CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 1046-0 962-4 -83-4 -8.0% 1161-0
High 1062-0 980-0 -82-0 -7.7% 1161-0
Low 1037-0 962-4 -74-4 -7.2% 1037-0
Close 1032-4 962-4 -70-0 -6.8% 1032-4
Range 25-0 17-4 -7-4 -30.0% 124-0
ATR 35-5 38-1 2-4 6.9% 0-0
Volume 2,998 3,295 297 9.9% 12,030
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 1020-7 1009-1 972-1
R3 1003-3 991-5 967-2
R2 985-7 985-7 965-6
R1 974-1 974-1 964-1 971-2
PP 968-3 968-3 968-3 966-7
S1 956-5 956-5 960-7 953-6
S2 950-7 950-7 959-2
S3 933-3 939-1 957-6
S4 915-7 921-5 952-7
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1448-7 1364-5 1100-6
R3 1324-7 1240-5 1066-5
R2 1200-7 1200-7 1055-2
R1 1116-5 1116-5 1043-7 1096-6
PP 1076-7 1076-7 1076-7 1066-7
S1 992-5 992-5 1021-1 972-6
S2 952-7 952-7 1009-6
S3 828-7 868-5 998-3
S4 704-7 744-5 964-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1122-0 962-4 159-4 16.6% 20-7 2.2% 0% False True 2,793
10 1245-0 962-4 282-4 29.4% 19-3 2.0% 0% False True 2,203
20 1247-0 962-4 284-4 29.6% 17-7 1.9% 0% False True 1,782
40 1396-0 962-4 433-4 45.0% 21-6 2.3% 0% False True 1,460
60 1596-0 962-4 633-4 65.8% 23-1 2.4% 0% False True 1,410
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 False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1054-3
2.618 1025-7
1.618 1008-3
1.000 997-4
0.618 990-7
HIGH 980-0
0.618 973-3
0.500 971-2
0.382 969-1
LOW 962-4
0.618 951-5
1.000 945-0
1.618 934-1
2.618 916-5
4.250 888-1
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 971-2 1012-2
PP 968-3 995-5
S1 965-3 979-1

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

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