CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 954-4 969-0 14-4 1.5% 951-4
High 963-0 969-4 6-4 0.7% 1018-0
Low 954-4 926-4 -28-0 -2.9% 939-4
Close 956-6 924-6 -32-0 -3.3% 939-4
Range 8-4 43-0 34-4 405.9% 78-4
ATR 41-2 41-3 0-1 0.3% 0-0
Volume 4,492 7,358 2,866 63.8% 35,591
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 1069-2 1040-0 948-3
R3 1026-2 997-0 936-5
R2 983-2 983-2 932-5
R1 954-0 954-0 928-6 947-1
PP 940-2 940-2 940-2 936-6
S1 911-0 911-0 920-6 904-1
S2 897-2 897-2 916-7
S3 854-2 868-0 912-7
S4 811-2 825-0 901-1
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1201-1 1148-7 982-5
R3 1122-5 1070-3 961-1
R2 1044-1 1044-1 953-7
R1 991-7 991-7 946-6 978-6
PP 965-5 965-5 965-5 959-1
S1 913-3 913-3 932-2 900-2
S2 887-1 887-1 925-1
S3 808-5 834-7 917-7
S4 730-1 756-3 896-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1018-0 926-4 91-4 9.9% 25-2 2.7% -2% False True 6,116
10 1097-4 926-4 171-0 18.5% 26-3 2.9% -1% False True 6,434
20 1242-0 926-4 315-4 34.1% 27-5 3.0% -1% False True 5,101
40 1397-0 926-4 470-4 50.9% 29-3 3.2% 0% False True 3,759
60 1446-0 926-4 519-4 56.2% 29-6 3.2% 0% False True 3,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1152-2
2.618 1082-1
1.618 1039-1
1.000 1012-4
0.618 996-1
HIGH 969-4
0.618 953-1
0.500 948-0
0.382 942-7
LOW 926-4
0.618 899-7
1.000 883-4
1.618 856-7
2.618 813-7
4.250 743-6
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 948-0 948-0
PP 940-2 940-2
S1 932-4 932-4

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

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