CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 28-Oct-2008

Day Change Summary
	Previous	Current
	27-Oct-2008	28-Oct-2008	Change	Change %	Previous Week
Open	898-0	972-0	74-0	8.2%	967-0
High	931-0	972-0	41-0	4.4%	970-0
Low	898-0	905-0	7-0	0.8%	878-0
Close	924-6	918-4	-6-2	-0.7%	891-4
Range	33-0	67-0	34-0	103.0%	92-0
ATR	40-6	42-5	1-7	4.6%	0-0
Volume	3,984	4,360	376	9.4%	26,683

Daily Pivots for day following 28-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1132-7	1092-5	955-3
R3	1065-7	1025-5	936-7
R2	998-7	998-7	930-6
R1	958-5	958-5	924-5	945-2
PP	931-7	931-7	931-7	925-1
S1	891-5	891-5	912-3	878-2
S2	864-7	864-7	906-2
S3	797-7	824-5	900-1
S4	730-7	757-5	881-5

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1189-1	1132-3	942-1
R3	1097-1	1040-3	916-6
R2	1005-1	1005-1	908-3
R1	948-3	948-3	899-7	930-6
PP	913-1	913-1	913-1	904-3
S1	856-3	856-3	883-1	838-6
S2	821-1	821-1	874-5
S3	729-1	764-3	866-2
S4	637-1	672-3	840-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	972-0	878-0	94-0	10.2%	35-6	3.9%	43%	True	False	4,862
10	972-0	867-0	105-0	11.4%	31-6	3.5%	49%	True	False	5,092
20	1116-0	867-0	249-0	27.1%	27-4	3.0%	21%	False	False	5,849
40	1325-0	867-0	458-0	49.9%	27-5	3.0%	11%	False	False	3,966

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 41 trading days

Fibonacci Retracements and Extensions
4.250	1256-6
2.618	1147-3
1.618	1080-3
1.000	1039-0
0.618	1013-3
HIGH	972-0
0.618	946-3
0.500	938-4
0.382	930-5
LOW	905-0
0.618	863-5
1.000	838-0
1.618	796-5
2.618	729-5
4.250	620-2

Fisher Pivots for day following 28-Oct-2008
Pivot	1 day	3 day
R1	938-4	925-0
PP	931-7	922-7
S1	925-1	920-5

Download as Excel Spreadsheet

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

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