CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 1190-0 1183-0 -7-0 -0.6% 1212-4
High 1236-4 1194-0 -42-4 -3.4% 1250-0
Low 1189-0 1142-0 -47-0 -4.0% 1190-0
Close 1208-4 1153-2 -55-2 -4.6% 1232-4
Range 47-4 52-0 4-4 9.5% 60-0
ATR 39-2 41-1 2-0 5.0% 0-0
Volume 4,075 4,077 2 0.0% 13,155
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 1319-1 1288-1 1181-7
R3 1267-1 1236-1 1167-4
R2 1215-1 1215-1 1162-6
R1 1184-1 1184-1 1158-0 1173-5
PP 1163-1 1163-1 1163-1 1157-6
S1 1132-1 1132-1 1148-4 1121-5
S2 1111-1 1111-1 1143-6
S3 1059-1 1080-1 1139-0
S4 1007-1 1028-1 1124-5
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 1404-1 1378-3 1265-4
R3 1344-1 1318-3 1249-0
R2 1284-1 1284-1 1243-4
R1 1258-3 1258-3 1238-0 1271-2
PP 1224-1 1224-1 1224-1 1230-5
S1 1198-3 1198-3 1227-0 1211-2
S2 1164-1 1164-1 1221-4
S3 1104-1 1138-3 1216-0
S4 1044-1 1078-3 1199-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1250-0 1142-0 108-0 9.4% 32-6 2.8% 10% False True 3,192
10 1312-0 1142-0 170-0 14.7% 34-2 3.0% 7% False True 2,970
20 1397-0 1142-0 255-0 22.1% 31-1 2.7% 4% False True 2,418
40 1446-0 1142-0 304-0 26.4% 30-7 2.7% 4% False True 2,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-2
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1415-0
2.618 1330-1
1.618 1278-1
1.000 1246-0
0.618 1226-1
HIGH 1194-0
0.618 1174-1
0.500 1168-0
0.382 1161-7
LOW 1142-0
0.618 1109-7
1.000 1090-0
1.618 1057-7
2.618 1005-7
4.250 921-0
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 1168-0 1196-0
PP 1163-1 1181-6
S1 1158-1 1167-4

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

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