CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 1235-0 1221-4 -13-4 -1.1% 1190-0
High 1238-0 1231-0 -7-0 -0.6% 1236-4
Low 1211-0 1207-0 -4-0 -0.3% 1131-0
Close 1217-4 1212-4 -5-0 -0.4% 1173-0
Range 27-0 24-0 -3-0 -11.1% 105-4
ATR 40-3 39-2 -1-1 -2.9% 0-0
Volume 3,687 2,001 -1,686 -45.7% 25,265
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 1288-7 1274-5 1225-6
R3 1264-7 1250-5 1219-1
R2 1240-7 1240-7 1216-7
R1 1226-5 1226-5 1214-6 1221-6
PP 1216-7 1216-7 1216-7 1214-3
S1 1202-5 1202-5 1210-2 1197-6
S2 1192-7 1192-7 1208-1
S3 1168-7 1178-5 1205-7
S4 1144-7 1154-5 1199-2
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 1158-0 84-0 6.9% 28-0 2.3% 65% False False 3,916
10 1250-0 1131-0 119-0 9.8% 33-3 2.8% 68% False False 4,162
20 1365-0 1131-0 234-0 19.3% 31-0 2.6% 35% False False 3,333
40 1445-0 1131-0 314-0 25.9% 31-4 2.6% 26% False False 2,981
60 1651-0 1131-0 520-0 42.9% 32-5 2.7% 16% False False 2,473
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1333-0
2.618 1293-7
1.618 1269-7
1.000 1255-0
0.618 1245-7
HIGH 1231-0
0.618 1221-7
0.500 1219-0
0.382 1216-1
LOW 1207-0
0.618 1192-1
1.000 1183-0
1.618 1168-1
2.618 1144-1
4.250 1105-0
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 1219-0 1220-0
PP 1216-7 1217-4
S1 1214-5 1215-0

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

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