CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 904-0 926-0 22-0 2.4% 945-0
High 919-0 931-0 12-0 1.3% 989-0
Low 896-0 915-0 19-0 2.1% 896-0
Close 915-0 929-4 14-4 1.6% 929-4
Range 23-0 16-0 -7-0 -30.4% 93-0
ATR 41-5 39-6 -1-7 -4.4% 0-0
Volume 9,613 13,790 4,177 43.5% 42,349
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 973-1 967-3 938-2
R3 957-1 951-3 933-7
R2 941-1 941-1 932-3
R1 935-3 935-3 931-0 938-2
PP 925-1 925-1 925-1 926-5
S1 919-3 919-3 928-0 922-2
S2 909-1 909-1 926-5
S3 893-1 903-3 925-1
S4 877-1 887-3 920-6
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1217-1 1166-3 980-5
R3 1124-1 1073-3 955-1
R2 1031-1 1031-1 946-4
R1 980-3 980-3 938-0 959-2
PP 938-1 938-1 938-1 927-5
S1 887-3 887-3 921-0 866-2
S2 845-1 845-1 912-4
S3 752-1 794-3 903-7
S4 659-1 701-3 878-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 989-0 896-0 93-0 10.0% 27-0 2.9% 36% False False 8,469
10 989-0 882-0 107-0 11.5% 31-5 3.4% 44% False False 9,651
20 989-0 850-0 139-0 15.0% 31-2 3.4% 57% False False 8,752
40 1242-0 850-0 392-0 42.2% 30-5 3.3% 20% False False 6,834
60 1397-0 850-0 547-0 58.8% 30-2 3.3% 15% False False 5,313
80 1534-0 850-0 684-0 73.6% 30-5 3.3% 12% False False 4,610
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 True
Bear Hook False
Bull Hook False
Stretch 3-4
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 999-0
2.618 972-7
1.618 956-7
1.000 947-0
0.618 940-7
HIGH 931-0
0.618 924-7
0.500 923-0
0.382 921-1
LOW 915-0
0.618 905-1
1.000 899-0
1.618 889-1
2.618 873-1
4.250 847-0
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 927-3 933-0
PP 925-1 931-7
S1 923-0 930-5

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

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