CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 968-0 904-0 -64-0 -6.6% 883-0
High 970-0 919-0 -51-0 -5.3% 969-6
Low 914-0 896-0 -18-0 -2.0% 882-0
Close 916-0 915-0 -1-0 -0.1% 945-2
Range 56-0 23-0 -33-0 -58.9% 87-6
ATR 43-0 41-5 -1-3 -3.3% 0-0
Volume 8,185 9,613 1,428 17.4% 54,163
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 979-0 970-0 927-5
R3 956-0 947-0 921-3
R2 933-0 933-0 919-2
R1 924-0 924-0 917-1 928-4
PP 910-0 910-0 910-0 912-2
S1 901-0 901-0 912-7 905-4
S2 887-0 887-0 910-6
S3 864-0 878-0 908-5
S4 841-0 855-0 902-3
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
5 989-0 896-0 93-0 10.2% 27-5 3.0% 20% False True 7,359
10 989-0 857-0 132-0 14.4% 35-4 3.9% 44% False False 9,134
20 989-0 850-0 139-0 15.2% 30-5 3.4% 47% False False 8,292
40 1250-0 850-0 400-0 43.7% 31-0 3.4% 16% False False 6,567
60 1397-0 850-0 547-0 59.8% 30-5 3.3% 12% False False 5,144
80 1573-0 850-0 723-0 79.0% 31-1 3.4% 9% False False 4,449
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 3-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1016-6
2.618 979-2
1.618 956-2
1.000 942-0
0.618 933-2
HIGH 919-0
0.618 910-2
0.500 907-4
0.382 904-6
LOW 896-0
0.618 881-6
1.000 873-0
1.618 858-6
2.618 835-6
4.250 798-2
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 912-4 942-4
PP 910-0 933-3
S1 907-4 924-1

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

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