CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 16-Sep-2008

Day Change Summary
	Previous	Current
	15-Sep-2008	16-Sep-2008	Change	Change %	Previous Week
Open	1190-0	1183-0	-7-0	-0.6%	1212-4
High	1236-4	1194-0	-42-4	-3.4%	1250-0
Low	1189-0	1142-0	-47-0	-4.0%	1190-0
Close	1208-4	1153-2	-55-2	-4.6%	1232-4
Range	47-4	52-0	4-4	9.5%	60-0
ATR	39-2	41-1	2-0	5.0%	0-0
Volume	4,075	4,077	2	0.0%	13,155

Daily Pivots for day following 16-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1319-1	1288-1	1181-7
R3	1267-1	1236-1	1167-4
R2	1215-1	1215-1	1162-6
R1	1184-1	1184-1	1158-0	1173-5
PP	1163-1	1163-1	1163-1	1157-6
S1	1132-1	1132-1	1148-4	1121-5
S2	1111-1	1111-1	1143-6
S3	1059-1	1080-1	1139-0
S4	1007-1	1028-1	1124-5

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	1142-0	108-0	9.4%	32-6	2.8%	10%	False	True	3,192
10	1312-0	1142-0	170-0	14.7%	34-2	3.0%	7%	False	True	2,970
20	1397-0	1142-0	255-0	22.1%	31-1	2.7%	4%	False	True	2,418
40	1446-0	1142-0	304-0	26.4%	30-7	2.7%	4%	False	True	2,522

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	4-2
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1415-0
2.618	1330-1
1.618	1278-1
1.000	1246-0
0.618	1226-1
HIGH	1194-0
0.618	1174-1
0.500	1168-0
0.382	1161-7
LOW	1142-0
0.618	1109-7
1.000	1090-0
1.618	1057-7
2.618	1005-7
4.250	921-0

Fisher Pivots for day following 16-Sep-2008
Pivot	1 day	3 day
R1	1168-0	1196-0
PP	1163-1	1181-6
S1	1158-1	1167-4

Download as Excel Spreadsheet

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

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