CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 941-0 945-0 4-0 0.4% 883-0
High 950-0 966-0 16-0 1.7% 969-6
Low 931-0 943-0 12-0 1.3% 882-0
Close 945-2 949-2 4-0 0.4% 945-2
Range 19-0 23-0 4-0 21.1% 87-6
ATR 43-5 42-1 -1-4 -3.4% 0-0
Volume 8,238 5,198 -3,040 -36.9% 54,163
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 1021-6 1008-4 961-7
R3 998-6 985-4 955-5
R2 975-6 975-6 953-4
R1 962-4 962-4 951-3 969-1
PP 952-6 952-6 952-6 956-0
S1 939-4 939-4 947-1 946-1
S2 929-6 929-6 945-0
S3 906-6 916-4 942-7
S4 883-6 893-4 936-5
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1195-5 1158-1 993-4
R3 1107-7 1070-3 969-3
R2 1020-1 1020-1 961-3
R1 982-5 982-5 953-2 1001-3
PP 932-3 932-3 932-3 941-6
S1 894-7 894-7 937-2 913-5
S2 844-5 844-5 929-1
S3 756-7 807-1 921-1
S4 669-1 719-3 897-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 969-6 884-0 85-6 9.0% 33-6 3.6% 76% False False 10,430
10 969-6 857-0 112-6 11.9% 33-4 3.5% 82% False False 9,399
20 1018-0 850-0 168-0 17.7% 30-6 3.2% 59% False False 8,228
40 1250-0 850-0 400-0 42.1% 30-4 3.2% 25% False False 6,172
60 1397-0 850-0 547-0 57.6% 30-4 3.2% 18% False False 4,901
80 1598-0 850-0 748-0 78.8% 31-5 3.3% 13% False False 4,210
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1063-6
2.618 1026-2
1.618 1003-2
1.000 989-0
0.618 980-2
HIGH 966-0
0.618 957-2
0.500 954-4
0.382 951-6
LOW 943-0
0.618 928-6
1.000 920-0
1.618 905-6
2.618 882-6
4.250 845-2
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 954-4 949-0
PP 952-6 948-6
S1 951-0 948-4

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

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