CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 946-0 919-0 -27-0 -2.9% 945-0
High 958-0 930-0 -28-0 -2.9% 989-0
Low 927-0 909-0 -18-0 -1.9% 896-0
Close 957-2 924-4 -32-6 -3.4% 929-4
Range 31-0 21-0 -10-0 -32.3% 93-0
ATR 39-1 39-6 0-5 1.7% 0-0
Volume 11,834 14,823 2,989 25.3% 42,349
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 984-1 975-3 936-0
R3 963-1 954-3 930-2
R2 942-1 942-1 928-3
R1 933-3 933-3 926-3 937-6
PP 921-1 921-1 921-1 923-3
S1 912-3 912-3 922-5 916-6
S2 900-1 900-1 920-5
S3 879-1 891-3 918-6
S4 858-1 870-3 913-0
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
5 970-0 896-0 74-0 8.0% 29-3 3.2% 39% False False 11,649
10 989-0 896-0 93-0 10.1% 26-1 2.8% 31% False False 10,330
20 989-0 850-0 139-0 15.0% 31-3 3.4% 54% False False 9,493
40 1242-0 850-0 392-0 42.4% 29-4 3.2% 19% False False 7,297
60 1397-0 850-0 547-0 59.2% 30-0 3.2% 14% False False 5,670
80 1446-0 850-0 596-0 64.5% 30-1 3.3% 13% False False 4,909
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 5-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1019-2
2.618 985-0
1.618 964-0
1.000 951-0
0.618 943-0
HIGH 930-0
0.618 922-0
0.500 919-4
0.382 917-0
LOW 909-0
0.618 896-0
1.000 888-0
1.618 875-0
2.618 854-0
4.250 819-6
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 922-7 933-4
PP 921-1 930-4
S1 919-4 927-4

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

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