CME Pit-Traded Soybean Future July 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 965-0 933-0 -32-0 -3.3% 980-0
High 974-0 942-0 -32-0 -3.3% 1012-0
Low 943-0 928-0 -15-0 -1.6% 916-0
Close 975-0 942-0 -33-0 -3.4% 948-4
Range 31-0 14-0 -17-0 -54.8% 96-0
ATR 37-3 38-0 0-6 1.8% 0-0
Volume 4,728 4,053 -675 -14.3% 22,289
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 979-3 974-5 949-6
R3 965-3 960-5 945-7
R2 951-3 951-3 944-5
R1 946-5 946-5 943-2 949-0
PP 937-3 937-3 937-3 938-4
S1 932-5 932-5 940-6 935-0
S2 923-3 923-3 939-3
S3 909-3 918-5 938-1
S4 895-3 904-5 934-2
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1246-7 1193-5 1001-2
R3 1150-7 1097-5 974-7
R2 1054-7 1054-7 966-1
R1 1001-5 1001-5 957-2 980-2
PP 958-7 958-7 958-7 948-1
S1 905-5 905-5 939-6 884-2
S2 862-7 862-7 930-7
S3 766-7 809-5 922-1
S4 670-7 713-5 895-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 985-0 916-0 69-0 7.3% 26-2 2.8% 38% False False 5,143
10 1012-0 916-0 96-0 10.2% 24-0 2.5% 27% False False 4,796
20 1012-0 867-0 145-0 15.4% 27-7 3.0% 52% False False 4,944
40 1262-0 867-0 395-0 41.9% 25-7 2.8% 19% False False 4,749
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 3-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1001-4
2.618 978-5
1.618 964-5
1.000 956-0
0.618 950-5
HIGH 942-0
0.618 936-5
0.500 935-0
0.382 933-3
LOW 928-0
0.618 919-3
1.000 914-0
1.618 905-3
2.618 891-3
4.250 868-4
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 939-5 951-0
PP 937-3 948-0
S1 935-0 945-0

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

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