CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 972-0 968-0 -4-0 -0.4% 883-0
High 989-0 970-0 -19-0 -1.9% 969-6
Low 972-0 914-0 -58-0 -6.0% 882-0
Close 971-0 916-0 -55-0 -5.7% 945-2
Range 17-0 56-0 39-0 229.4% 87-6
ATR 42-0 43-0 1-1 2.6% 0-0
Volume 5,563 8,185 2,622 47.1% 54,163
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 1101-3 1064-5 946-6
R3 1045-3 1008-5 931-3
R2 989-3 989-3 926-2
R1 952-5 952-5 921-1 943-0
PP 933-3 933-3 933-3 928-4
S1 896-5 896-5 910-7 887-0
S2 877-3 877-3 905-6
S3 821-3 840-5 900-5
S4 765-3 784-5 885-2
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
5 989-0 914-0 75-0 8.2% 27-0 2.9% 3% False True 7,674
10 989-0 857-0 132-0 14.4% 36-4 4.0% 45% False False 9,017
20 1018-0 850-0 168-0 18.3% 30-6 3.4% 39% False False 8,228
40 1250-0 850-0 400-0 43.7% 30-6 3.4% 17% False False 6,381
60 1397-0 850-0 547-0 59.7% 31-1 3.4% 12% False False 5,040
80 1580-0 850-0 730-0 79.7% 31-4 3.4% 9% False False 4,345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1208-0
2.618 1116-5
1.618 1060-5
1.000 1026-0
0.618 1004-5
HIGH 970-0
0.618 948-5
0.500 942-0
0.382 935-3
LOW 914-0
0.618 879-3
1.000 858-0
1.618 823-3
2.618 767-3
4.250 676-0
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 942-0 951-4
PP 933-3 939-5
S1 924-5 927-7

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

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