CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 1173-0 1169-0 -4-0 -0.3% 1218-0
High 1173-0 1169-0 -4-0 -0.3% 1238-0
Low 1173-0 1147-0 -26-0 -2.2% 1198-0
Close 1173-0 1150-2 -22-6 -1.9% 1240-0
Range 0-0 22-0 22-0 40-0
ATR 34-3 33-6 -0-5 -1.7% 0-0
Volume 1,030 1,572 542 52.6% 7,236
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 1221-3 1207-7 1162-3
R3 1199-3 1185-7 1156-2
R2 1177-3 1177-3 1154-2
R1 1163-7 1163-7 1152-2 1159-5
PP 1155-3 1155-3 1155-3 1153-2
S1 1141-7 1141-7 1148-2 1137-5
S2 1133-3 1133-3 1146-2
S3 1111-3 1119-7 1144-2
S4 1089-3 1097-7 1138-1
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 1345-3 1332-5 1262-0
R3 1305-3 1292-5 1251-0
R2 1265-3 1265-3 1247-3
R1 1252-5 1252-5 1243-5 1259-0
PP 1225-3 1225-3 1225-3 1228-4
S1 1212-5 1212-5 1236-3 1219-0
S2 1185-3 1185-3 1232-5
S3 1145-3 1172-5 1229-0
S4 1105-3 1132-5 1218-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1238-0 1147-0 91-0 7.9% 17-2 1.5% 4% False True 1,290
10 1246-0 1147-0 99-0 8.6% 20-0 1.7% 3% False True 1,235
20 1396-0 1147-0 249-0 21.6% 19-6 1.7% 1% False True 1,220
40 1450-0 1147-0 303-0 26.3% 23-1 2.0% 1% False True 1,220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1262-4
2.618 1226-5
1.618 1204-5
1.000 1191-0
0.618 1182-5
HIGH 1169-0
0.618 1160-5
0.500 1158-0
0.382 1155-3
LOW 1147-0
0.618 1133-3
1.000 1125-0
1.618 1111-3
2.618 1089-3
4.250 1053-4
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 1158-0 1171-0
PP 1155-3 1164-1
S1 1152-7 1157-1

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

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