CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 19-Nov-2008

Day Change Summary
	Previous	Current
	18-Nov-2008	19-Nov-2008	Change	Change %	Previous Week
Open	927-0	945-0	18-0	1.9%	965-0
High	939-0	945-0	6-0	0.6%	974-0
Low	926-4	921-0	-5-4	-0.6%	902-0
Close	929-6	922-4	-7-2	-0.8%	924-0
Range	12-4	24-0	11-4	92.0%	72-0
ATR	32-4	31-7	-0-5	-1.9%	0-0
Volume	4,220	2,777	-1,443	-34.2%	20,970

Daily Pivots for day following 19-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1001-4	986-0	935-6
R3	977-4	962-0	929-1
R2	953-4	953-4	926-7
R1	938-0	938-0	924-6	933-6
PP	929-4	929-4	929-4	927-3
S1	914-0	914-0	920-2	909-6
S2	905-4	905-4	918-1
S3	881-4	890-0	915-7
S4	857-4	866-0	909-2

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	945-0	902-0	43-0	4.7%	20-4	2.2%	48%	True	False	3,422
10	974-0	902-0	72-0	7.8%	21-0	2.3%	28%	False	False	4,323
20	1012-0	878-0	134-0	14.5%	26-6	2.9%	33%	False	False	4,437
40	1250-0	867-0	383-0	41.5%	25-2	2.7%	14%	False	False	4,911

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	2-7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1047-0
2.618	1007-7
1.618	983-7
1.000	969-0
0.618	959-7
HIGH	945-0
0.618	935-7
0.500	933-0
0.382	930-1
LOW	921-0
0.618	906-1
1.000	897-0
1.618	882-1
2.618	858-1
4.250	819-0

Fisher Pivots for day following 19-Nov-2008
Pivot	1 day	3 day
R1	933-0	933-0
PP	929-4	929-4
S1	926-0	926-0

Download as Excel Spreadsheet

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

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