CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 918-0 938-0 20-0 2.2% 955-0
High 927-0 944-0 17-0 1.8% 1002-0
Low 906-0 925-0 19-0 2.1% 906-0
Close 924-4 939-4 15-0 1.6% 939-4
Range 21-0 19-0 -2-0 -9.5% 96-0
ATR 38-3 37-0 -1-3 -3.5% 0-0
Volume 5,314 6,352 1,038 19.5% 19,987
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 993-1 985-3 950-0
R3 974-1 966-3 944-6
R2 955-1 955-1 943-0
R1 947-3 947-3 941-2 951-2
PP 936-1 936-1 936-1 938-1
S1 928-3 928-3 937-6 932-2
S2 917-1 917-1 936-0
S3 898-1 909-3 934-2
S4 879-1 890-3 929-0
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1237-1 1184-3 992-2
R3 1141-1 1088-3 965-7
R2 1045-1 1045-1 957-1
R1 992-3 992-3 948-2 970-6
PP 949-1 949-1 949-1 938-3
S1 896-3 896-3 930-6 874-6
S2 853-1 853-1 921-7
S3 757-1 800-3 913-1
S4 661-1 704-3 886-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1002-0 906-0 96-0 10.2% 26-2 2.8% 35% False False 3,997
10 1002-0 893-0 109-0 11.6% 27-1 2.9% 43% False False 3,787
20 1002-0 860-0 142-0 15.1% 27-4 2.9% 56% False False 3,144
40 1247-0 860-0 387-0 41.2% 23-0 2.5% 21% False False 2,679
60 1396-0 860-0 536-0 57.1% 23-0 2.4% 15% False False 2,184
80 1523-0 860-0 663-0 70.6% 23-4 2.5% 12% False False 1,961
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 4-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1024-6
2.618 993-6
1.618 974-6
1.000 963-0
0.618 955-6
HIGH 944-0
0.618 936-6
0.500 934-4
0.382 932-2
LOW 925-0
0.618 913-2
1.000 906-0
1.618 894-2
2.618 875-2
4.250 844-2
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 937-7 943-0
PP 936-1 941-7
S1 934-4 940-5

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

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