CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 09-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 09-Sep-2008 Change Change % Previous Week
Open 1218-0 1198-0 -20-0 -1.6% 1296-0
High 1235-0 1237-0 2-0 0.2% 1339-0
Low 1218-0 1198-0 -20-0 -1.6% 1210-0
Close 1231-0 1238-4 7-4 0.6% 1215-4
Range 17-0 39-0 22-0 129.4% 129-0
ATR 38-6 38-7 0-0 0.0% 0-0
Volume 1,723 1,221 -502 -29.1% 4,593
Daily Pivots for day following 09-Sep-2008
Classic Woodie Camarilla DeMark
R4 1341-4 1329-0 1260-0
R3 1302-4 1290-0 1249-2
R2 1263-4 1263-4 1245-5
R1 1251-0 1251-0 1242-1 1257-2
PP 1224-4 1224-4 1224-4 1227-5
S1 1212-0 1212-0 1234-7 1218-2
S2 1185-4 1185-4 1231-3
S3 1146-4 1173-0 1227-6
S4 1107-4 1134-0 1217-0
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1641-7 1557-5 1286-4
R3 1512-7 1428-5 1251-0
R2 1383-7 1383-7 1239-1
R1 1299-5 1299-5 1227-3 1277-2
PP 1254-7 1254-7 1254-7 1243-5
S1 1170-5 1170-5 1203-5 1148-2
S2 1125-7 1125-7 1191-7
S3 996-7 1041-5 1180-0
S4 867-7 912-5 1144-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1320-0 1198-0 122-0 9.9% 30-6 2.5% 33% False True 1,402
10 1396-0 1198-0 198-0 16.0% 24-7 2.0% 20% False True 1,150
20 1396-0 1198-0 198-0 16.0% 26-7 2.2% 20% False True 1,127
40 1596-0 1198-0 398-0 32.1% 26-1 2.1% 10% False True 1,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1402-6
2.618 1339-1
1.618 1300-1
1.000 1276-0
0.618 1261-1
HIGH 1237-0
0.618 1222-1
0.500 1217-4
0.382 1212-7
LOW 1198-0
0.618 1173-7
1.000 1159-0
1.618 1134-7
2.618 1095-7
4.250 1032-2
Fisher Pivots for day following 09-Sep-2008
Pivot 1 day 3 day
R1 1231-4 1233-0
PP 1224-4 1227-4
S1 1217-4 1222-0

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

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