CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 03-Nov-2008

Day Change Summary
	Previous	Current
	31-Oct-2008	03-Nov-2008	Change	Change %	Previous Week
Open	959-0	980-0	21-0	2.2%	898-0
High	971-0	980-0	9-0	0.9%	988-4
Low	955-0	965-0	10-0	1.0%	898-0
Close	965-6	970-0	4-2	0.4%	965-6
Range	16-0	15-0	-1-0	-6.3%	90-4
ATR	41-1	39-3	-1-7	-4.5%	0-0
Volume	3,730	2,962	-768	-20.6%	25,238

Daily Pivots for day following 03-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1016-5	1008-3	978-2
R3	1001-5	993-3	974-1
R2	986-5	986-5	972-6
R1	978-3	978-3	971-3	975-0
PP	971-5	971-5	971-5	970-0
S1	963-3	963-3	968-5	960-0
S2	956-5	956-5	967-2
S3	941-5	948-3	965-7
S4	926-5	933-3	961-6

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	905-0	83-4	8.6%	30-6	3.2%	78%	False	False	4,843
10	988-4	878-0	110-4	11.4%	28-6	3.0%	83%	False	False	4,887
20	1035-0	867-0	168-0	17.3%	26-6	2.8%	61%	False	False	5,151
40	1262-0	867-0	395-0	40.7%	26-6	2.8%	26%	False	False	4,304

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1043-6
2.618	1019-2
1.618	1004-2
1.000	995-0
0.618	989-2
HIGH	980-0
0.618	974-2
0.500	972-4
0.382	970-6
LOW	965-0
0.618	955-6
1.000	950-0
1.618	940-6
2.618	925-6
4.250	901-2

Fisher Pivots for day following 03-Nov-2008
Pivot	1 day	3 day
R1	972-4	970-0
PP	971-5	970-0
S1	970-7	970-0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols