CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 09-Sep-2008

Day Change Summary
	Previous	Current
	08-Sep-2008	09-Sep-2008	Change	Change %	Previous Week
Open	1218-0	1198-0	-20-0	-1.6%	1296-0
High	1235-0	1237-0	2-0	0.2%	1339-0
Low	1218-0	1198-0	-20-0	-1.6%	1210-0
Close	1231-0	1238-4	7-4	0.6%	1215-4
Range	17-0	39-0	22-0	129.4%	129-0
ATR	38-6	38-7	0-0	0.0%	0-0
Volume	1,723	1,221	-502	-29.1%	4,593

Daily Pivots for day following 09-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1341-4	1329-0	1260-0
R3	1302-4	1290-0	1249-2
R2	1263-4	1263-4	1245-5
R1	1251-0	1251-0	1242-1	1257-2
PP	1224-4	1224-4	1224-4	1227-5
S1	1212-0	1212-0	1234-7	1218-2
S2	1185-4	1185-4	1231-3
S3	1146-4	1173-0	1227-6
S4	1107-4	1134-0	1217-0

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1641-7	1557-5	1286-4
R3	1512-7	1428-5	1251-0
R2	1383-7	1383-7	1239-1
R1	1299-5	1299-5	1227-3	1277-2
PP	1254-7	1254-7	1254-7	1243-5
S1	1170-5	1170-5	1203-5	1148-2
S2	1125-7	1125-7	1191-7
S3	996-7	1041-5	1180-0
S4	867-7	912-5	1144-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1320-0	1198-0	122-0	9.9%	30-6	2.5%	33%	False	True	1,402
10	1396-0	1198-0	198-0	16.0%	24-7	2.0%	20%	False	True	1,150
20	1396-0	1198-0	198-0	16.0%	26-7	2.2%	20%	False	True	1,127
40	1596-0	1198-0	398-0	32.1%	26-1	2.1%	10%	False	True	1,202

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-2
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1402-6
2.618	1339-1
1.618	1300-1
1.000	1276-0
0.618	1261-1
HIGH	1237-0
0.618	1222-1
0.500	1217-4
0.382	1212-7
LOW	1198-0
0.618	1173-7
1.000	1159-0
1.618	1134-7
2.618	1095-7
4.250	1032-2

Fisher Pivots for day following 09-Sep-2008
Pivot	1 day	3 day
R1	1231-4	1233-0
PP	1224-4	1227-4
S1	1217-4	1222-0

Download as Excel Spreadsheet

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

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