CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 17-Sep-2008

Day Change Summary
	Previous	Current
	16-Sep-2008	17-Sep-2008	Change	Change %	Previous Week
Open	1183-0	1165-0	-18-0	-1.5%	1212-4
High	1194-0	1169-0	-25-0	-2.1%	1250-0
Low	1142-0	1138-0	-4-0	-0.4%	1190-0
Close	1153-2	1165-4	12-2	1.1%	1232-4
Range	52-0	31-0	-21-0	-40.4%	60-0
ATR	41-1	40-3	-0-6	-1.8%	0-0
Volume	4,077	3,513	-564	-13.8%	13,155

Daily Pivots for day following 17-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1250-4	1239-0	1182-4
R3	1219-4	1208-0	1174-0
R2	1188-4	1188-4	1171-1
R1	1177-0	1177-0	1168-3	1182-6
PP	1157-4	1157-4	1157-4	1160-3
S1	1146-0	1146-0	1162-5	1151-6
S2	1126-4	1126-4	1159-7
S3	1095-4	1115-0	1157-0
S4	1064-4	1084-0	1148-4

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1404-1	1378-3	1265-4
R3	1344-1	1318-3	1249-0
R2	1284-1	1284-1	1243-4
R1	1258-3	1258-3	1238-0	1271-2
PP	1224-1	1224-1	1224-1	1230-5
S1	1198-3	1198-3	1227-0	1211-2
S2	1164-1	1164-1	1221-4
S3	1104-1	1138-3	1216-0
S4	1044-1	1078-3	1199-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1250-0	1138-0	112-0	9.6%	34-1	2.9%	25%	False	True	3,390
10	1288-0	1138-0	150-0	12.9%	32-4	2.8%	18%	False	True	2,990
20	1397-0	1138-0	259-0	22.2%	29-2	2.5%	11%	False	True	2,543
40	1445-0	1138-0	307-0	26.3%	31-0	2.7%	9%	False	True	2,551

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	4-6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1300-6
2.618	1250-1
1.618	1219-1
1.000	1200-0
0.618	1188-1
HIGH	1169-0
0.618	1157-1
0.500	1153-4
0.382	1149-7
LOW	1138-0
0.618	1118-7
1.000	1107-0
1.618	1087-7
2.618	1056-7
4.250	1006-2

Fisher Pivots for day following 17-Sep-2008
Pivot	1 day	3 day
R1	1161-4	1187-2
PP	1157-4	1180-0
S1	1153-4	1172-6

Download as Excel Spreadsheet

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

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