CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 926-0 946-0 20-0 2.2% 945-0
High 931-0 958-0 27-0 2.9% 989-0
Low 915-0 927-0 12-0 1.3% 896-0
Close 929-4 957-2 27-6 3.0% 929-4
Range 16-0 31-0 15-0 93.8% 93-0
ATR 39-6 39-1 -0-5 -1.6% 0-0
Volume 13,790 11,834 -1,956 -14.2% 42,349
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 1040-3 1029-7 974-2
R3 1009-3 998-7 965-6
R2 978-3 978-3 962-7
R1 967-7 967-7 960-1 973-1
PP 947-3 947-3 947-3 950-0
S1 936-7 936-7 954-3 942-1
S2 916-3 916-3 951-5
S3 885-3 905-7 948-6
S4 854-3 874-7 940-2
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 9.7% 28-5 3.0% 66% False False 9,797
10 989-0 884-0 105-0 11.0% 31-1 3.3% 70% False False 10,113
20 989-0 850-0 139-0 14.5% 32-4 3.4% 77% False False 9,119
40 1242-0 850-0 392-0 41.0% 30-2 3.2% 27% False False 7,028
60 1397-0 850-0 547-0 57.1% 30-2 3.2% 20% False False 5,452
80 1463-0 850-0 613-0 64.0% 30-2 3.2% 17% False False 4,743
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1089-6
2.618 1039-1
1.618 1008-1
1.000 989-0
0.618 977-1
HIGH 958-0
0.618 946-1
0.500 942-4
0.382 938-7
LOW 927-0
0.618 907-7
1.000 896-0
1.618 876-7
2.618 845-7
4.250 795-2
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 952-3 947-1
PP 947-3 937-1
S1 942-4 927-0

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

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