CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 924-0 927-0 3-0 0.3% 965-0
High 941-0 939-0 -2-0 -0.2% 974-0
Low 924-0 926-4 2-4 0.3% 902-0
Close 935-0 929-6 -5-2 -0.6% 924-0
Range 17-0 12-4 -4-4 -26.5% 72-0
ATR 34-1 32-4 -1-4 -4.5% 0-0
Volume 2,376 4,220 1,844 77.6% 20,970
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 969-2 962-0 936-5
R3 956-6 949-4 933-2
R2 944-2 944-2 932-0
R1 937-0 937-0 930-7 940-5
PP 931-6 931-6 931-6 933-4
S1 924-4 924-4 928-5 928-1
S2 919-2 919-2 927-4
S3 906-6 912-0 926-2
S4 894-2 899-4 922-7
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1149-3 1108-5 963-5
R3 1077-3 1036-5 943-6
R2 1005-3 1005-3 937-2
R1 964-5 964-5 930-5 949-0
PP 933-3 933-3 933-3 925-4
S1 892-5 892-5 917-3 877-0
S2 861-3 861-3 910-6
S3 789-3 820-5 904-2
S4 717-3 748-5 884-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 947-0 902-0 45-0 4.8% 20-7 2.2% 62% False False 3,757
10 985-0 902-0 83-0 8.9% 23-5 2.5% 33% False False 4,450
20 1012-0 878-0 134-0 14.4% 26-1 2.8% 39% False False 4,553
40 1255-0 867-0 388-0 41.7% 25-1 2.7% 16% False False 4,925
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 992-1
2.618 971-6
1.618 959-2
1.000 951-4
0.618 946-6
HIGH 939-0
0.618 934-2
0.500 932-6
0.382 931-2
LOW 926-4
0.618 918-6
1.000 914-0
1.618 906-2
2.618 893-6
4.250 873-3
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 932-6 928-7
PP 931-6 927-7
S1 930-6 927-0

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

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