CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 925-4 866-0 -59-4 -6.4% 959-0
High 926-0 920-0 -6-0 -0.6% 964-0
Low 906-0 866-0 -40-0 -4.4% 866-0
Close 905-4 884-0 -21-4 -2.4% 884-0
Range 20-0 54-0 34-0 170.0% 98-0
ATR 39-6 40-6 1-0 2.6% 0-0
Volume 2,131 3,081 950 44.6% 14,162
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1052-0 1022-0 913-6
R3 998-0 968-0 898-7
R2 944-0 944-0 893-7
R1 914-0 914-0 889-0 929-0
PP 890-0 890-0 890-0 897-4
S1 860-0 860-0 879-0 875-0
S2 836-0 836-0 874-1
S3 782-0 806-0 869-1
S4 728-0 752-0 854-2
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1198-5 1139-3 937-7
R3 1100-5 1041-3 911-0
R2 1002-5 1002-5 902-0
R1 943-3 943-3 893-0 924-0
PP 904-5 904-5 904-5 895-0
S1 845-3 845-3 875-0 826-0
S2 806-5 806-5 866-0
S3 708-5 747-3 857-0
S4 610-5 649-3 830-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 964-0 866-0 98-0 11.1% 25-5 2.9% 18% False True 2,832
10 981-0 860-0 121-0 13.7% 27-6 3.1% 20% False False 2,500
20 1161-0 860-0 301-0 34.0% 24-4 2.8% 8% False False 2,725
40 1373-0 860-0 513-0 58.0% 22-2 2.5% 5% False False 2,050
60 1418-0 860-0 558-0 63.1% 23-5 2.7% 4% False False 1,775
80 1642-0 860-0 782-0 88.5% 24-2 2.7% 3% False False 1,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-5
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1149-4
2.618 1061-3
1.618 1007-3
1.000 974-0
0.618 953-3
HIGH 920-0
0.618 899-3
0.500 893-0
0.382 886-5
LOW 866-0
0.618 832-5
1.000 812-0
1.618 778-5
2.618 724-5
4.250 636-4
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 893-0 896-0
PP 890-0 892-0
S1 887-0 888-0

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

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