CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 917-0 880-0 -37-0 -4.0% 962-4
High 920-0 903-0 -17-0 -1.8% 1024-0
Low 889-0 860-0 -29-0 -3.3% 949-6
Close 894-6 899-6 5-0 0.6% 949-6
Range 31-0 43-0 12-0 38.7% 74-2
ATR 38-5 38-7 0-3 0.8% 0-0
Volume 2,257 2,434 177 7.8% 17,462
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 1016-5 1001-1 923-3
R3 973-5 958-1 911-5
R2 930-5 930-5 907-5
R1 915-1 915-1 903-6 922-7
PP 887-5 887-5 887-5 891-4
S1 872-1 872-1 895-6 879-7
S2 844-5 844-5 891-7
S3 801-5 829-1 887-7
S4 758-5 786-1 876-1
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1197-2 1147-6 990-5
R3 1123-0 1073-4 970-1
R2 1048-6 1048-6 963-3
R1 999-2 999-2 956-4 986-7
PP 974-4 974-4 974-4 968-2
S1 925-0 925-0 943-0 912-5
S2 900-2 900-2 936-1
S3 826-0 850-6 929-3
S4 751-6 776-4 908-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 981-0 860-0 121-0 13.4% 25-4 2.8% 33% False True 2,360
10 1062-0 860-0 202-0 22.5% 25-1 2.8% 20% False True 2,966
20 1247-0 860-0 387-0 43.0% 21-0 2.3% 10% False True 2,457
40 1396-0 860-0 536-0 59.6% 20-3 2.3% 7% False True 1,839
60 1450-0 860-0 590-0 65.6% 22-4 2.5% 7% False True 1,632
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5-2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1085-6
2.618 1015-5
1.618 972-5
1.000 946-0
0.618 929-5
HIGH 903-0
0.618 886-5
0.500 881-4
0.382 876-3
LOW 860-0
0.618 833-3
1.000 817-0
1.618 790-3
2.618 747-3
4.250 677-2
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 893-5 920-4
PP 887-5 913-5
S1 881-4 906-5

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

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