CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 956-0 925-0 -31-0 -3.2% 955-0
High 967-4 939-0 -28-4 -2.9% 1002-0
Low 938-0 925-0 -13-0 -1.4% 906-0
Close 967-2 934-2 -33-0 -3.4% 939-4
Range 29-4 14-0 -15-4 -52.5% 96-0
ATR 36-4 36-7 0-3 1.1% 0-0
Volume 3,986 3,460 -526 -13.2% 19,987
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 974-6 968-4 942-0
R3 960-6 954-4 938-1
R2 946-6 946-6 936-7
R1 940-4 940-4 935-4 943-5
PP 932-6 932-6 932-6 934-2
S1 926-4 926-4 933-0 929-5
S2 918-6 918-6 931-5
S3 904-6 912-4 930-3
S4 890-6 898-4 926-4
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1237-1 1184-3 992-2
R3 1141-1 1088-3 965-7
R2 1045-1 1045-1 957-1
R1 992-3 992-3 948-2 970-6
PP 949-1 949-1 949-1 938-3
S1 896-3 896-3 930-6 874-6
S2 853-1 853-1 921-7
S3 757-1 800-3 913-1
S4 661-1 704-3 886-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 980-0 906-0 74-0 7.9% 27-2 2.9% 38% False False 4,516
10 1002-0 906-0 96-0 10.3% 24-3 2.6% 29% False False 3,980
20 1002-0 860-0 142-0 15.2% 27-0 2.9% 52% False False 3,290
40 1247-0 860-0 387-0 41.4% 22-5 2.4% 19% False False 2,821
60 1396-0 860-0 536-0 57.4% 23-1 2.5% 14% False False 2,274
80 1450-0 860-0 590-0 63.2% 23-4 2.5% 13% False False 2,020
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 998-4
2.618 975-5
1.618 961-5
1.000 953-0
0.618 947-5
HIGH 939-0
0.618 933-5
0.500 932-0
0.382 930-3
LOW 925-0
0.618 916-3
1.000 911-0
1.618 902-3
2.618 888-3
4.250 865-4
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 933-4 946-2
PP 932-6 942-2
S1 932-0 938-2

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

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