CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 1229-0 1202-0 -27-0 -2.2% 1289-4
High 1231-0 1210-0 -21-0 -1.7% 1330-0
Low 1207-0 1199-0 -8-0 -0.7% 1198-0
Close 1208-6 1206-4 -2-2 -0.2% 1206-6
Range 24-0 11-0 -13-0 -54.2% 132-0
ATR 40-2 38-1 -2-1 -5.2% 0-0
Volume 2,522 2,167 -355 -14.1% 9,282
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 1238-1 1233-3 1212-4
R3 1227-1 1222-3 1209-4
R2 1216-1 1216-1 1208-4
R1 1211-3 1211-3 1207-4 1213-6
PP 1205-1 1205-1 1205-1 1206-3
S1 1200-3 1200-3 1205-4 1202-6
S2 1194-1 1194-1 1204-4
S3 1183-1 1189-3 1203-4
S4 1172-1 1178-3 1200-4
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1640-7 1555-7 1279-3
R3 1508-7 1423-7 1243-0
R2 1376-7 1376-7 1231-0
R1 1291-7 1291-7 1218-7 1268-3
PP 1244-7 1244-7 1244-7 1233-2
S1 1159-7 1159-7 1194-5 1136-3
S2 1112-7 1112-7 1182-4
S3 980-7 1027-7 1170-4
S4 848-7 895-7 1134-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1238-0 1190-0 48-0 4.0% 28-0 2.3% 34% False False 2,341
10 1365-0 1190-0 175-0 14.5% 28-6 2.4% 9% False False 2,504
20 1397-0 1190-0 207-0 17.2% 29-6 2.5% 8% False False 2,297
40 1573-0 1190-0 383-0 31.7% 31-2 2.6% 4% False False 2,330
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-1
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1256-6
2.618 1238-6
1.618 1227-6
1.000 1221-0
0.618 1216-6
HIGH 1210-0
0.618 1205-6
0.500 1204-4
0.382 1203-2
LOW 1199-0
0.618 1192-2
1.000 1188-0
1.618 1181-2
2.618 1170-2
4.250 1152-2
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 1205-7 1211-0
PP 1205-1 1209-4
S1 1204-4 1208-0

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

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