CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 904-0 915-0 11-0 1.2% 945-0
High 928-4 915-0 -13-4 -1.5% 989-0
Low 898-0 884-0 -14-0 -1.6% 896-0
Close 905-0 903-0 -2-0 -0.2% 929-4
Range 30-4 31-0 0-4 1.6% 93-0
ATR 39-1 38-4 -0-5 -1.5% 0-0
Volume 13,012 18,573 5,561 42.7% 42,349
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 993-5 979-3 920-0
R3 962-5 948-3 911-4
R2 931-5 931-5 908-5
R1 917-3 917-3 905-7 909-0
PP 900-5 900-5 900-5 896-4
S1 886-3 886-3 900-1 878-0
S2 869-5 869-5 897-3
S3 838-5 855-3 894-4
S4 807-5 824-3 886-0
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
5 958-0 884-0 74-0 8.2% 25-7 2.9% 26% False True 14,406
10 989-0 884-0 105-0 11.6% 26-6 3.0% 18% False True 10,882
20 989-0 857-0 132-0 14.6% 30-3 3.4% 35% False False 10,261
40 1242-0 850-0 392-0 43.4% 29-3 3.3% 14% False False 7,817
60 1397-0 850-0 547-0 60.6% 29-6 3.3% 10% False False 6,162
80 1445-0 850-0 595-0 65.9% 30-0 3.3% 9% False False 5,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1046-6
2.618 996-1
1.618 965-1
1.000 946-0
0.618 934-1
HIGH 915-0
0.618 903-1
0.500 899-4
0.382 895-7
LOW 884-0
0.618 864-7
1.000 853-0
1.618 833-7
2.618 802-7
4.250 752-2
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 901-7 907-0
PP 900-5 905-5
S1 899-4 904-3

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

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