CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 950-0 964-0 14-0 1.5% 962-4
High 950-0 974-0 24-0 2.5% 1024-0
Low 949-6 963-0 13-2 1.4% 949-6
Close 949-6 966-6 17-0 1.8% 949-6
Range 0-2 11-0 10-6 4,300.0% 74-2
ATR 38-5 37-5 -1-0 -2.7% 0-0
Volume 2,596 1,551 -1,045 -40.3% 17,462
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 1000-7 994-7 972-6
R3 989-7 983-7 969-6
R2 978-7 978-7 968-6
R1 972-7 972-7 967-6 975-7
PP 967-7 967-7 967-7 969-4
S1 961-7 961-7 965-6 964-7
S2 956-7 956-7 964-6
S3 945-7 950-7 963-6
S4 934-7 939-7 960-6
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 7.7% 18-5 1.9% 23% False False 3,143
10 1122-0 949-6 172-2 17.8% 19-6 2.0% 10% False False 2,968
20 1247-0 949-6 297-2 30.7% 18-4 1.9% 6% False False 2,244
40 1396-0 949-6 446-2 46.2% 21-0 2.2% 4% False False 1,724
60 1450-0 949-6 500-2 51.7% 21-5 2.2% 3% False False 1,571
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 False
Bear Hook False
Bull Hook False
Stretch 3-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1020-6
2.618 1002-6
1.618 991-6
1.000 985-0
0.618 980-6
HIGH 974-0
0.618 969-6
0.500 968-4
0.382 967-2
LOW 963-0
0.618 956-2
1.000 952-0
1.618 945-2
2.618 934-2
4.250 916-2
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 968-4 986-7
PP 967-7 980-1
S1 967-3 973-4

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

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