
S1 850-5 850-5 870-0 866-0
S2 826-3 826-3 864-7
S3 771-3 795-5 859-7
S4 716-3 740-5 844-6
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1193-0 1133-0 929-4
R3 1094-0 1034-0 902-2
R2 995-0 995-0 893-1
R1 935-0 935-0 884-1 915-4
PP 896-0 896-0 896-0 886-2
S1 836-0 836-0 865-7 816-4
S2 797-0 797-0 856-7
S3 698-0 737-0 847-6
S4 599-0 638-0 820-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 956-0 857-0 99-0 11.3% 30-0 3.4% 18% False True 8,284
10 969-4 850-0 119-4 13.7% 31-0 3.5% 21% False False 7,854
20 1149-0 850-0 299-0 34.2% 29-2 3.4% 8% False False 6,788
40 1365-0 850-0 515-0 58.9% 30-1 3.4% 5% False False 5,030
60 1436-0 850-0 586-0 67.0% 30-7 3.5% 4% False False 4,254
80 1650-0 850-0 800-0 91.4% 31-4 3.6% 3% False False 3,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-5
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1145-6
2.618 1056-0
1.618 1001-0
1.000 967-0
0.618 946-0
HIGH 912-0
0.618 891-0
0.500 884-4
0.382 878-0
LOW 857-0
0.618 823-0
1.000 802-0
1.618 768-0
2.618 713-0
4.250 623-2
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 884-4 886-4
PP 881-3 882-5
S1 878-1 878-7

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

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