CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 985-0 980-0 -5-0 -0.5% 893-0
High 1002-0 980-0 -22-0 -2.2% 979-6
Low 983-0 927-0 -56-0 -5.7% 893-0
Close 982-6 927-6 -55-0 -5.6% 956-6
Range 19-0 53-0 34-0 178.9% 86-6
ATR 38-3 39-5 1-2 3.2% 0-0
Volume 3,170 3,471 301 9.5% 17,888
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 1103-7 1068-7 956-7
R3 1050-7 1015-7 942-3
R2 997-7 997-7 937-4
R1 962-7 962-7 932-5 953-7
PP 944-7 944-7 944-7 940-4
S1 909-7 909-7 922-7 900-7
S2 891-7 891-7 918-0
S3 838-7 856-7 913-1
S4 785-7 803-7 898-5
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1203-3 1166-7 1004-4
R3 1116-5 1080-1 980-5
R2 1029-7 1029-7 972-5
R1 993-3 993-3 964-6 1011-5
PP 943-1 943-1 943-1 952-2
S1 906-5 906-5 948-6 924-7
S2 856-3 856-3 940-7
S3 769-5 819-7 932-7
S4 682-7 733-1 909-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1002-0 927-0 75-0 8.1% 25-3 2.7% 1% False True 3,190
10 1002-0 866-0 136-0 14.7% 30-4 3.3% 45% False False 3,142
20 1024-0 860-0 164-0 17.7% 26-2 2.8% 41% False False 2,886
40 1247-0 860-0 387-0 41.7% 22-2 2.4% 18% False False 2,468
60 1396-0 860-0 536-0 57.8% 23-7 2.6% 13% False False 2,024
80 1573-0 860-0 713-0 76.9% 23-5 2.6% 10% False False 1,840
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 3-0
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1205-2
2.618 1118-6
1.618 1065-6
1.000 1033-0
0.618 1012-6
HIGH 980-0
0.618 959-6
0.500 953-4
0.382 947-2
LOW 927-0
0.618 894-2
1.000 874-0
1.618 841-2
2.618 788-2
4.250 701-6
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 953-4 964-4
PP 944-7 952-2
S1 936-3 940-0

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

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