CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 935-0 953-4 18-4 2.0% 950-0
High 969-6 966-0 -3-6 -0.4% 956-0
Low 935-0 946-0 11-0 1.2% 857-0
Close 959-2 955-0 -4-2 -0.4% 875-0
Range 34-6 20-0 -14-6 -42.4% 99-0
ATR 47-0 45-1 -1-7 -4.1% 0-0
Volume 14,874 11,187 -3,687 -24.8% 41,423
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 1015-5 1005-3 966-0
R3 995-5 985-3 960-4
R2 975-5 975-5 958-5
R1 965-3 965-3 956-7 970-4
PP 955-5 955-5 955-5 958-2
S1 945-3 945-3 953-1 950-4
S2 935-5 935-5 951-3
S3 915-5 925-3 949-4
S4 895-5 905-3 944-0
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% 43-3 4.5% 87% False False 10,910
10 969-6 857-0 112-6 11.8% 33-7 3.6% 87% False False 9,640
20 1053-0 850-0 203-0 21.3% 31-1 3.3% 52% False False 8,363
40 1250-0 850-0 400-0 41.9% 31-0 3.3% 26% False False 5,940
60 1397-0 850-0 547-0 57.3% 30-3 3.2% 19% False False 4,806
80 1640-0 850-0 790-0 82.7% 32-0 3.4% 13% False False 4,074
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1051-0
2.618 1018-3
1.618 998-3
1.000 986-0
0.618 978-3
HIGH 966-0
0.618 958-3
0.500 956-0
0.382 953-5
LOW 946-0
0.618 933-5
1.000 926-0
1.618 913-5
2.618 893-5
4.250 861-0
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 956-0 945-5
PP 955-5 936-2
S1 955-3 926-7

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

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