CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 866-0 893-0 27-0 3.1% 959-0
High 920-0 924-0 4-0 0.4% 964-0
Low 866-0 893-0 27-0 3.1% 866-0
Close 884-0 916-6 32-6 3.7% 884-0
Range 54-0 31-0 -23-0 -42.6% 98-0
ATR 40-6 40-6 0-0 -0.1% 0-0
Volume 3,081 3,102 21 0.7% 14,162
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 1004-2 991-4 933-6
R3 973-2 960-4 925-2
R2 942-2 942-2 922-3
R1 929-4 929-4 919-5 935-7
PP 911-2 911-2 911-2 914-4
S1 898-4 898-4 913-7 904-7
S2 880-2 880-2 911-1
S3 849-2 867-4 908-2
S4 818-2 836-4 899-6
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
5 947-0 866-0 81-0 8.8% 28-5 3.1% 63% False False 2,976
10 981-0 860-0 121-0 13.2% 29-6 3.3% 47% False False 2,655
20 1122-0 860-0 262-0 28.6% 24-6 2.7% 22% False False 2,812
40 1339-0 860-0 479-0 52.2% 22-5 2.5% 12% False False 2,106
60 1396-0 860-0 536-0 58.5% 24-0 2.6% 11% False False 1,794
80 1628-0 860-0 768-0 83.8% 24-2 2.6% 7% False False 1,651
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 3-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1055-6
2.618 1005-1
1.618 974-1
1.000 955-0
0.618 943-1
HIGH 924-0
0.618 912-1
0.500 908-4
0.382 904-7
LOW 893-0
0.618 873-7
1.000 862-0
1.618 842-7
2.618 811-7
4.250 761-2
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 914-0 909-7
PP 911-2 902-7
S1 908-4 896-0

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

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