CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 1023-0 950-0 -73-0 -7.1% 962-4
High 1024-0 950-0 -74-0 -7.2% 1024-0
Low 1007-0 949-6 -57-2 -5.7% 949-6
Close 1019-6 949-6 -70-0 -6.9% 949-6
Range 17-0 0-2 -16-6 -98.5% 74-2
ATR 36-2 38-5 2-3 6.6% 0-0
Volume 3,909 2,596 -1,313 -33.6% 17,462
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 950-5 950-3 949-7
R3 950-3 950-1 949-7
R2 950-1 950-1 949-6
R1 949-7 949-7 949-6 949-7
PP 949-7 949-7 949-7 949-6
S1 949-5 949-5 949-6 949-5
S2 949-5 949-5 949-6
S3 949-3 949-3 949-5
S4 949-1 949-1 949-5
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1197-2 1147-6 990-5
R3 1123-0 1073-4 970-1
R2 1048-6 1048-6 963-3
R1 999-2 999-2 956-4 986-7
PP 974-4 974-4 974-4 968-2
S1 925-0 925-0 943-0 912-5
S2 900-2 900-2 936-1
S3 826-0 850-6 929-3
S4 751-6 776-4 908-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1024-0 949-6 74-2 7.8% 20-0 2.1% 0% False True 3,492
10 1161-0 949-6 211-2 22.2% 21-1 2.2% 0% False True 2,949
20 1247-0 949-6 297-2 31.3% 18-6 2.0% 0% False True 2,215
40 1396-0 949-6 446-2 47.0% 20-6 2.2% 0% False True 1,703
60 1523-0 949-6 573-2 60.4% 22-2 2.3% 0% False True 1,567
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 2-7
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 951-0
2.618 950-5
1.618 950-3
1.000 950-2
0.618 950-1
HIGH 950-0
0.618 949-7
0.500 949-7
0.382 949-7
LOW 949-6
0.618 949-5
1.000 949-4
1.618 949-3
2.618 949-1
4.250 948-6
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 949-7 986-7
PP 949-7 974-4
S1 949-6 962-1

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

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