CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 883-0 903-0 20-0 2.3% 901-0
High 900-0 906-6 6-6 0.8% 926-4
Low 881-0 889-4 8-4 1.0% 846-0
Close 891-4 894-0 2-4 0.3% 847-2
Range 19-0 17-2 -1-6 -9.2% 80-4
ATR 34-3 33-1 -1-2 -3.6% 0-0
Volume 14,546 15,265 719 4.9% 73,195
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 948-4 938-4 903-4
R3 931-2 921-2 898-6
R2 914-0 914-0 897-1
R1 904-0 904-0 895-5 900-3
PP 896-6 896-6 896-6 895-0
S1 886-6 886-6 892-3 883-1
S2 879-4 879-4 890-7
S3 862-2 869-4 889-2
S4 845-0 852-2 884-4
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1114-6 1061-4 891-4
R3 1034-2 981-0 869-3
R2 953-6 953-6 862-0
R1 900-4 900-4 854-5 886-7
PP 873-2 873-2 873-2 866-4
S1 820-0 820-0 839-7 806-3
S2 792-6 792-6 832-4
S3 712-2 739-4 825-1
S4 631-6 659-0 803-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 906-6 846-0 60-6 6.8% 23-5 2.6% 79% True False 16,213
10 926-4 846-0 80-4 9.0% 23-1 2.6% 60% False False 14,802
20 989-0 846-0 143-0 16.0% 24-3 2.7% 34% False False 12,473
40 1067-4 846-0 221-4 24.8% 28-2 3.2% 22% False False 10,249
60 1288-0 846-0 442-0 49.4% 28-7 3.2% 11% False False 7,988
80 1397-0 846-0 551-0 61.6% 29-4 3.3% 9% False False 6,615
100 1640-0 846-0 794-0 88.8% 30-4 3.4% 6% False False 5,651
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 False
Bear Hook False
Bull Hook False
Stretch 3-2
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 980-0
2.618 951-7
1.618 934-5
1.000 924-0
0.618 917-3
HIGH 906-6
0.618 900-1
0.500 898-1
0.382 896-1
LOW 889-4
0.618 878-7
1.000 872-2
1.618 861-5
2.618 844-3
4.250 816-2
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 898-1 891-5
PP 896-6 889-2
S1 895-3 886-7

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

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