CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 1210-0 1148-0 -62-0 -5.1% 1210-0
High 1210-0 1149-0 -61-0 -5.0% 1242-0
Low 1190-0 1124-2 -65-6 -5.5% 1190-0
Close 1194-2 1124-2 -70-0 -5.9% 1194-2
Range 20-0 24-6 4-6 23.8% 52-0
ATR 38-0 40-3 2-2 6.0% 0-0
Volume 2,609 1,881 -728 -27.9% 15,847
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 1206-6 1190-2 1137-7
R3 1182-0 1165-4 1131-0
R2 1157-2 1157-2 1128-6
R1 1140-6 1140-6 1126-4 1136-5
PP 1132-4 1132-4 1132-4 1130-4
S1 1116-0 1116-0 1122-0 1111-7
S2 1107-6 1107-6 1119-6
S3 1083-0 1091-2 1117-4
S4 1058-2 1066-4 1110-5
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1364-6 1331-4 1222-7
R3 1312-6 1279-4 1208-4
R2 1260-6 1260-6 1203-6
R1 1227-4 1227-4 1199-0 1218-1
PP 1208-6 1208-6 1208-6 1204-0
S1 1175-4 1175-4 1189-4 1166-1
S2 1156-6 1156-6 1184-6
S3 1104-6 1123-4 1180-0
S4 1052-6 1071-4 1165-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1238-0 1124-2 113-6 10.1% 25-0 2.2% 0% False True 2,887
10 1242-0 1124-2 117-6 10.5% 30-1 2.7% 0% False True 3,891
20 1330-0 1124-2 205-6 18.3% 31-5 2.8% 0% False True 3,271
40 1397-0 1124-2 272-6 24.3% 31-2 2.8% 0% False True 2,893
60 1640-0 1124-2 515-6 45.9% 32-2 2.9% 0% False True 2,484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1254-2
2.618 1213-6
1.618 1189-0
1.000 1173-6
0.618 1164-2
HIGH 1149-0
0.618 1139-4
0.500 1136-5
0.382 1133-6
LOW 1124-2
0.618 1109-0
1.000 1099-4
1.618 1084-2
2.618 1059-4
4.250 1019-0
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 1136-5 1177-5
PP 1132-4 1159-7
S1 1128-3 1142-0

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

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