CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 1247-0 1234-0 -13-0 -1.0% 1229-0
High 1247-0 1234-0 -13-0 -1.0% 1229-0
Low 1247-0 1215-0 -32-0 -2.6% 1147-0
Close 1247-0 1230-2 -16-6 -1.3% 1182-0
Range 0-0 19-0 19-0 82-0
ATR 36-2 35-7 -0-2 -0.8% 0-0
Volume 704 1,852 1,148 163.1% 7,395
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 1283-3 1275-7 1240-6
R3 1264-3 1256-7 1235-4
R2 1245-3 1245-3 1233-6
R1 1237-7 1237-7 1232-0 1232-1
PP 1226-3 1226-3 1226-3 1223-4
S1 1218-7 1218-7 1228-4 1213-1
S2 1207-3 1207-3 1226-6
S3 1188-3 1199-7 1225-0
S4 1169-3 1180-7 1219-6
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1432-0 1389-0 1227-1
R3 1350-0 1307-0 1204-4
R2 1268-0 1268-0 1197-0
R1 1225-0 1225-0 1189-4 1205-4
PP 1186-0 1186-0 1186-0 1176-2
S1 1143-0 1143-0 1174-4 1123-4
S2 1104-0 1104-0 1167-0
S3 1022-0 1061-0 1159-4
S4 940-0 979-0 1136-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1247-0 1147-0 100-0 8.1% 11-5 0.9% 83% False False 1,638
10 1247-0 1147-0 100-0 8.1% 14-3 1.2% 83% False False 1,424
20 1396-0 1147-0 249-0 20.2% 19-5 1.6% 33% False False 1,287
40 1450-0 1147-0 303-0 24.6% 23-0 1.9% 27% False False 1,276
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 1-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1314-6
2.618 1283-6
1.618 1264-6
1.000 1253-0
0.618 1245-6
HIGH 1234-0
0.618 1226-6
0.500 1224-4
0.382 1222-2
LOW 1215-0
0.618 1203-2
1.000 1196-0
1.618 1184-2
2.618 1165-2
4.250 1134-2
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 1228-3 1223-0
PP 1226-3 1215-6
S1 1224-4 1208-4

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

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