CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 07-Nov-2008

Day Change Summary
	Previous	Current
	06-Nov-2008	07-Nov-2008	Change	Change %	Previous Week
Open	923-0	951-0	28-0	3.0%	980-0
High	939-0	951-0	12-0	1.3%	1012-0
Low	916-0	937-0	21-0	2.3%	916-0
Close	934-2	948-4	14-2	1.5%	948-4
Range	23-0	14-0	-9-0	-39.1%	96-0
ATR	39-4	37-7	-1-5	-4.1%	0-0
Volume	6,001	6,889	888	14.8%	22,289

Daily Pivots for day following 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	987-4	982-0	956-2
R3	973-4	968-0	952-3
R2	959-4	959-4	951-1
R1	954-0	954-0	949-6	949-6
PP	945-4	945-4	945-4	943-3
S1	940-0	940-0	947-2	935-6
S2	931-4	931-4	945-7
S3	917-4	926-0	944-5
S4	903-4	912-0	940-6

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1246-7	1193-5	1001-2
R3	1150-7	1097-5	974-7
R2	1054-7	1054-7	966-1
R1	1001-5	1001-5	957-2	980-2
PP	958-7	958-7	958-7	948-1
S1	905-5	905-5	939-6	884-2
S2	862-7	862-7	930-7
S3	766-7	809-5	922-1
S4	670-7	713-5	895-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1012-0	916-0	96-0	10.1%	24-6	2.6%	34%	False	False	4,457
10	1012-0	898-0	114-0	12.0%	29-4	3.1%	44%	False	False	4,752
20	1012-0	867-0	145-0	15.3%	28-0	3.0%	56%	False	False	4,959
40	1262-0	867-0	395-0	41.6%	27-2	2.9%	21%	False	False	4,600

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-2
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1010-4
2.618	987-5
1.618	973-5
1.000	965-0
0.618	959-5
HIGH	951-0
0.618	945-5
0.500	944-0
0.382	942-3
LOW	937-0
0.618	928-3
1.000	923-0
1.618	914-3
2.618	900-3
4.250	877-4

Fisher Pivots for day following 07-Nov-2008
Pivot	1 day	3 day
R1	947-0	950-4
PP	945-4	949-7
S1	944-0	949-1

Download as Excel Spreadsheet

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

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