CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 983-0 923-0 -60-0 -6.1% 971-0
High 986-0 930-0 -56-0 -5.7% 1035-0
Low 948-0 898-0 -50-0 -5.3% 957-4
Close 943-6 902-6 -41-0 -4.3% 957-4
Range 38-0 32-0 -6-0 -15.8% 77-4
ATR 38-6 39-2 0-4 1.3% 0-0
Volume 4,951 3,859 -1,092 -22.1% 31,063
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 1006-2 986-4 920-3
R3 974-2 954-4 911-4
R2 942-2 942-2 908-5
R1 922-4 922-4 905-5 916-3
PP 910-2 910-2 910-2 907-2
S1 890-4 890-4 899-7 884-3
S2 878-2 878-2 896-7
S3 846-2 858-4 894-0
S4 814-2 826-4 885-1
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1215-7 1164-1 1000-1
R3 1138-3 1086-5 978-6
R2 1060-7 1060-7 971-6
R1 1009-1 1009-1 964-5 996-2
PP 983-3 983-3 983-3 976-7
S1 931-5 931-5 950-3 918-6
S2 905-7 905-7 943-2
S3 828-3 854-1 936-2
S4 750-7 776-5 914-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1035-0 898-0 137-0 15.2% 20-1 2.2% 3% False True 4,962
10 1089-0 898-0 191-0 21.2% 24-4 2.7% 2% False True 6,220
20 1262-0 898-0 364-0 40.3% 24-1 2.7% 1% False True 4,604
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 4-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1066-0
2.618 1013-6
1.618 981-6
1.000 962-0
0.618 949-6
HIGH 930-0
0.618 917-6
0.500 914-0
0.382 910-2
LOW 898-0
0.618 878-2
1.000 866-0
1.618 846-2
2.618 814-2
4.250 762-0
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 914-0 942-0
PP 910-2 928-7
S1 906-4 915-7

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

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