CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 883-0 955-0 72-0 8.2% 950-0
High 917-0 956-0 39-0 4.3% 956-0
Low 882-0 884-0 2-0 0.2% 857-0
Close 908-0 899-6 -8-2 -0.9% 875-0
Range 35-0 72-0 37-0 105.7% 99-0
ATR 43-2 45-2 2-0 4.8% 0-0
Volume 7,210 12,654 5,444 75.5% 41,423
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 1129-2 1086-4 939-3
R3 1057-2 1014-4 919-4
R2 985-2 985-2 913-0
R1 942-4 942-4 906-3 927-7
PP 913-2 913-2 913-2 906-0
S1 870-4 870-4 893-1 855-7
S2 841-2 841-2 886-4
S3 769-2 798-4 880-0
S4 697-2 726-4 860-1
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 11.0% 42-5 4.7% 43% True False 9,245
10 956-0 850-0 106-0 11.8% 36-5 4.1% 47% True False 8,655
20 1097-4 850-0 247-4 27.5% 31-4 3.5% 20% False False 7,545
40 1312-0 850-0 462-0 51.3% 31-4 3.5% 11% False False 5,457
60 1397-0 850-0 547-0 60.8% 31-3 3.5% 9% False False 4,466
80 1640-0 850-0 790-0 87.8% 32-2 3.6% 6% False False 3,770
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 True
Bear Hook False
Bull Hook False
Stretch 3-6
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 1262-0
2.618 1144-4
1.618 1072-4
1.000 1028-0
0.618 1000-4
HIGH 956-0
0.618 928-4
0.500 920-0
0.382 911-4
LOW 884-0
0.618 839-4
1.000 812-0
1.618 767-4
2.618 695-4
4.250 578-0
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 920-0 906-4
PP 913-2 904-2
S1 906-4 902-0

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

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