CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 892-0 876-0 -16-0 -1.8% 924-0
High 897-0 886-0 -11-0 -1.2% 945-0
Low 878-0 863-0 -15-0 -1.7% 863-0
Close 879-0 863-6 -15-2 -1.7% 863-6
Range 19-0 23-0 4-0 21.1% 82-0
ATR 32-7 32-1 -0-6 -2.1% 0-0
Volume 4,115 6,157 2,042 49.6% 19,645
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 939-7 924-7 876-3
R3 916-7 901-7 870-1
R2 893-7 893-7 868-0
R1 878-7 878-7 865-7 874-7
PP 870-7 870-7 870-7 869-0
S1 855-7 855-7 861-5 851-7
S2 847-7 847-7 859-4
S3 824-7 832-7 857-3
S4 801-7 809-7 851-1
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1136-5 1082-1 908-7
R3 1054-5 1000-1 886-2
R2 972-5 972-5 878-6
R1 918-1 918-1 871-2 904-3
PP 890-5 890-5 890-5 883-6
S1 836-1 836-1 856-2 822-3
S2 808-5 808-5 848-6
S3 726-5 754-1 841-2
S4 644-5 672-1 818-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 945-0 863-0 82-0 9.5% 19-1 2.2% 1% False True 3,929
10 974-0 863-0 111-0 12.9% 21-4 2.5% 1% False True 4,061
20 1012-0 863-0 149-0 17.3% 25-4 3.0% 1% False True 4,407
40 1168-0 863-0 305-0 35.3% 25-3 2.9% 0% False True 5,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 983-6
2.618 946-2
1.618 923-2
1.000 909-0
0.618 900-2
HIGH 886-0
0.618 877-2
0.500 874-4
0.382 871-6
LOW 863-0
0.618 848-6
1.000 840-0
1.618 825-6
2.618 802-6
4.250 765-2
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 874-4 904-0
PP 870-7 890-5
S1 867-3 877-1

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

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