CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 19-Sep-2008

Day Change Summary
	Previous	Current
	18-Sep-2008	19-Sep-2008	Change	Change %	Previous Week
Open	1159-0	1161-0	2-0	0.2%	1190-0
High	1165-0	1181-0	16-0	1.4%	1236-4
Low	1131-0	1158-0	27-0	2.4%	1131-0
Close	1142-2	1173-0	30-6	2.7%	1173-0
Range	34-0	23-0	-11-0	-32.4%	105-4
ATR	40-0	39-7	-0-1	-0.2%	0-0
Volume	7,258	6,342	-916	-12.6%	25,265

Daily Pivots for day following 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1239-5	1229-3	1185-5
R3	1216-5	1206-3	1179-3
R2	1193-5	1193-5	1177-2
R1	1183-3	1183-3	1175-1	1188-4
PP	1170-5	1170-5	1170-5	1173-2
S1	1160-3	1160-3	1170-7	1165-4
S2	1147-5	1147-5	1168-6
S3	1124-5	1137-3	1166-5
S4	1101-5	1114-3	1160-3

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1496-5	1440-3	1231-0
R3	1391-1	1334-7	1202-0
R2	1285-5	1285-5	1192-3
R1	1229-3	1229-3	1182-5	1204-6
PP	1180-1	1180-1	1180-1	1167-7
S1	1123-7	1123-7	1163-3	1099-2
S2	1074-5	1074-5	1153-5
S3	969-1	1018-3	1144-0
S4	863-5	912-7	1115-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1236-4	1131-0	105-4	9.0%	37-4	3.2%	40%	False	False	5,053
10	1250-0	1131-0	119-0	10.1%	31-5	2.7%	35%	False	False	3,842
20	1397-0	1131-0	266-0	22.7%	30-0	2.6%	16%	False	False	3,086
40	1445-0	1131-0	314-0	26.8%	30-7	2.6%	13%	False	False	2,809

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4-0
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1278-6
2.618	1241-2
1.618	1218-2
1.000	1204-0
0.618	1195-2
HIGH	1181-0
0.618	1172-2
0.500	1169-4
0.382	1166-6
LOW	1158-0
0.618	1143-6
1.000	1135-0
1.618	1120-6
2.618	1097-6
4.250	1060-2

Fisher Pivots for day following 19-Sep-2008
Pivot	1 day	3 day
R1	1171-7	1167-3
PP	1170-5	1161-5
S1	1169-4	1156-0

Download as Excel Spreadsheet

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

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