CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 895-0 877-0 -18-0 -2.0% 878-0
High 900-0 877-0 -23-0 -2.6% 915-0
Low 888-4 865-0 -23-4 -2.6% 878-0
Close 900-0 863-6 -36-2 -4.0% 900-0
Range 11-4 12-0 0-4 4.3% 37-0
ATR 29-2 29-5 0-3 1.4% 0-0
Volume 4,861 2,449 -2,412 -49.6% 15,618
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 904-5 896-1 870-3
R3 892-5 884-1 867-0
R2 880-5 880-5 866-0
R1 872-1 872-1 864-7 870-3
PP 868-5 868-5 868-5 867-6
S1 860-1 860-1 862-5 858-3
S2 856-5 856-5 861-4
S3 844-5 848-1 860-4
S4 832-5 836-1 857-1
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1008-5 991-3 920-3
R3 971-5 954-3 910-1
R2 934-5 934-5 906-6
R1 917-3 917-3 903-3 926-0
PP 897-5 897-5 897-5 902-0
S1 880-3 880-3 896-5 889-0
S2 860-5 860-5 893-2
S3 823-5 843-3 889-7
S4 786-5 806-3 879-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 915-0 865-0 50-0 5.8% 15-3 1.8% -3% False True 3,613
10 937-4 854-4 83-0 9.6% 17-4 2.0% 11% False False 3,561
20 1002-0 854-4 147-4 17.1% 21-3 2.5% 6% False False 3,711
40 1024-0 854-4 169-4 19.6% 23-5 2.7% 5% False False 3,364
60 1247-0 854-4 392-4 45.4% 21-6 2.5% 2% False False 2,811
80 1396-0 854-4 541-4 62.7% 22-5 2.6% 2% False False 2,390
100 1628-0 854-4 773-4 89.6% 23-5 2.7% 1% False False 2,170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 928-0
2.618 908-3
1.618 896-3
1.000 889-0
0.618 884-3
HIGH 877-0
0.618 872-3
0.500 871-0
0.382 869-5
LOW 865-0
0.618 857-5
1.000 853-0
1.618 845-5
2.618 833-5
4.250 814-0
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 871-0 890-0
PP 868-5 881-2
S1 866-1 872-4

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

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