CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 1130-0 1099-0 -31-0 -2.7% 1231-0
High 1130-0 1116-0 -14-0 -1.2% 1262-0
Low 1098-0 1097-0 -1-0 -0.1% 1213-0
Close 1099-0 1106-2 7-2 0.7% 1217-2
Range 32-0 19-0 -13-0 -40.6% 49-0
ATR 38-3 37-0 -1-3 -3.6% 0-0
Volume 3,868 7,708 3,840 99.3% 11,316
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 1163-3 1153-7 1116-6
R3 1144-3 1134-7 1111-4
R2 1125-3 1125-3 1109-6
R1 1115-7 1115-7 1108-0 1120-5
PP 1106-3 1106-3 1106-3 1108-6
S1 1096-7 1096-7 1104-4 1101-5
S2 1087-3 1087-3 1102-6
S3 1068-3 1077-7 1101-0
S4 1049-3 1058-7 1095-6
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1377-6 1346-4 1244-2
R3 1328-6 1297-4 1230-6
R2 1279-6 1279-6 1226-2
R1 1248-4 1248-4 1221-6 1239-5
PP 1230-6 1230-6 1230-6 1226-2
S1 1199-4 1199-4 1212-6 1190-5
S2 1181-6 1181-6 1208-2
S3 1132-6 1150-4 1203-6
S4 1083-6 1101-4 1190-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1250-0 1097-0 153-0 13.8% 22-1 2.0% 6% False True 3,534
10 1262-0 1097-0 165-0 14.9% 23-6 2.1% 6% False True 2,988
20 1296-0 1097-0 199-0 18.0% 26-2 2.4% 5% False True 2,371
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 1-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1196-6
2.618 1165-6
1.618 1146-6
1.000 1135-0
0.618 1127-6
HIGH 1116-0
0.618 1108-6
0.500 1106-4
0.382 1104-2
LOW 1097-0
0.618 1085-2
1.000 1078-0
1.618 1066-2
2.618 1047-2
4.250 1016-2
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 1106-4 1132-4
PP 1106-3 1123-6
S1 1106-3 1115-0

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

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