CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 976-0 972-0 -4-0 -0.4% 1161-0
High 985-0 1007-0 22-0 2.2% 1161-0
Low 963-0 964-0 1-0 0.1% 1037-0
Close 966-0 1003-0 37-0 3.8% 1032-4
Range 22-0 43-0 21-0 95.5% 124-0
ATR 37-0 37-4 0-3 1.2% 0-0
Volume 4,387 3,275 -1,112 -25.3% 12,030
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 1120-3 1104-5 1026-5
R3 1077-3 1061-5 1014-7
R2 1034-3 1034-3 1010-7
R1 1018-5 1018-5 1007-0 1026-4
PP 991-3 991-3 991-3 995-2
S1 975-5 975-5 999-0 983-4
S2 948-3 948-3 995-1
S3 905-3 932-5 991-1
S4 862-3 889-5 979-3
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 1062-0 962-4 99-4 9.9% 23-4 2.3% 41% False False 3,490
10 1238-0 962-4 275-4 27.5% 22-0 2.2% 15% False False 2,467
20 1247-0 962-4 284-4 28.4% 18-1 1.8% 14% False False 2,050
40 1396-0 962-4 433-4 43.2% 22-5 2.3% 9% False False 1,593
60 1573-0 962-4 610-4 60.9% 22-6 2.3% 7% False False 1,491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-3
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1189-6
2.618 1119-5
1.618 1076-5
1.000 1050-0
0.618 1033-5
HIGH 1007-0
0.618 990-5
0.500 985-4
0.382 980-3
LOW 964-0
0.618 937-3
1.000 921-0
1.618 894-3
2.618 851-3
4.250 781-2
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 997-1 996-7
PP 991-3 990-7
S1 985-4 984-6

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

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