CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 927-0 936-0 9-0 1.0% 956-0
High 931-0 937-4 6-4 0.7% 967-4
Low 915-0 914-0 -1-0 -0.1% 893-0
Close 920-6 913-0 -7-6 -0.8% 915-6
Range 16-0 23-4 7-4 46.9% 74-4
ATR 32-4 31-7 -0-5 -2.0% 0-0
Volume 3,694 2,388 -1,306 -35.4% 18,622
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 992-0 976-0 925-7
R3 968-4 952-4 919-4
R2 945-0 945-0 917-2
R1 929-0 929-0 915-1 925-2
PP 921-4 921-4 921-4 919-5
S1 905-4 905-4 910-7 901-6
S2 898-0 898-0 908-6
S3 874-4 882-0 906-4
S4 851-0 858-4 900-1
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
5 937-4 893-0 44-4 4.9% 22-1 2.4% 45% True False 2,967
10 967-4 893-0 74-4 8.2% 22-2 2.4% 27% False False 3,799
20 1002-0 866-0 136-0 14.9% 26-3 2.9% 35% False False 3,470
40 1238-0 860-0 378-0 41.4% 24-2 2.7% 14% False False 3,009
60 1396-0 860-0 536-0 58.7% 22-6 2.5% 10% False False 2,474
80 1450-0 860-0 590-0 64.6% 23-3 2.6% 9% False False 2,177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 5-1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1037-3
2.618 999-0
1.618 975-4
1.000 961-0
0.618 952-0
HIGH 937-4
0.618 928-4
0.500 925-6
0.382 923-0
LOW 914-0
0.618 899-4
1.000 890-4
1.618 876-0
2.618 852-4
4.250 814-1
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 925-6 924-6
PP 921-4 920-7
S1 917-2 916-7

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

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