CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 10-Sep-2008

Day Change Summary
	Previous	Current
	09-Sep-2008	10-Sep-2008	Change	Change %	Previous Week
Open	1190-0	1229-0	39-0	3.3%	1289-4
High	1232-0	1231-0	-1-0	-0.1%	1330-0
Low	1190-0	1207-0	17-0	1.4%	1198-0
Close	1231-6	1208-6	-23-0	-1.9%	1206-6
Range	42-0	24-0	-18-0	-42.9%	132-0
ATR	41-4	40-2	-1-2	-2.9%	0-0
Volume	2,871	2,522	-349	-12.2%	9,282

Daily Pivots for day following 10-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1287-5	1272-1	1222-0
R3	1263-5	1248-1	1215-3
R2	1239-5	1239-5	1213-1
R1	1224-1	1224-1	1211-0	1219-7
PP	1215-5	1215-5	1215-5	1213-4
S1	1200-1	1200-1	1206-4	1195-7
S2	1191-5	1191-5	1204-3
S3	1167-5	1176-1	1202-1
S4	1143-5	1152-1	1195-4

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	1288-0	1190-0	98-0	8.1%	30-6	2.5%	19%	False	False	2,590
10	1395-0	1190-0	205-0	17.0%	29-7	2.5%	9%	False	False	2,466
20	1397-0	1190-0	207-0	17.1%	32-0	2.7%	9%	False	False	2,356
40	1580-0	1190-0	390-0	32.3%	32-3	2.7%	5%	False	False	2,308

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1333-0
2.618	1293-7
1.618	1269-7
1.000	1255-0
0.618	1245-7
HIGH	1231-0
0.618	1221-7
0.500	1219-0
0.382	1216-1
LOW	1207-0
0.618	1192-1
1.000	1183-0
1.618	1168-1
2.618	1144-1
4.250	1105-0

Fisher Pivots for day following 10-Sep-2008
Pivot	1 day	3 day
R1	1219-0	1211-0
PP	1215-5	1210-2
S1	1212-1	1209-4

Download as Excel Spreadsheet

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

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