CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 1033-4 951-4 -82-0 -7.9% 1148-0
High 1053-0 970-0 -83-0 -7.9% 1149-0
Low 1021-0 951-4 -69-4 -6.8% 1021-0
Close 1021-4 951-4 -70-0 -6.9% 1021-4
Range 32-0 18-4 -13-4 -42.2% 128-0
ATR 40-4 42-5 2-1 5.2% 0-0
Volume 7,214 8,929 1,715 23.8% 21,626
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 1013-1 1000-7 961-5
R3 994-5 982-3 956-5
R2 976-1 976-1 954-7
R1 963-7 963-7 953-2 960-6
PP 957-5 957-5 957-5 956-1
S1 945-3 945-3 949-6 942-2
S2 939-1 939-1 948-1
S3 920-5 926-7 946-3
S4 902-1 908-3 941-3
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1447-7 1362-5 1091-7
R3 1319-7 1234-5 1056-6
R2 1191-7 1191-7 1045-0
R1 1106-5 1106-5 1033-2 1085-2
PP 1063-7 1063-7 1063-7 1053-1
S1 978-5 978-5 1009-6 957-2
S2 935-7 935-7 998-0
S3 807-7 850-5 986-2
S4 679-7 722-5 951-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1110-4 951-4 159-0 16.7% 30-2 3.2% 0% False True 5,734
10 1238-0 951-4 286-4 30.1% 27-5 2.9% 0% False True 4,311
20 1250-0 951-4 298-4 31.4% 30-2 3.2% 0% False True 4,117
40 1397-0 951-4 445-4 46.8% 30-3 3.2% 0% False True 3,237
60 1598-0 951-4 646-4 67.9% 31-7 3.4% 0% False True 2,870
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4-3
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1048-5
2.618 1018-3
1.618 999-7
1.000 988-4
0.618 981-3
HIGH 970-0
0.618 962-7
0.500 960-6
0.382 958-5
LOW 951-4
0.618 940-1
1.000 933-0
1.618 921-5
2.618 903-1
4.250 872-7
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 960-6 1009-4
PP 957-5 990-1
S1 954-5 970-7

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

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