CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 1089-0 1053-0 -36-0 -3.3% 1166-0
High 1089-0 1069-0 -20-0 -1.8% 1168-0
Low 1050-0 1044-0 -6-0 -0.6% 1044-0
Close 1055-0 1041-0 -14-0 -1.3% 1041-0
Range 39-0 25-0 -14-0 -35.9% 124-0
ATR 38-3 37-3 -1-0 -2.5% 0-0
Volume 6,810 11,402 4,592 67.4% 32,294
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1126-3 1108-5 1054-6
R3 1101-3 1083-5 1047-7
R2 1076-3 1076-3 1045-5
R1 1058-5 1058-5 1043-2 1055-0
PP 1051-3 1051-3 1051-3 1049-4
S1 1033-5 1033-5 1038-6 1030-0
S2 1026-3 1026-3 1036-3
S3 1001-3 1008-5 1034-1
S4 976-3 983-5 1027-2
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1456-3 1372-5 1109-2
R3 1332-3 1248-5 1075-1
R2 1208-3 1208-3 1063-6
R1 1124-5 1124-5 1052-3 1104-4
PP 1084-3 1084-3 1084-3 1074-2
S1 1000-5 1000-5 1029-5 980-4
S2 960-3 960-3 1018-2
S3 836-3 876-5 1006-7
S4 712-3 752-5 972-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1168-0 1044-0 124-0 11.9% 27-1 2.6% -2% False True 6,458
10 1262-0 1044-0 218-0 20.9% 25-2 2.4% -1% False True 4,361
20 1262-0 1044-0 218-0 20.9% 26-7 2.6% -1% False True 3,127
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1175-2
2.618 1134-4
1.618 1109-4
1.000 1094-0
0.618 1084-4
HIGH 1069-0
0.618 1059-4
0.500 1056-4
0.382 1053-4
LOW 1044-0
0.618 1028-4
1.000 1019-0
1.618 1003-4
2.618 978-4
4.250 937-6
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 1056-4 1080-0
PP 1051-3 1067-0
S1 1046-1 1054-0

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

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