CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 1210-0 1220-0 10-0 0.8% 1190-0
High 1242-0 1231-0 -11-0 -0.9% 1236-4
Low 1205-0 1202-0 -3-0 -0.2% 1131-0
Close 1236-4 1218-2 -18-2 -1.5% 1173-0
Range 37-0 29-0 -8-0 -21.6% 105-4
ATR 42-0 41-4 -0-4 -1.3% 0-0
Volume 3,289 4,261 972 29.6% 25,265
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 1304-1 1290-1 1234-2
R3 1275-1 1261-1 1226-2
R2 1246-1 1246-1 1223-5
R1 1232-1 1232-1 1220-7 1224-5
PP 1217-1 1217-1 1217-1 1213-2
S1 1203-1 1203-1 1215-5 1195-5
S2 1188-1 1188-1 1212-7
S3 1159-1 1174-1 1210-2
S4 1130-1 1145-1 1202-2
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 1242-0 1131-0 111-0 9.1% 30-6 2.5% 79% False False 4,932
10 1250-0 1131-0 119-0 9.8% 31-6 2.6% 73% False False 4,062
20 1395-0 1131-0 264-0 21.7% 30-6 2.5% 33% False False 3,221
40 1445-0 1131-0 314-0 25.8% 31-2 2.6% 28% False False 2,915
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 5-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1354-2
2.618 1306-7
1.618 1277-7
1.000 1260-0
0.618 1248-7
HIGH 1231-0
0.618 1219-7
0.500 1216-4
0.382 1213-1
LOW 1202-0
0.618 1184-1
1.000 1173-0
1.618 1155-1
2.618 1126-1
4.250 1078-6
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 1217-5 1212-1
PP 1217-1 1206-1
S1 1216-4 1200-0

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

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