CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 11-Nov-2008

Day Change Summary
	Previous	Current
	10-Nov-2008	11-Nov-2008	Change	Change %	Previous Week
Open	965-0	933-0	-32-0	-3.3%	980-0
High	974-0	942-0	-32-0	-3.3%	1012-0
Low	943-0	928-0	-15-0	-1.6%	916-0
Close	975-0	942-0	-33-0	-3.4%	948-4
Range	31-0	14-0	-17-0	-54.8%	96-0
ATR	37-3	38-0	0-6	1.8%	0-0
Volume	4,728	4,053	-675	-14.3%	22,289

Daily Pivots for day following 11-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	979-3	974-5	949-6
R3	965-3	960-5	945-7
R2	951-3	951-3	944-5
R1	946-5	946-5	943-2	949-0
PP	937-3	937-3	937-3	938-4
S1	932-5	932-5	940-6	935-0
S2	923-3	923-3	939-3
S3	909-3	918-5	938-1
S4	895-3	904-5	934-2

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	985-0	916-0	69-0	7.3%	26-2	2.8%	38%	False	False	5,143
10	1012-0	916-0	96-0	10.2%	24-0	2.5%	27%	False	False	4,796
20	1012-0	867-0	145-0	15.4%	27-7	3.0%	52%	False	False	4,944
40	1262-0	867-0	395-0	41.9%	25-7	2.8%	19%	False	False	4,749

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	3-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1001-4
2.618	978-5
1.618	964-5
1.000	956-0
0.618	950-5
HIGH	942-0
0.618	936-5
0.500	935-0
0.382	933-3
LOW	928-0
0.618	919-3
1.000	914-0
1.618	905-3
2.618	891-3
4.250	868-4

Fisher Pivots for day following 11-Nov-2008
Pivot	1 day	3 day
R1	939-5	951-0
PP	937-3	948-0
S1	935-0	945-0

Download as Excel Spreadsheet

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

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