CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 961-0 954-0 -7-0 -0.7% 893-0
High 974-0 960-0 -14-0 -1.4% 979-6
Low 955-0 943-0 -12-0 -1.3% 893-0
Close 965-6 956-6 -9-0 -0.9% 956-6
Range 19-0 17-0 -2-0 -10.5% 86-6
ATR 41-0 39-5 -1-2 -3.2% 0-0
Volume 4,506 3,125 -1,381 -30.6% 17,888
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1004-2 997-4 966-1
R3 987-2 980-4 961-3
R2 970-2 970-2 959-7
R1 963-4 963-4 958-2 966-7
PP 953-2 953-2 953-2 955-0
S1 946-4 946-4 955-2 949-7
S2 936-2 936-2 953-5
S3 919-2 929-4 952-1
S4 902-2 912-4 947-3
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1203-3 1166-7 1004-4
R3 1116-5 1080-1 980-5
R2 1029-7 1029-7 972-5
R1 993-3 993-3 964-6 1011-5
PP 943-1 943-1 943-1 952-2
S1 906-5 906-5 948-6 924-7
S2 856-3 856-3 940-7
S3 769-5 819-7 932-7
S4 682-7 733-1 909-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 979-6 893-0 86-6 9.1% 28-0 2.9% 73% False False 3,577
10 979-6 866-0 113-6 11.9% 26-6 2.8% 80% False False 3,205
20 1024-0 860-0 164-0 17.1% 25-7 2.7% 59% False False 3,017
40 1247-0 860-0 387-0 40.4% 21-7 2.3% 25% False False 2,360
60 1396-0 860-0 536-0 56.0% 23-0 2.4% 18% False False 1,949
80 1628-0 860-0 768-0 80.3% 24-1 2.5% 13% False False 1,784
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1032-2
2.618 1004-4
1.618 987-4
1.000 977-0
0.618 970-4
HIGH 960-0
0.618 953-4
0.500 951-4
0.382 949-4
LOW 943-0
0.618 932-4
1.000 926-0
1.618 915-4
2.618 898-4
4.250 870-6
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 955-0 961-3
PP 953-2 959-7
S1 951-4 958-2

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

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