CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 1067-0 1033-4 -33-4 -3.1% 1148-0
High 1067-4 1053-0 -14-4 -1.4% 1149-0
Low 1028-0 1021-0 -7-0 -0.7% 1021-0
Close 1035-6 1021-4 -14-2 -1.4% 1021-4
Range 39-4 32-0 -7-4 -19.0% 128-0
ATR 41-1 40-4 -0-5 -1.6% 0-0
Volume 4,416 7,214 2,798 63.4% 21,626
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1127-7 1106-5 1039-1
R3 1095-7 1074-5 1030-2
R2 1063-7 1063-7 1027-3
R1 1042-5 1042-5 1024-3 1037-2
PP 1031-7 1031-7 1031-7 1029-1
S1 1010-5 1010-5 1018-5 1005-2
S2 999-7 999-7 1015-5
S3 967-7 978-5 1012-6
S4 935-7 946-5 1003-7
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1447-7 1362-5 1091-7
R3 1319-7 1234-5 1056-6
R2 1191-7 1191-7 1045-0
R1 1106-5 1106-5 1033-2 1085-2
PP 1063-7 1063-7 1063-7 1053-1
S1 978-5 978-5 1009-6 957-2
S2 935-7 935-7 998-0
S3 807-7 850-5 986-2
S4 679-7 722-5 951-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1149-0 1021-0 128-0 12.5% 31-4 3.1% 0% False True 4,325
10 1242-0 1021-0 221-0 21.6% 29-3 2.9% 0% False True 3,747
20 1250-0 1021-0 229-0 22.4% 30-4 3.0% 0% False True 3,794
40 1397-0 1021-0 376-0 36.8% 30-3 3.0% 0% False True 3,127
60 1640-0 1021-0 619-0 60.6% 32-3 3.2% 0% False True 2,744
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 4-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1189-0
2.618 1136-6
1.618 1104-6
1.000 1085-0
0.618 1072-6
HIGH 1053-0
0.618 1040-6
0.500 1037-0
0.382 1033-2
LOW 1021-0
0.618 1001-2
1.000 989-0
1.618 969-2
2.618 937-2
4.250 885-0
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 1037-0 1059-2
PP 1031-7 1046-5
S1 1026-5 1034-1

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

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