CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 12-Nov-2008

Day Change Summary
	Previous	Current
	11-Nov-2008	12-Nov-2008	Change	Change %	Previous Week
Open	933-0	924-0	-9-0	-1.0%	980-0
High	942-0	947-0	5-0	0.5%	1012-0
Low	928-0	921-0	-7-0	-0.8%	916-0
Close	942-0	923-0	-19-0	-2.0%	948-4
Range	14-0	26-0	12-0	85.7%	96-0
ATR	38-0	37-2	-0-7	-2.3%	0-0
Volume	4,053	4,452	399	9.8%	22,289

Daily Pivots for day following 12-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1008-3	991-5	937-2
R3	982-3	965-5	930-1
R2	956-3	956-3	927-6
R1	939-5	939-5	925-3	935-0
PP	930-3	930-3	930-3	928-0
S1	913-5	913-5	920-5	909-0
S2	904-3	904-3	918-2
S3	878-3	887-5	915-7
S4	852-3	861-5	908-6

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	974-0	916-0	58-0	6.3%	21-5	2.3%	12%	False	False	5,224
10	1012-0	916-0	96-0	10.4%	23-0	2.5%	7%	False	False	4,439
20	1012-0	867-0	145-0	15.7%	27-5	3.0%	39%	False	False	4,974
40	1262-0	867-0	395-0	42.8%	25-7	2.8%	14%	False	False	4,789

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1057-4
2.618	1015-1
1.618	989-1
1.000	973-0
0.618	963-1
HIGH	947-0
0.618	937-1
0.500	934-0
0.382	930-7
LOW	921-0
0.618	904-7
1.000	895-0
1.618	878-7
2.618	852-7
4.250	810-4

Fisher Pivots for day following 12-Nov-2008
Pivot	1 day	3 day
R1	934-0	947-4
PP	930-3	939-3
S1	926-5	931-1

Download as Excel Spreadsheet

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

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