CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 867-4 878-0 10-4 1.2% 912-0
High 876-0 911-0 35-0 4.0% 937-4
Low 854-4 878-0 23-4 2.8% 854-4
Close 855-6 900-6 45-0 5.3% 855-6
Range 21-4 33-0 11-4 53.5% 83-0
ATR 31-5 33-2 1-6 5.3% 0-0
Volume 6,263 3,111 -3,152 -50.3% 17,549
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 995-5 981-1 918-7
R3 962-5 948-1 909-7
R2 929-5 929-5 906-6
R1 915-1 915-1 903-6 922-3
PP 896-5 896-5 896-5 900-2
S1 882-1 882-1 897-6 889-3
S2 863-5 863-5 894-6
S3 830-5 849-1 891-5
S4 797-5 816-1 882-5
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1131-5 1076-5 901-3
R3 1048-5 993-5 878-5
R2 965-5 965-5 871-0
R1 910-5 910-5 863-3 896-5
PP 882-5 882-5 882-5 875-4
S1 827-5 827-5 848-1 813-5
S2 799-5 799-5 840-4
S3 716-5 744-5 832-7
S4 633-5 661-5 810-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 937-4 854-4 83-0 9.2% 21-6 2.4% 56% False False 3,806
10 939-0 854-4 84-4 9.4% 22-2 2.5% 55% False False 3,529
20 1002-0 854-4 147-4 16.4% 24-5 2.7% 31% False False 3,702
40 1122-0 854-4 267-4 29.7% 24-6 2.7% 17% False False 3,257
60 1339-0 854-4 484-4 53.8% 23-2 2.6% 10% False False 2,638
80 1396-0 854-4 541-4 60.1% 24-1 2.7% 9% False False 2,271
100 1628-0 854-4 773-4 85.9% 24-2 2.7% 6% False False 2,061
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1051-2
2.618 997-3
1.618 964-3
1.000 944-0
0.618 931-3
HIGH 911-0
0.618 898-3
0.500 894-4
0.382 890-5
LOW 878-0
0.618 857-5
1.000 845-0
1.618 824-5
2.618 791-5
4.250 737-6
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 898-5 894-6
PP 896-5 888-6
S1 894-4 882-6

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

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