CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 1080-4 1067-0 -13-4 -1.2% 1210-0
High 1097-4 1067-4 -30-0 -2.7% 1242-0
Low 1075-0 1028-0 -47-0 -4.4% 1190-0
Close 1086-0 1035-6 -50-2 -4.6% 1194-2
Range 22-4 39-4 17-0 75.6% 52-0
ATR 39-7 41-1 1-2 3.3% 0-0
Volume 5,277 4,416 -861 -16.3% 15,847
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 1162-2 1138-4 1057-4
R3 1122-6 1099-0 1046-5
R2 1083-2 1083-2 1043-0
R1 1059-4 1059-4 1039-3 1051-5
PP 1043-6 1043-6 1043-6 1039-6
S1 1020-0 1020-0 1032-1 1012-1
S2 1004-2 1004-2 1028-4
S3 964-6 980-4 1024-7
S4 925-2 941-0 1014-0
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1364-6 1331-4 1222-7
R3 1312-6 1279-4 1208-4
R2 1260-6 1260-6 1203-6
R1 1227-4 1227-4 1199-0 1218-1
PP 1208-6 1208-6 1208-6 1204-0
S1 1175-4 1175-4 1189-4 1166-1
S2 1156-6 1156-6 1184-6
S3 1104-6 1123-4 1180-0
S4 1052-6 1071-4 1165-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1210-0 1028-0 182-0 17.6% 29-0 2.8% 4% False True 3,404
10 1242-0 1028-0 214-0 20.7% 28-4 2.8% 4% False True 3,660
20 1250-0 1028-0 222-0 21.4% 31-0 3.0% 3% False True 3,517
40 1397-0 1028-0 369-0 35.6% 30-1 2.9% 2% False True 3,027
60 1640-0 1028-0 612-0 59.1% 32-2 3.1% 1% False True 2,644
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 3-7
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1235-3
2.618 1170-7
1.618 1131-3
1.000 1107-0
0.618 1091-7
HIGH 1067-4
0.618 1052-3
0.500 1047-6
0.382 1043-1
LOW 1028-0
0.618 1003-5
1.000 988-4
1.618 964-1
2.618 924-5
4.250 860-1
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 1047-6 1069-2
PP 1043-6 1058-1
S1 1039-6 1046-7

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

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