CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 04-Nov-2008

Day Change Summary
	Previous	Current
	03-Nov-2008	04-Nov-2008	Change	Change %	Previous Week
Open	980-0	999-0	19-0	1.9%	898-0
High	980-0	1012-0	32-0	3.3%	988-4
Low	965-0	990-0	25-0	2.6%	898-0
Close	970-0	992-4	22-4	2.3%	965-6
Range	15-0	22-0	7-0	46.7%	90-4
ATR	39-3	39-4	0-2	0.5%	0-0
Volume	2,962	2,392	-570	-19.2%	25,238

Daily Pivots for day following 04-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1064-1	1050-3	1004-5
R3	1042-1	1028-3	998-4
R2	1020-1	1020-1	996-4
R1	1006-3	1006-3	994-4	1002-2
PP	998-1	998-1	998-1	996-1
S1	984-3	984-3	990-4	980-2
S2	976-1	976-1	988-4
S3	954-1	962-3	986-4
S4	932-1	940-3	980-3

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	1012-0	953-0	59-0	5.9%	21-6	2.2%	67%	True	False	4,449
10	1012-0	878-0	134-0	13.5%	28-6	2.9%	85%	True	False	4,655
20	1035-0	867-0	168-0	16.9%	26-6	2.7%	75%	False	False	5,044
40	1262-0	867-0	395-0	39.8%	26-5	2.7%	32%	False	False	4,318

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2-0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1105-4
2.618	1069-5
1.618	1047-5
1.000	1034-0
0.618	1025-5
HIGH	1012-0
0.618	1003-5
0.500	1001-0
0.382	998-3
LOW	990-0
0.618	976-3
1.000	968-0
1.618	954-3
2.618	932-3
4.250	896-4

Fisher Pivots for day following 04-Nov-2008
Pivot	1 day	3 day
R1	1001-0	989-4
PP	998-1	986-4
S1	995-3	983-4

Download as Excel Spreadsheet

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

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