CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 31-Oct-2008

Day Change Summary
	Previous	Current
	30-Oct-2008	31-Oct-2008	Change	Change %	Previous Week
Open	966-0	959-0	-7-0	-0.7%	898-0
High	985-0	971-0	-14-0	-1.4%	988-4
Low	965-0	955-0	-10-0	-1.0%	898-0
Close	974-6	965-6	-9-0	-0.9%	965-6
Range	20-0	16-0	-4-0	-20.0%	90-4
ATR	42-7	41-1	-1-5	-3.8%	0-0
Volume	5,147	3,730	-1,417	-27.5%	25,238

Daily Pivots for day following 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1011-7	1004-7	974-4
R3	995-7	988-7	970-1
R2	979-7	979-7	968-5
R1	972-7	972-7	967-2	976-3
PP	963-7	963-7	963-7	965-6
S1	956-7	956-7	964-2	960-3
S2	947-7	947-7	962-7
S3	931-7	940-7	961-3
S4	915-7	924-7	957-0

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1222-2	1184-4	1015-4
R3	1131-6	1094-0	990-5
R2	1041-2	1041-2	982-3
R1	1003-4	1003-4	974-0	1022-3
PP	950-6	950-6	950-6	960-2
S1	913-0	913-0	957-4	931-7
S2	860-2	860-2	949-1
S3	769-6	822-4	940-7
S4	679-2	732-0	916-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	988-4	898-0	90-4	9.4%	34-2	3.6%	75%	False	False	5,047
10	988-4	878-0	110-4	11.4%	29-0	3.0%	79%	False	False	5,192
20	1035-0	867-0	168-0	17.4%	26-7	2.8%	59%	False	False	5,398
40	1262-0	867-0	395-0	40.9%	26-7	2.8%	25%	False	False	4,262

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-4
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1039-0
2.618	1012-7
1.618	996-7
1.000	987-0
0.618	980-7
HIGH	971-0
0.618	964-7
0.500	963-0
0.382	961-1
LOW	955-0
0.618	945-1
1.000	939-0
1.618	929-1
2.618	913-1
4.250	887-0

Fisher Pivots for day following 31-Oct-2008
Pivot	1 day	3 day
R1	964-7	970-6
PP	963-7	969-1
S1	963-0	967-3

Download as Excel Spreadsheet

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

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