CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 980-0 917-0 -63-0 -6.4% 962-4
High 981-0 920-0 -61-0 -6.2% 1024-0
Low 939-0 889-0 -50-0 -5.3% 949-6
Close 935-6 894-6 -41-0 -4.4% 949-6
Range 42-0 31-0 -11-0 -26.2% 74-2
ATR 38-0 38-5 0-5 1.7% 0-0
Volume 2,964 2,257 -707 -23.9% 17,462
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 994-2 975-4 911-6
R3 963-2 944-4 903-2
R2 932-2 932-2 900-3
R1 913-4 913-4 897-5 907-3
PP 901-2 901-2 901-2 898-2
S1 882-4 882-4 891-7 876-3
S2 870-2 870-2 889-1
S3 839-2 851-4 886-2
S4 808-2 820-4 877-6
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 1024-0 889-0 135-0 15.1% 20-2 2.3% 4% False True 2,655
10 1062-0 889-0 173-0 19.3% 21-7 2.4% 3% False True 3,072
20 1247-0 889-0 358-0 40.0% 20-0 2.2% 2% False True 2,414
40 1396-0 889-0 507-0 56.7% 20-2 2.3% 1% False True 1,800
60 1450-0 889-0 561-0 62.7% 22-3 2.5% 1% False True 1,599
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 False
Bear Hook False
Bull Hook False
Stretch 3-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1051-6
2.618 1001-1
1.618 970-1
1.000 951-0
0.618 939-1
HIGH 920-0
0.618 908-1
0.500 904-4
0.382 900-7
LOW 889-0
0.618 869-7
1.000 858-0
1.618 838-7
2.618 807-7
4.250 757-2
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 904-4 935-0
PP 901-2 921-5
S1 898-0 908-1

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

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