CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 30-Oct-2008

Day Change Summary
	Previous	Current
	29-Oct-2008	30-Oct-2008	Change	Change %	Previous Week
Open	955-0	966-0	11-0	1.2%	967-0
High	988-4	985-0	-3-4	-0.4%	970-0
Low	953-0	965-0	12-0	1.3%	878-0
Close	977-4	974-6	-2-6	-0.3%	891-4
Range	35-4	20-0	-15-4	-43.7%	92-0
ATR	44-5	42-7	-1-6	-3.9%	0-0
Volume	8,017	5,147	-2,870	-35.8%	26,683

Daily Pivots for day following 30-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1034-7	1024-7	985-6
R3	1014-7	1004-7	980-2
R2	994-7	994-7	978-3
R1	984-7	984-7	976-5	989-7
PP	974-7	974-7	974-7	977-4
S1	964-7	964-7	972-7	969-7
S2	954-7	954-7	971-1
S3	934-7	944-7	969-2
S4	914-7	924-7	963-6

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%	40-7	4.2%	88%	False	False	5,695
10	988-4	878-0	110-4	11.3%	29-7	3.1%	88%	False	False	5,414
20	1069-0	867-0	202-0	20.7%	27-3	2.8%	53%	False	False	5,781
40	1262-0	867-0	395-0	40.5%	27-4	2.8%	27%	False	False	4,194

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1070-0
2.618	1037-3
1.618	1017-3
1.000	1005-0
0.618	997-3
HIGH	985-0
0.618	977-3
0.500	975-0
0.382	972-5
LOW	965-0
0.618	952-5
1.000	945-0
1.618	932-5
2.618	912-5
4.250	880-0

Fisher Pivots for day following 30-Oct-2008
Pivot	1 day	3 day
R1	975-0	965-3
PP	974-7	956-1
S1	974-7	946-6

Download as Excel Spreadsheet

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

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