CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 903-0 886-0 -17-0 -1.9% 868-0
High 906-6 891-0 -15-6 -1.7% 906-6
Low 889-4 879-0 -10-4 -1.2% 867-0
Close 894-0 891-0 -3-0 -0.3% 891-0
Range 17-2 12-0 -5-2 -30.4% 39-6
ATR 33-1 31-7 -1-2 -3.9% 0-0
Volume 15,265 10,336 -4,929 -32.3% 53,244
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 923-0 919-0 897-5
R3 911-0 907-0 894-2
R2 899-0 899-0 893-2
R1 895-0 895-0 892-1 897-0
PP 887-0 887-0 887-0 888-0
S1 883-0 883-0 889-7 885-0
S2 875-0 875-0 888-6
S3 863-0 871-0 887-6
S4 851-0 859-0 884-3
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1007-4 989-0 912-7
R3 967-6 949-2 901-7
R2 928-0 928-0 898-2
R1 909-4 909-4 894-5 918-6
PP 888-2 888-2 888-2 892-7
S1 869-6 869-6 887-3 879-0
S2 848-4 848-4 883-6
S3 808-6 830-0 880-1
S4 769-0 790-2 869-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 906-6 846-0 60-6 6.8% 22-2 2.5% 74% False False 15,188
10 926-4 846-0 80-4 9.0% 21-1 2.4% 56% False False 13,979
20 989-0 846-0 143-0 16.0% 24-0 2.7% 31% False False 12,430
40 1053-0 846-0 207-0 23.2% 27-4 3.1% 22% False False 10,397
60 1250-0 846-0 404-0 45.3% 28-5 3.2% 11% False False 8,104
80 1397-0 846-0 551-0 61.8% 28-6 3.2% 8% False False 6,712
100 1640-0 846-0 794-0 89.1% 30-3 3.4% 6% False False 5,745
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 False
Bear Hook False
Bull Hook False
Stretch 3-6
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 942-0
2.618 922-3
1.618 910-3
1.000 903-0
0.618 898-3
HIGH 891-0
0.618 886-3
0.500 885-0
0.382 883-5
LOW 879-0
0.618 871-5
1.000 867-0
1.618 859-5
2.618 847-5
4.250 828-0
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 889-0 892-7
PP 887-0 892-2
S1 885-0 891-5

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

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