CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 880-0 860-0 -20-0 -2.3% 901-0
High 881-0 870-0 -11-0 -1.2% 926-4
Low 862-0 846-0 -16-0 -1.9% 846-0
Close 862-6 847-2 -15-4 -1.8% 847-2
Range 19-0 24-0 5-0 26.3% 80-4
ATR 34-4 33-6 -0-6 -2.2% 0-0
Volume 15,460 22,697 7,237 46.8% 73,195
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 926-3 910-7 860-4
R3 902-3 886-7 853-7
R2 878-3 878-3 851-5
R1 862-7 862-7 849-4 858-5
PP 854-3 854-3 854-3 852-2
S1 838-7 838-7 845-0 834-5
S2 830-3 830-3 842-7
S3 806-3 814-7 840-5
S4 782-3 790-7 834-0
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1114-6 1061-4 891-4
R3 1034-2 981-0 869-3
R2 953-6 953-6 862-0
R1 900-4 900-4 854-5 886-7
PP 873-2 873-2 873-2 866-4
S1 820-0 820-0 839-7 806-3
S2 792-6 792-6 832-4
S3 712-2 739-4 825-1
S4 631-6 659-0 803-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 926-4 846-0 80-4 9.5% 21-6 2.6% 2% False True 14,639
10 958-0 846-0 112-0 13.2% 23-6 2.8% 1% False True 14,478
20 989-0 846-0 143-0 16.9% 27-6 3.3% 1% False True 12,065
40 1149-0 846-0 303-0 35.8% 28-4 3.4% 0% False True 9,426
60 1365-0 846-0 519-0 61.3% 29-3 3.5% 0% False True 7,375
80 1436-0 846-0 590-0 69.6% 30-1 3.6% 0% False True 6,206
100 1650-0 846-0 804-0 94.9% 30-6 3.6% 0% False True 5,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 972-0
2.618 932-7
1.618 908-7
1.000 894-0
0.618 884-7
HIGH 870-0
0.618 860-7
0.500 858-0
0.382 855-1
LOW 846-0
0.618 831-1
1.000 822-0
1.618 807-1
2.618 783-1
4.250 744-0
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 858-0 886-2
PP 854-3 873-2
S1 850-7 860-2

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

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