CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 857-0 883-0 26-0 3.0% 950-0
High 912-0 917-0 5-0 0.5% 956-0
Low 857-0 882-0 25-0 2.9% 857-0
Close 875-0 908-0 33-0 3.8% 875-0
Range 55-0 35-0 -20-0 -36.4% 99-0
ATR 43-2 43-2 -0-1 -0.2% 0-0
Volume 8,627 7,210 -1,417 -16.4% 41,423
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 1007-3 992-5 927-2
R3 972-3 957-5 917-5
R2 937-3 937-3 914-3
R1 922-5 922-5 911-2 930-0
PP 902-3 902-3 902-3 906-0
S1 887-5 887-5 904-6 895-0
S2 867-3 867-3 901-5
S3 832-3 852-5 898-3
S4 797-3 817-5 888-6
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1193-0 1133-0 929-4
R3 1094-0 1034-0 902-2
R2 995-0 995-0 893-1
R1 935-0 935-0 884-1 915-4
PP 896-0 896-0 896-0 886-2
S1 836-0 836-0 865-7 816-4
S2 797-0 797-0 856-7
S3 698-0 737-0 847-6
S4 599-0 638-0 820-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 937-0 857-0 80-0 8.8% 33-2 3.7% 64% False False 8,369
10 969-4 850-0 119-4 13.2% 33-6 3.7% 49% False False 8,126
20 1110-4 850-0 260-4 28.7% 29-7 3.3% 22% False False 7,054
40 1330-0 850-0 480-0 52.9% 30-6 3.4% 12% False False 5,163
60 1397-0 850-0 547-0 60.2% 30-7 3.4% 11% False False 4,280
80 1640-0 850-0 790-0 87.0% 31-5 3.5% 7% False False 3,626
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 1065-6
2.618 1008-5
1.618 973-5
1.000 952-0
0.618 938-5
HIGH 917-0
0.618 903-5
0.500 899-4
0.382 895-3
LOW 882-0
0.618 860-3
1.000 847-0
1.618 825-3
2.618 790-3
4.250 733-2
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 905-1 901-0
PP 902-3 894-0
S1 899-4 887-0

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

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