CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 1220-0 1235-0 15-0 1.2% 1190-0
High 1231-0 1238-0 7-0 0.6% 1236-4
Low 1202-0 1211-0 9-0 0.7% 1131-0
Close 1218-2 1217-4 -0-6 -0.1% 1173-0
Range 29-0 27-0 -2-0 -6.9% 105-4
ATR 41-4 40-3 -1-0 -2.5% 0-0
Volume 4,261 3,687 -574 -13.5% 25,265
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 1303-1 1287-3 1232-3
R3 1276-1 1260-3 1224-7
R2 1249-1 1249-1 1222-4
R1 1233-3 1233-3 1220-0 1227-6
PP 1222-1 1222-1 1222-1 1219-3
S1 1206-3 1206-3 1215-0 1200-6
S2 1195-1 1195-1 1212-4
S3 1168-1 1179-3 1210-1
S4 1141-1 1152-3 1202-5
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1496-5 1440-3 1231-0
R3 1391-1 1334-7 1202-0
R2 1285-5 1285-5 1192-3
R1 1229-3 1229-3 1182-5 1204-6
PP 1180-1 1180-1 1180-1 1167-7
S1 1123-7 1123-7 1163-3 1099-2
S2 1074-5 1074-5 1153-5
S3 969-1 1018-3 1144-0
S4 863-5 912-7 1115-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1242-0 1131-0 111-0 9.1% 30-0 2.5% 78% False False 4,967
10 1250-0 1131-0 119-0 9.8% 32-0 2.6% 73% False False 4,178
20 1395-0 1131-0 264-0 21.7% 31-0 2.5% 33% False False 3,322
40 1445-0 1131-0 314-0 25.8% 31-0 2.5% 28% False False 2,995
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 True
Stretch 5-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1352-6
2.618 1308-5
1.618 1281-5
1.000 1265-0
0.618 1254-5
HIGH 1238-0
0.618 1227-5
0.500 1224-4
0.382 1221-3
LOW 1211-0
0.618 1194-3
1.000 1184-0
1.618 1167-3
2.618 1140-3
4.250 1096-2
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 1224-4 1222-0
PP 1222-1 1220-4
S1 1219-7 1219-0

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

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