CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 24-Sep-2008

Day Change Summary
	Previous	Current
	23-Sep-2008	24-Sep-2008	Change	Change %	Previous Week
Open	1220-0	1235-0	15-0	1.2%	1190-0
High	1231-0	1238-0	7-0	0.6%	1236-4
Low	1202-0	1211-0	9-0	0.7%	1131-0
Close	1218-2	1217-4	-0-6	-0.1%	1173-0
Range	29-0	27-0	-2-0	-6.9%	105-4
ATR	41-4	40-3	-1-0	-2.5%	0-0
Volume	4,261	3,687	-574	-13.5%	25,265

Daily Pivots for day following 24-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1303-1	1287-3	1232-3
R3	1276-1	1260-3	1224-7
R2	1249-1	1249-1	1222-4
R1	1233-3	1233-3	1220-0	1227-6
PP	1222-1	1222-1	1222-1	1219-3
S1	1206-3	1206-3	1215-0	1200-6
S2	1195-1	1195-1	1212-4
S3	1168-1	1179-3	1210-1
S4	1141-1	1152-3	1202-5

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%	30-0	2.5%	78%	False	False	4,967
10	1250-0	1131-0	119-0	9.8%	32-0	2.6%	73%	False	False	4,178
20	1395-0	1131-0	264-0	21.7%	31-0	2.5%	33%	False	False	3,322
40	1445-0	1131-0	314-0	25.8%	31-0	2.5%	28%	False	False	2,995

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	True
Stretch	5-1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1352-6
2.618	1308-5
1.618	1281-5
1.000	1265-0
0.618	1254-5
HIGH	1238-0
0.618	1227-5
0.500	1224-4
0.382	1221-3
LOW	1211-0
0.618	1194-3
1.000	1184-0
1.618	1167-3
2.618	1140-3
4.250	1096-2

Fisher Pivots for day following 24-Sep-2008
Pivot	1 day	3 day
R1	1224-4	1222-0
PP	1222-1	1220-4
S1	1219-7	1219-0

Download as Excel Spreadsheet

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

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