CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 959-0 947-0 -12-0 -1.3% 964-0
High 964-0 947-0 -17-0 -1.8% 981-0
Low 948-0 922-0 -26-0 -2.7% 860-0
Close 960-0 933-4 -26-4 -2.8% 926-0
Range 16-0 25-0 9-0 56.3% 121-0
ATR 38-6 38-6 0-0 -0.1% 0-0
Volume 2,382 3,048 666 28.0% 10,846
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 1009-1 996-3 947-2
R3 984-1 971-3 940-3
R2 959-1 959-1 938-1
R1 946-3 946-3 935-6 940-2
PP 934-1 934-1 934-1 931-1
S1 921-3 921-3 931-2 915-2
S2 909-1 909-1 928-7
S3 884-1 896-3 926-5
S4 859-1 871-3 919-6
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
5 964-0 860-0 104-0 11.1% 27-5 3.0% 71% False False 2,352
10 1024-0 860-0 164-0 17.6% 25-1 2.7% 45% False False 2,605
20 1245-0 860-0 385-0 41.2% 22-3 2.4% 19% False False 2,531
40 1396-0 860-0 536-0 57.4% 21-0 2.3% 14% False False 1,909
60 1450-0 860-0 590-0 63.2% 22-6 2.4% 12% False False 1,695
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 4-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1053-2
2.618 1012-4
1.618 987-4
1.000 972-0
0.618 962-4
HIGH 947-0
0.618 937-4
0.500 934-4
0.382 931-4
LOW 922-0
0.618 906-4
1.000 897-0
1.618 881-4
2.618 856-4
4.250 815-6
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 934-4 939-4
PP 934-1 937-4
S1 933-7 935-4

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

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