CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 07-Nov-2008

Day Change Summary
	Previous	Current
	06-Nov-2008	07-Nov-2008	Change	Change %	Previous Week
Open	904-0	926-0	22-0	2.4%	945-0
High	919-0	931-0	12-0	1.3%	989-0
Low	896-0	915-0	19-0	2.1%	896-0
Close	915-0	929-4	14-4	1.6%	929-4
Range	23-0	16-0	-7-0	-30.4%	93-0
ATR	41-5	39-6	-1-7	-4.4%	0-0
Volume	9,613	13,790	4,177	43.5%	42,349

Daily Pivots for day following 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	973-1	967-3	938-2
R3	957-1	951-3	933-7
R2	941-1	941-1	932-3
R1	935-3	935-3	931-0	938-2
PP	925-1	925-1	925-1	926-5
S1	919-3	919-3	928-0	922-2
S2	909-1	909-1	926-5
S3	893-1	903-3	925-1
S4	877-1	887-3	920-6

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1217-1	1166-3	980-5
R3	1124-1	1073-3	955-1
R2	1031-1	1031-1	946-4
R1	980-3	980-3	938-0	959-2
PP	938-1	938-1	938-1	927-5
S1	887-3	887-3	921-0	866-2
S2	845-1	845-1	912-4
S3	752-1	794-3	903-7
S4	659-1	701-3	878-3

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	10.0%	27-0	2.9%	36%	False	False	8,469
10	989-0	882-0	107-0	11.5%	31-5	3.4%	44%	False	False	9,651
20	989-0	850-0	139-0	15.0%	31-2	3.4%	57%	False	False	8,752
40	1242-0	850-0	392-0	42.2%	30-5	3.3%	20%	False	False	6,834
60	1397-0	850-0	547-0	58.8%	30-2	3.3%	15%	False	False	5,313
80	1534-0	850-0	684-0	73.6%	30-5	3.3%	12%	False	False	4,610

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	True
Bear Hook	False
Bull Hook	False
Stretch	3-4
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	999-0
2.618	972-7
1.618	956-7
1.000	947-0
0.618	940-7
HIGH	931-0
0.618	924-7
0.500	923-0
0.382	921-1
LOW	915-0
0.618	905-1
1.000	899-0
1.618	889-1
2.618	873-1
4.250	847-0

Fisher Pivots for day following 07-Nov-2008
Pivot	1 day	3 day
R1	927-3	933-0
PP	925-1	931-7
S1	923-0	930-5

Download as Excel Spreadsheet

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

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