CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 924-0 880-0 -44-0 -4.8% 946-0
High 926-4 881-0 -45-4 -4.9% 958-0
Low 903-0 862-0 -41-0 -4.5% 884-0
Close 904-2 862-6 -41-4 -4.6% 905-0
Range 23-4 19-0 -4-4 -19.1% 74-0
ATR 33-7 34-4 0-5 1.8% 0-0
Volume 11,867 15,460 3,593 30.3% 71,593
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 925-5 913-1 873-2
R3 906-5 894-1 868-0
R2 887-5 887-5 866-2
R1 875-1 875-1 864-4 871-7
PP 868-5 868-5 868-5 867-0
S1 856-1 856-1 861-0 852-7
S2 849-5 849-5 859-2
S3 830-5 837-1 857-4
S4 811-5 818-1 852-2
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1137-5 1095-3 945-6
R3 1063-5 1021-3 925-3
R2 989-5 989-5 918-5
R1 947-3 947-3 911-6 931-4
PP 915-5 915-5 915-5 907-6
S1 873-3 873-3 898-2 857-4
S2 841-5 841-5 891-3
S3 767-5 799-3 884-5
S4 693-5 725-3 864-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 926-4 862-0 64-4 7.5% 20-1 2.3% 1% False True 12,769
10 958-0 862-0 96-0 11.1% 23-0 2.7% 1% False True 13,588
20 989-0 857-0 132-0 15.3% 29-2 3.4% 4% False False 11,361
40 1210-0 850-0 360-0 41.7% 28-3 3.3% 4% False False 8,924
60 1365-0 850-0 515-0 59.7% 29-2 3.4% 2% False False 7,060
80 1445-0 850-0 595-0 69.0% 30-0 3.5% 2% False False 5,952
100 1651-0 850-0 801-0 92.8% 30-7 3.6% 2% False False 5,053
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 True
Bear Hook False
Bull Hook False
Stretch 4-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 961-6
2.618 930-6
1.618 911-6
1.000 900-0
0.618 892-6
HIGH 881-0
0.618 873-6
0.500 871-4
0.382 869-2
LOW 862-0
0.618 850-2
1.000 843-0
1.618 831-2
2.618 812-2
4.250 781-2
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 871-4 894-2
PP 868-5 883-6
S1 865-5 873-2

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

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