CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 921-4 908-0 -13-4 -1.5% 956-0
High 928-0 916-0 -12-0 -1.3% 967-4
Low 893-0 903-0 10-0 1.1% 893-0
Close 913-2 915-6 2-4 0.3% 915-6
Range 35-0 13-0 -22-0 -62.9% 74-4
ATR 36-2 34-5 -1-5 -4.6% 0-0
Volume 3,342 3,787 445 13.3% 18,622
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 950-5 946-1 922-7
R3 937-5 933-1 919-3
R2 924-5 924-5 918-1
R1 920-1 920-1 917-0 922-3
PP 911-5 911-5 911-5 912-6
S1 907-1 907-1 914-4 909-3
S2 898-5 898-5 913-3
S3 885-5 894-1 912-1
S4 872-5 881-1 908-5
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1148-7 1106-7 956-6
R3 1074-3 1032-3 936-2
R2 999-7 999-7 929-3
R1 957-7 957-7 922-5 941-5
PP 925-3 925-3 925-3 917-2
S1 883-3 883-3 908-7 867-1
S2 850-7 850-7 902-1
S3 776-3 808-7 895-2
S4 701-7 734-3 874-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 967-4 893-0 74-4 8.1% 24-1 2.6% 31% False False 3,724
10 1002-0 893-0 109-0 11.9% 25-1 2.7% 21% False False 3,860
20 1002-0 866-0 136-0 14.9% 26-0 2.8% 37% False False 3,532
40 1247-0 860-0 387-0 42.3% 23-5 2.6% 14% False False 2,960
60 1396-0 860-0 536-0 58.5% 22-2 2.4% 10% False False 2,412
80 1450-0 860-0 590-0 64.4% 23-2 2.5% 9% False False 2,118
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4-6
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 971-2
2.618 950-0
1.618 937-0
1.000 929-0
0.618 924-0
HIGH 916-0
0.618 911-0
0.500 909-4
0.382 908-0
LOW 903-0
0.618 895-0
1.000 890-0
1.618 882-0
2.618 869-0
4.250 847-6
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 913-5 916-0
PP 911-5 915-7
S1 909-4 915-7

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

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