CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 945-0 972-0 27-0 2.9% 883-0
High 966-0 989-0 23-0 2.4% 969-6
Low 943-0 972-0 29-0 3.1% 882-0
Close 949-2 971-0 21-6 2.3% 945-2
Range 23-0 17-0 -6-0 -26.1% 87-6
ATR 42-1 42-0 -0-1 -0.4% 0-0
Volume 5,198 5,563 365 7.0% 54,163
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 1028-3 1016-5 980-3
R3 1011-3 999-5 975-5
R2 994-3 994-3 974-1
R1 982-5 982-5 972-4 980-0
PP 977-3 977-3 977-3 976-0
S1 965-5 965-5 969-4 963-0
S2 960-3 960-3 967-7
S3 943-3 948-5 966-3
S4 926-3 931-5 961-5
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1195-5 1158-1 993-4
R3 1107-7 1070-3 969-3
R2 1020-1 1020-1 961-3
R1 982-5 982-5 953-2 1001-3
PP 932-3 932-3 932-3 941-6
S1 894-7 894-7 937-2 913-5
S2 844-5 844-5 929-1
S3 756-7 807-1 921-1
S4 669-1 719-3 897-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 989-0 931-0 58-0 6.0% 22-6 2.3% 69% True False 9,012
10 989-0 857-0 132-0 13.6% 32-5 3.4% 86% True False 9,128
20 1018-0 850-0 168-0 17.3% 30-2 3.1% 72% False False 8,109
40 1250-0 850-0 400-0 41.2% 29-7 3.1% 30% False False 6,240
60 1397-0 850-0 547-0 56.3% 30-4 3.1% 22% False False 4,946
80 1596-0 850-0 746-0 76.8% 31-4 3.2% 16% False False 4,266
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-4
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1061-2
2.618 1033-4
1.618 1016-4
1.000 1006-0
0.618 999-4
HIGH 989-0
0.618 982-4
0.500 980-4
0.382 978-4
LOW 972-0
0.618 961-4
1.000 955-0
1.618 944-4
2.618 927-4
4.250 899-6
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 980-4 967-3
PP 977-3 963-5
S1 974-1 960-0

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

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