CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 947-0 897-0 -50-0 -5.3% 964-0
High 947-0 898-0 -49-0 -5.2% 981-0
Low 922-0 885-0 -37-0 -4.0% 860-0
Close 933-4 882-4 -51-0 -5.5% 926-0
Range 25-0 13-0 -12-0 -48.0% 121-0
ATR 38-6 39-3 0-6 1.8% 0-0
Volume 3,048 3,520 472 15.5% 10,846
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 927-4 918-0 889-5
R3 914-4 905-0 886-1
R2 901-4 901-4 884-7
R1 892-0 892-0 883-6 890-2
PP 888-4 888-4 888-4 887-5
S1 879-0 879-0 881-2 877-2
S2 875-4 875-4 880-1
S3 862-4 866-0 878-7
S4 849-4 853-0 875-3
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 11.8% 24-0 2.7% 22% False False 2,604
10 1024-0 860-0 164-0 18.6% 22-1 2.5% 14% False False 2,630
20 1238-0 860-0 378-0 42.8% 22-0 2.5% 6% False False 2,548
40 1396-0 860-0 536-0 60.7% 21-0 2.4% 4% False False 1,975
60 1450-0 860-0 590-0 66.9% 22-3 2.5% 4% False False 1,746
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 3-6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 953-2
2.618 932-0
1.618 919-0
1.000 911-0
0.618 906-0
HIGH 898-0
0.618 893-0
0.500 891-4
0.382 890-0
LOW 885-0
0.618 877-0
1.000 872-0
1.618 864-0
2.618 851-0
4.250 829-6
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 891-4 924-4
PP 888-4 910-4
S1 885-4 896-4

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

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