CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 955-0 935-0 -20-0 -2.1% 950-0
High 956-0 969-6 13-6 1.4% 956-0
Low 884-0 935-0 51-0 5.8% 857-0
Close 899-6 959-2 59-4 6.6% 875-0
Range 72-0 34-6 -37-2 -51.7% 99-0
ATR 45-2 47-0 1-6 3.9% 0-0
Volume 12,654 14,874 2,220 17.5% 41,423
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 1058-7 1043-7 978-3
R3 1024-1 1009-1 968-6
R2 989-3 989-3 965-5
R1 974-3 974-3 962-3 981-7
PP 954-5 954-5 954-5 958-4
S1 939-5 939-5 956-1 947-1
S2 919-7 919-7 952-7
S3 885-1 904-7 949-6
S4 850-3 870-1 940-1
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
5 969-6 857-0 112-6 11.8% 46-0 4.8% 91% True False 10,361
10 969-6 850-0 119-6 12.5% 36-4 3.8% 91% True False 9,383
20 1067-4 850-0 217-4 22.7% 32-1 3.3% 50% False False 8,025
40 1288-0 850-0 438-0 45.7% 31-1 3.2% 25% False False 5,746
60 1397-0 850-0 547-0 57.0% 31-2 3.3% 20% False False 4,663
80 1640-0 850-0 790-0 82.4% 32-0 3.3% 14% False False 3,946
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 3-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1117-4
2.618 1060-6
1.618 1026-0
1.000 1004-4
0.618 991-2
HIGH 969-6
0.618 956-4
0.500 952-3
0.382 948-2
LOW 935-0
0.618 913-4
1.000 900-2
1.618 878-6
2.618 844-0
4.250 787-2
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 957-0 948-1
PP 954-5 937-0
S1 952-3 925-7

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

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