CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 901-0 923-0 22-0 2.4% 924-0
High 917-0 926-0 9-0 1.0% 945-0
Low 901-0 910-0 9-0 1.0% 863-0
Close 910-0 913-0 3-0 0.3% 863-6
Range 16-0 16-0 0-0 0.0% 82-0
ATR 32-5 31-4 -1-2 -3.6% 0-0
Volume 5,225 4,090 -1,135 -21.7% 19,645
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 964-3 954-5 921-6
R3 948-3 938-5 917-3
R2 932-3 932-3 915-7
R1 922-5 922-5 914-4 919-4
PP 916-3 916-3 916-3 914-6
S1 906-5 906-5 911-4 903-4
S2 900-3 900-3 910-1
S3 884-3 890-5 908-5
S4 868-3 874-5 904-2
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1136-5 1082-1 908-7
R3 1054-5 1000-1 886-2
R2 972-5 972-5 878-6
R1 918-1 918-1 871-2 904-3
PP 890-5 890-5 890-5 883-6
S1 836-1 836-1 856-2 822-3
S2 808-5 808-5 848-6
S3 726-5 754-1 841-2
S4 644-5 672-1 818-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 926-0 863-0 63-0 6.9% 21-7 2.4% 79% True False 5,000
10 945-0 863-0 82-0 9.0% 21-2 2.3% 61% False False 4,211
20 1012-0 863-0 149-0 16.3% 22-1 2.4% 34% False False 4,325
40 1089-0 863-0 226-0 24.8% 25-2 2.8% 22% False False 5,095
60 1296-0 863-0 433-0 47.4% 25-5 2.8% 12% False False 4,187
Crabel Price Patterns
NR False
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 2-2
Fibonacci Retracements and Extensions
4.250 994-0
2.618 967-7
1.618 951-7
1.000 942-0
0.618 935-7
HIGH 926-0
0.618 919-7
0.500 918-0
0.382 916-1
LOW 910-0
0.618 900-1
1.000 894-0
1.618 884-1
2.618 868-1
4.250 842-0
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 918-0 910-5
PP 916-3 908-3
S1 914-5 906-0

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

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