CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 962-4 976-0 13-4 1.4% 1161-0
High 980-0 985-0 5-0 0.5% 1161-0
Low 962-4 963-0 0-4 0.1% 1037-0
Close 962-4 966-0 3-4 0.4% 1032-4
Range 17-4 22-0 4-4 25.7% 124-0
ATR 38-1 37-0 -1-1 -2.9% 0-0
Volume 3,295 4,387 1,092 33.1% 12,030
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 1037-3 1023-5 978-1
R3 1015-3 1001-5 972-0
R2 993-3 993-3 970-0
R1 979-5 979-5 968-0 975-4
PP 971-3 971-3 971-3 969-2
S1 957-5 957-5 964-0 953-4
S2 949-3 949-3 962-0
S3 927-3 935-5 960-0
S4 905-3 913-5 953-7
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 1107-0 962-4 144-4 15.0% 17-7 1.9% 2% False False 3,287
10 1245-0 962-4 282-4 29.2% 19-5 2.0% 1% False False 2,457
20 1247-0 962-4 284-4 29.5% 17-0 1.8% 1% False False 1,940
40 1396-0 962-4 433-4 44.9% 22-0 2.3% 1% False False 1,534
60 1596-0 962-4 633-4 65.6% 23-1 2.4% 1% False False 1,448
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1078-4
2.618 1042-5
1.618 1020-5
1.000 1007-0
0.618 998-5
HIGH 985-0
0.618 976-5
0.500 974-0
0.382 971-3
LOW 963-0
0.618 949-3
1.000 941-0
1.618 927-3
2.618 905-3
4.250 869-4
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 974-0 1012-2
PP 971-3 996-7
S1 968-5 981-3

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

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