CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 22-Sep-2008

Day Change Summary
	Previous	Current
	19-Sep-2008	22-Sep-2008	Change	Change %	Previous Week
Open	1161-0	1210-0	49-0	4.2%	1190-0
High	1181-0	1242-0	61-0	5.2%	1236-4
Low	1158-0	1205-0	47-0	4.1%	1131-0
Close	1173-0	1236-4	63-4	5.4%	1173-0
Range	23-0	37-0	14-0	60.9%	105-4
ATR	39-7	42-0	2-1	5.2%	0-0
Volume	6,342	3,289	-3,053	-48.1%	25,265

Daily Pivots for day following 22-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1338-7	1324-5	1256-7
R3	1301-7	1287-5	1246-5
R2	1264-7	1264-7	1243-2
R1	1250-5	1250-5	1239-7	1257-6
PP	1227-7	1227-7	1227-7	1231-3
S1	1213-5	1213-5	1233-1	1220-6
S2	1190-7	1190-7	1229-6
S3	1153-7	1176-5	1226-3
S4	1116-7	1139-5	1216-1

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1496-5	1440-3	1231-0
R3	1391-1	1334-7	1202-0
R2	1285-5	1285-5	1192-3
R1	1229-3	1229-3	1182-5	1204-6
PP	1180-1	1180-1	1180-1	1167-7
S1	1123-7	1123-7	1163-3	1099-2
S2	1074-5	1074-5	1153-5
S3	969-1	1018-3	1144-0
S4	863-5	912-7	1115-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1242-0	1131-0	111-0	9.0%	35-3	2.9%	95%	True	False	4,895
10	1250-0	1131-0	119-0	9.6%	33-0	2.7%	89%	False	False	3,923
20	1397-0	1131-0	266-0	21.5%	30-4	2.5%	40%	False	False	3,097
40	1445-0	1131-0	314-0	25.4%	30-7	2.5%	34%	False	False	2,833

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3-7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1399-2
2.618	1338-7
1.618	1301-7
1.000	1279-0
0.618	1264-7
HIGH	1242-0
0.618	1227-7
0.500	1223-4
0.382	1219-1
LOW	1205-0
0.618	1182-1
1.000	1168-0
1.618	1145-1
2.618	1108-1
4.250	1047-6

Fisher Pivots for day following 22-Sep-2008
Pivot	1 day	3 day
R1	1232-1	1219-7
PP	1227-7	1203-1
S1	1223-4	1186-4

Download as Excel Spreadsheet

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

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