CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 950-0 961-0 11-0 1.2% 959-0
High 979-6 974-0 -5-6 -0.6% 964-0
Low 946-0 955-0 9-0 1.0% 866-0
Close 969-4 965-6 -3-6 -0.4% 884-0
Range 33-6 19-0 -14-6 -43.7% 98-0
ATR 42-5 41-0 -1-6 -4.0% 0-0
Volume 4,739 4,506 -233 -4.9% 14,162
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 1021-7 1012-7 976-2
R3 1002-7 993-7 971-0
R2 983-7 983-7 969-2
R1 974-7 974-7 967-4 979-3
PP 964-7 964-7 964-7 967-2
S1 955-7 955-7 964-0 960-3
S2 945-7 945-7 962-2
S3 926-7 936-7 960-4
S4 907-7 917-7 955-2
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
5 979-6 866-0 113-6 11.8% 35-3 3.7% 88% False False 3,568
10 979-6 866-0 113-6 11.8% 27-3 2.8% 88% False False 3,056
20 1062-0 860-0 202-0 20.9% 26-2 2.7% 52% False False 3,011
40 1247-0 860-0 387-0 40.1% 22-3 2.3% 27% False False 2,301
60 1396-0 860-0 536-0 55.5% 23-1 2.4% 20% False False 1,929
80 1628-0 860-0 768-0 79.5% 24-2 2.5% 14% False False 1,758
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1054-6
2.618 1023-6
1.618 1004-6
1.000 993-0
0.618 985-6
HIGH 974-0
0.618 966-6
0.500 964-4
0.382 962-2
LOW 955-0
0.618 943-2
1.000 936-0
1.618 924-2
2.618 905-2
4.250 874-2
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 965-3 956-5
PP 964-7 947-4
S1 964-4 938-3

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

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