CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 09-Sep-2008

Day Change Summary
	Previous	Current
	08-Sep-2008	09-Sep-2008	Change	Change %	Previous Week
Open	1212-4	1190-0	-22-4	-1.9%	1289-4
High	1229-0	1232-0	3-0	0.2%	1330-0
Low	1206-0	1190-0	-16-0	-1.3%	1198-0
Close	1223-0	1231-6	8-6	0.7%	1206-6
Range	23-0	42-0	19-0	82.6%	132-0
ATR	41-3	41-4	0-0	0.1%	0-0
Volume	2,476	2,871	395	16.0%	9,282

Daily Pivots for day following 09-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1343-7	1329-7	1254-7
R3	1301-7	1287-7	1243-2
R2	1259-7	1259-7	1239-4
R1	1245-7	1245-7	1235-5	1252-7
PP	1217-7	1217-7	1217-7	1221-4
S1	1203-7	1203-7	1227-7	1210-7
S2	1175-7	1175-7	1224-0
S3	1133-7	1161-7	1220-2
S4	1091-7	1119-7	1208-5

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1640-7	1555-7	1279-3
R3	1508-7	1423-7	1243-0
R2	1376-7	1376-7	1231-0
R1	1291-7	1291-7	1218-7	1268-3
PP	1244-7	1244-7	1244-7	1233-2
S1	1159-7	1159-7	1194-5	1136-3
S2	1112-7	1112-7	1182-4
S3	980-7	1027-7	1170-4
S4	848-7	895-7	1134-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1312-0	1190-0	122-0	9.9%	35-6	2.9%	34%	False	True	2,749
10	1395-0	1190-0	205-0	16.6%	29-6	2.4%	20%	False	True	2,381
20	1397-0	1190-0	207-0	16.8%	31-6	2.6%	20%	False	True	2,357
40	1596-0	1190-0	406-0	33.0%	33-1	2.7%	10%	False	True	2,292

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5-0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1410-4
2.618	1342-0
1.618	1300-0
1.000	1274-0
0.618	1258-0
HIGH	1232-0
0.618	1216-0
0.500	1211-0
0.382	1206-0
LOW	1190-0
0.618	1164-0
1.000	1148-0
1.618	1122-0
2.618	1080-0
4.250	1011-4

Fisher Pivots for day following 09-Sep-2008
Pivot	1 day	3 day
R1	1224-7	1225-7
PP	1217-7	1219-7
S1	1211-0	1214-0

Download as Excel Spreadsheet

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

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