CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 13-Oct-2008

Day Change Summary
	Previous	Current
	10-Oct-2008	13-Oct-2008	Change	Change %	Previous Week
Open	942-0	954-4	12-4	1.3%	951-4
High	942-4	963-0	20-4	2.2%	1018-0
Low	939-4	954-4	15-0	1.6%	939-4
Close	939-4	956-6	17-2	1.8%	939-4
Range	3-0	8-4	5-4	183.3%	78-4
ATR	42-5	41-2	-1-3	-3.2%	0-0
Volume	4,588	4,492	-96	-2.1%	35,591

Daily Pivots for day following 13-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	983-5	978-5	961-3
R3	975-1	970-1	959-1
R2	966-5	966-5	958-2
R1	961-5	961-5	957-4	964-1
PP	958-1	958-1	958-1	959-2
S1	953-1	953-1	956-0	955-5
S2	949-5	949-5	955-2
S3	941-1	944-5	954-3
S4	932-5	936-1	952-1

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1201-1	1148-7	982-5
R3	1122-5	1070-3	961-1
R2	1044-1	1044-1	953-7
R1	991-7	991-7	946-6	978-6
PP	965-5	965-5	965-5	959-1
S1	913-3	913-3	932-2	900-2
S2	887-1	887-1	925-1
S3	808-5	834-7	917-7
S4	730-1	756-3	896-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1018-0	939-4	78-4	8.2%	21-6	2.3%	22%	False	False	6,230
10	1110-4	939-4	171-0	17.9%	26-0	2.7%	10%	False	False	5,982
20	1242-0	939-4	302-4	31.6%	28-0	2.9%	6%	False	False	4,937
40	1397-0	939-4	457-4	47.8%	29-2	3.1%	4%	False	False	3,619
60	1463-0	939-4	523-4	54.7%	29-5	3.1%	3%	False	False	3,284

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	999-1
2.618	985-2
1.618	976-6
1.000	971-4
0.618	968-2
HIGH	963-0
0.618	959-6
0.500	958-6
0.382	957-6
LOW	954-4
0.618	949-2
1.000	946-0
1.618	940-6
2.618	932-2
4.250	918-3

Fisher Pivots for day following 13-Oct-2008
Pivot	1 day	3 day
R1	958-6	978-6
PP	958-1	971-3
S1	957-3	964-1

Download as Excel Spreadsheet

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

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