CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 1183-0 1165-0 -18-0 -1.5% 1212-4
High 1194-0 1169-0 -25-0 -2.1% 1250-0
Low 1142-0 1138-0 -4-0 -0.4% 1190-0
Close 1153-2 1165-4 12-2 1.1% 1232-4
Range 52-0 31-0 -21-0 -40.4% 60-0
ATR 41-1 40-3 -0-6 -1.8% 0-0
Volume 4,077 3,513 -564 -13.8% 13,155
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 1250-4 1239-0 1182-4
R3 1219-4 1208-0 1174-0
R2 1188-4 1188-4 1171-1
R1 1177-0 1177-0 1168-3 1182-6
PP 1157-4 1157-4 1157-4 1160-3
S1 1146-0 1146-0 1162-5 1151-6
S2 1126-4 1126-4 1159-7
S3 1095-4 1115-0 1157-0
S4 1064-4 1084-0 1148-4
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 1138-0 112-0 9.6% 34-1 2.9% 25% False True 3,390
10 1288-0 1138-0 150-0 12.9% 32-4 2.8% 18% False True 2,990
20 1397-0 1138-0 259-0 22.2% 29-2 2.5% 11% False True 2,543
40 1445-0 1138-0 307-0 26.3% 31-0 2.7% 9% False True 2,551
Crabel Price Patterns
NR True
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 4-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1300-6
2.618 1250-1
1.618 1219-1
1.000 1200-0
0.618 1188-1
HIGH 1169-0
0.618 1157-1
0.500 1153-4
0.382 1149-7
LOW 1138-0
0.618 1118-7
1.000 1107-0
1.618 1087-7
2.618 1056-7
4.250 1006-2
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 1161-4 1187-2
PP 1157-4 1180-0
S1 1153-4 1172-6

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

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