CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 920-0 959-0 39-0 4.2% 964-0
High 938-0 964-0 26-0 2.8% 981-0
Low 915-0 948-0 33-0 3.6% 860-0
Close 926-0 960-0 34-0 3.7% 926-0
Range 23-0 16-0 -7-0 -30.4% 121-0
ATR 38-7 38-6 0-0 -0.2% 0-0
Volume 1,640 2,382 742 45.2% 10,846
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 1005-3 998-5 968-6
R3 989-3 982-5 964-3
R2 973-3 973-3 962-7
R1 966-5 966-5 961-4 970-0
PP 957-3 957-3 957-3 959-0
S1 950-5 950-5 958-4 954-0
S2 941-3 941-3 957-1
S3 925-3 934-5 955-5
S4 909-3 918-5 951-2
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1285-3 1226-5 992-4
R3 1164-3 1105-5 959-2
R2 1043-3 1043-3 948-1
R1 984-5 984-5 937-1 953-4
PP 922-3 922-3 922-3 906-6
S1 863-5 863-5 914-7 832-4
S2 801-3 801-3 903-7
S3 680-3 742-5 892-6
S4 559-3 621-5 859-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 981-0 860-0 121-0 12.6% 31-0 3.2% 83% False False 2,335
10 1024-0 860-0 164-0 17.1% 24-7 2.6% 61% False False 2,739
20 1245-0 860-0 385-0 40.1% 22-1 2.3% 26% False False 2,471
40 1396-0 860-0 536-0 55.8% 20-6 2.2% 19% False False 1,849
60 1450-0 860-0 590-0 61.5% 22-5 2.4% 17% False False 1,660
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5-2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1032-0
2.618 1005-7
1.618 989-7
1.000 980-0
0.618 973-7
HIGH 964-0
0.618 957-7
0.500 956-0
0.382 954-1
LOW 948-0
0.618 938-1
1.000 932-0
1.618 922-1
2.618 906-1
4.250 880-0
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 958-5 944-0
PP 957-3 928-0
S1 956-0 912-0

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

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