CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 1110-0 1080-4 -29-4 -2.7% 1210-0
High 1110-4 1097-4 -13-0 -1.2% 1242-0
Low 1072-0 1075-0 3-0 0.3% 1190-0
Close 1077-4 1086-0 8-4 0.8% 1194-2
Range 38-4 22-4 -16-0 -41.6% 52-0
ATR 41-2 39-7 -1-3 -3.2% 0-0
Volume 2,838 5,277 2,439 85.9% 15,847
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 1153-5 1142-3 1098-3
R3 1131-1 1119-7 1092-2
R2 1108-5 1108-5 1090-1
R1 1097-3 1097-3 1088-0 1103-0
PP 1086-1 1086-1 1086-1 1089-0
S1 1074-7 1074-7 1084-0 1080-4
S2 1063-5 1063-5 1081-7
S3 1041-1 1052-3 1079-6
S4 1018-5 1029-7 1073-5
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 1231-0 1072-0 159-0 14.6% 26-0 2.4% 9% False False 2,921
10 1242-0 1072-0 170-0 15.7% 28-0 2.6% 8% False False 3,944
20 1288-0 1072-0 216-0 19.9% 30-2 2.8% 6% False False 3,467
40 1397-0 1072-0 325-0 29.9% 30-7 2.8% 4% False False 2,982
60 1640-0 1072-0 568-0 52.3% 32-0 2.9% 2% False False 2,586
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1193-1
2.618 1156-3
1.618 1133-7
1.000 1120-0
0.618 1111-3
HIGH 1097-4
0.618 1088-7
0.500 1086-2
0.382 1083-5
LOW 1075-0
0.618 1061-1
1.000 1052-4
1.618 1038-5
2.618 1016-1
4.250 979-3
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 1086-2 1110-4
PP 1086-1 1102-3
S1 1086-1 1094-1

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

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