CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 11-Sep-2008

Day Change Summary
	Previous	Current
	10-Sep-2008	11-Sep-2008	Change	Change %	Previous Week
Open	1229-0	1202-0	-27-0	-2.2%	1289-4
High	1231-0	1210-0	-21-0	-1.7%	1330-0
Low	1207-0	1199-0	-8-0	-0.7%	1198-0
Close	1208-6	1206-4	-2-2	-0.2%	1206-6
Range	24-0	11-0	-13-0	-54.2%	132-0
ATR	40-2	38-1	-2-1	-5.2%	0-0
Volume	2,522	2,167	-355	-14.1%	9,282

Daily Pivots for day following 11-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1238-1	1233-3	1212-4
R3	1227-1	1222-3	1209-4
R2	1216-1	1216-1	1208-4
R1	1211-3	1211-3	1207-4	1213-6
PP	1205-1	1205-1	1205-1	1206-3
S1	1200-3	1200-3	1205-4	1202-6
S2	1194-1	1194-1	1204-4
S3	1183-1	1189-3	1203-4
S4	1172-1	1178-3	1200-4

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	1238-0	1190-0	48-0	4.0%	28-0	2.3%	34%	False	False	2,341
10	1365-0	1190-0	175-0	14.5%	28-6	2.4%	9%	False	False	2,504
20	1397-0	1190-0	207-0	17.2%	29-6	2.5%	8%	False	False	2,297
40	1573-0	1190-0	383-0	31.7%	31-2	2.6%	4%	False	False	2,330

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4-1
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1256-6
2.618	1238-6
1.618	1227-6
1.000	1221-0
0.618	1216-6
HIGH	1210-0
0.618	1205-6
0.500	1204-4
0.382	1203-2
LOW	1199-0
0.618	1192-2
1.000	1188-0
1.618	1181-2
2.618	1170-2
4.250	1152-2

Fisher Pivots for day following 11-Sep-2008
Pivot	1 day	3 day
R1	1205-7	1211-0
PP	1205-1	1209-4
S1	1204-4	1208-0

Download as Excel Spreadsheet

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

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