CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 29-Oct-2008

Day Change Summary
	Previous	Current
	28-Oct-2008	29-Oct-2008	Change	Change %	Previous Week
Open	972-0	955-0	-17-0	-1.7%	967-0
High	972-0	988-4	16-4	1.7%	970-0
Low	905-0	953-0	48-0	5.3%	878-0
Close	918-4	977-4	59-0	6.4%	891-4
Range	67-0	35-4	-31-4	-47.0%	92-0
ATR	42-5	44-5	2-0	4.6%	0-0
Volume	4,360	8,017	3,657	83.9%	26,683

Daily Pivots for day following 29-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1079-4	1064-0	997-0
R3	1044-0	1028-4	987-2
R2	1008-4	1008-4	984-0
R1	993-0	993-0	980-6	1000-6
PP	973-0	973-0	973-0	976-7
S1	957-4	957-4	974-2	965-2
S2	937-4	937-4	971-0
S3	902-0	922-0	967-6
S4	866-4	886-4	958-0

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	988-4	878-0	110-4	11.3%	40-4	4.1%	90%	True	False	5,448
10	988-4	867-0	121-4	12.4%	32-1	3.3%	91%	True	False	5,508
20	1089-0	867-0	222-0	22.7%	28-2	2.9%	50%	False	False	5,864
40	1296-0	867-0	429-0	43.9%	27-2	2.8%	26%	False	False	4,117

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	3-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1139-3
2.618	1081-4
1.618	1046-0
1.000	1024-0
0.618	1010-4
HIGH	988-4
0.618	975-0
0.500	970-6
0.382	966-4
LOW	953-0
0.618	931-0
1.000	917-4
1.618	895-4
2.618	860-0
4.250	802-1

Fisher Pivots for day following 29-Oct-2008
Pivot	1 day	3 day
R1	975-2	966-1
PP	973-0	954-5
S1	970-6	943-2

Download as Excel Spreadsheet

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

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