CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 15-Sep-2008

Day Change Summary
	Previous	Current
	12-Sep-2008	15-Sep-2008	Change	Change %	Previous Week
Open	1246-0	1190-0	-56-0	-4.5%	1212-4
High	1250-0	1236-4	-13-4	-1.1%	1250-0
Low	1221-0	1189-0	-32-0	-2.6%	1190-0
Close	1232-4	1208-4	-24-0	-1.9%	1232-4
Range	29-0	47-4	18-4	63.8%	60-0
ATR	38-5	39-2	0-5	1.7%	0-0
Volume	3,119	4,075	956	30.7%	13,155

Daily Pivots for day following 15-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1353-7	1328-5	1234-5
R3	1306-3	1281-1	1221-4
R2	1258-7	1258-7	1217-2
R1	1233-5	1233-5	1212-7	1246-2
PP	1211-3	1211-3	1211-3	1217-5
S1	1186-1	1186-1	1204-1	1198-6
S2	1163-7	1163-7	1199-6
S3	1116-3	1138-5	1195-4
S4	1068-7	1091-1	1182-3

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	1189-0	61-0	5.0%	30-6	2.5%	32%	False	True	2,950
10	1330-0	1189-0	141-0	11.7%	33-1	2.7%	14%	False	True	2,651
20	1397-0	1189-0	208-0	17.2%	30-3	2.5%	9%	False	True	2,301
40	1463-0	1189-0	274-0	22.7%	30-3	2.5%	7%	False	True	2,458

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

Fibonacci Retracements and Extensions
4.250	1438-3
2.618	1360-7
1.618	1313-3
1.000	1284-0
0.618	1265-7
HIGH	1236-4
0.618	1218-3
0.500	1212-6
0.382	1207-1
LOW	1189-0
0.618	1159-5
1.000	1141-4
1.618	1112-1
2.618	1064-5
4.250	987-1

Fisher Pivots for day following 15-Sep-2008
Pivot	1 day	3 day
R1	1212-6	1219-4
PP	1211-3	1215-7
S1	1209-7	1212-1

Download as Excel Spreadsheet

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

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