CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 893-0 925-0 32-0 3.6% 959-0
High 924-0 936-0 12-0 1.3% 964-0
Low 893-0 897-0 4-0 0.4% 866-0
Close 916-6 909-6 -7-0 -0.8% 884-0
Range 31-0 39-0 8-0 25.8% 98-0
ATR 40-6 40-5 -0-1 -0.3% 0-0
Volume 3,102 2,416 -686 -22.1% 14,162
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 1031-2 1009-4 931-2
R3 992-2 970-4 920-4
R2 953-2 953-2 916-7
R1 931-4 931-4 913-3 922-7
PP 914-2 914-2 914-2 910-0
S1 892-4 892-4 906-1 883-7
S2 875-2 875-2 902-5
S3 836-2 853-4 899-0
S4 797-2 814-4 888-2
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1198-5 1139-3 937-7
R3 1100-5 1041-3 911-0
R2 1002-5 1002-5 902-0
R1 943-3 943-3 893-0 924-0
PP 904-5 904-5 904-5 895-0
S1 845-3 845-3 875-0 826-0
S2 806-5 806-5 866-0
S3 708-5 747-3 857-0
S4 610-5 649-3 830-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 936-0 866-0 70-0 7.7% 31-3 3.5% 63% True False 2,850
10 964-0 860-0 104-0 11.4% 29-4 3.2% 48% False False 2,601
20 1107-0 860-0 247-0 27.2% 24-7 2.7% 20% False False 2,837
40 1320-0 860-0 460-0 50.6% 22-5 2.5% 11% False False 2,153
60 1396-0 860-0 536-0 58.9% 24-1 2.6% 9% False False 1,821
80 1628-0 860-0 768-0 84.4% 24-4 2.7% 6% False False 1,660
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1101-6
2.618 1038-1
1.618 999-1
1.000 975-0
0.618 960-1
HIGH 936-0
0.618 921-1
0.500 916-4
0.382 911-7
LOW 897-0
0.618 872-7
1.000 858-0
1.618 833-7
2.618 794-7
4.250 731-2
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 916-4 906-7
PP 914-2 903-7
S1 912-0 901-0

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

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