CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 886-0 901-0 15-0 1.7% 924-0
High 921-4 917-0 -4-4 -0.5% 945-0
Low 886-0 901-0 15-0 1.7% 863-0
Close 909-4 910-0 0-4 0.1% 863-6
Range 35-4 16-0 -19-4 -54.9% 82-0
ATR 34-0 32-5 -1-2 -3.8% 0-0
Volume 5,416 5,225 -191 -3.5% 19,645
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 957-3 949-5 918-6
R3 941-3 933-5 914-3
R2 925-3 925-3 912-7
R1 917-5 917-5 911-4 921-4
PP 909-3 909-3 909-3 911-2
S1 901-5 901-5 908-4 905-4
S2 893-3 893-3 907-1
S3 877-3 885-5 905-5
S4 861-3 869-5 901-2
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 9.0% 23-4 2.6% 57% False False 4,738
10 947-0 863-0 84-0 9.2% 22-2 2.4% 56% False False 4,247
20 1012-0 863-0 149-0 16.4% 23-1 2.5% 32% False False 4,521
40 1116-0 863-0 253-0 27.8% 25-2 2.8% 19% False False 5,185
60 1325-0 863-0 462-0 50.8% 26-1 2.9% 10% False False 4,151
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 985-0
2.618 958-7
1.618 942-7
1.000 933-0
0.618 926-7
HIGH 917-0
0.618 910-7
0.500 909-0
0.382 907-1
LOW 901-0
0.618 891-1
1.000 885-0
1.618 875-1
2.618 859-1
4.250 833-0
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 909-5 904-1
PP 909-3 898-1
S1 909-0 892-2

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

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