CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 22-Oct-2008

Day Change Summary
	Previous	Current
	21-Oct-2008	22-Oct-2008	Change	Change %	Previous Week
Open	936-4	886-0	-50-4	-5.4%	954-4
High	937-0	891-0	-46-0	-4.9%	969-4
Low	912-0	873-0	-39-0	-4.3%	850-0
Close	924-4	873-2	-51-2	-5.5%	916-6
Range	25-0	18-0	-7-0	-28.0%	119-4
ATR	41-5	42-3	0-6	1.7%	0-0
Volume	8,274	9,293	1,019	12.3%	37,121

Daily Pivots for day following 22-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	933-1	921-1	883-1
R3	915-1	903-1	878-2
R2	897-1	897-1	876-4
R1	885-1	885-1	874-7	882-1
PP	879-1	879-1	879-1	877-4
S1	867-1	867-1	871-5	864-1
S2	861-1	861-1	870-0
S3	843-1	849-1	868-2
S4	825-1	831-1	863-3

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1270-5	1213-1	982-4
R3	1151-1	1093-5	949-5
R2	1031-5	1031-5	938-5
R1	974-1	974-1	927-6	943-1
PP	912-1	912-1	912-1	896-4
S1	854-5	854-5	905-6	823-5
S2	792-5	792-5	894-7
S3	673-1	735-1	883-7
S4	553-5	615-5	851-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	956-0	850-0	106-0	12.1%	27-0	3.1%	22%	False	False	8,404
10	1018-0	850-0	168-0	19.2%	25-0	2.9%	14%	False	False	7,438
20	1231-0	850-0	381-0	43.6%	27-1	3.1%	6%	False	False	6,165
40	1395-0	850-0	545-0	62.4%	29-0	3.3%	4%	False	False	4,743
60	1445-0	850-0	595-0	68.1%	29-5	3.4%	4%	False	False	4,052

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	4-2
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	967-4
2.618	938-1
1.618	920-1
1.000	909-0
0.618	902-1
HIGH	891-0
0.618	884-1
0.500	882-0
0.382	879-7
LOW	873-0
0.618	861-7
1.000	855-0
1.618	843-7
2.618	825-7
4.250	796-4

Fisher Pivots for day following 22-Oct-2008
Pivot	1 day	3 day
R1	882-0	914-4
PP	879-1	900-6
S1	876-1	887-0

Download as Excel Spreadsheet

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

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