CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 1198-0 1238-0 40-0 3.3% 1296-0
High 1237-0 1238-0 1-0 0.1% 1339-0
Low 1198-0 1216-0 18-0 1.5% 1210-0
Close 1238-4 1216-4 -22-0 -1.8% 1215-4
Range 39-0 22-0 -17-0 -43.6% 129-0
ATR 38-7 37-5 -1-1 -3.0% 0-0
Volume 1,221 1,076 -145 -11.9% 4,593
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 1289-4 1275-0 1228-5
R3 1267-4 1253-0 1222-4
R2 1245-4 1245-4 1220-4
R1 1231-0 1231-0 1218-4 1227-2
PP 1223-4 1223-4 1223-4 1221-5
S1 1209-0 1209-0 1214-4 1205-2
S2 1201-4 1201-4 1212-4
S3 1179-4 1187-0 1210-4
S4 1157-4 1165-0 1204-3
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 1286-0 1198-0 88-0 7.2% 25-2 2.1% 21% False False 1,278
10 1396-0 1198-0 198-0 16.3% 25-5 2.1% 9% False False 1,171
20 1396-0 1198-0 198-0 16.3% 27-1 2.2% 9% False False 1,136
40 1573-0 1198-0 375-0 30.8% 25-1 2.1% 5% False False 1,212
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 1-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1331-4
2.618 1295-5
1.618 1273-5
1.000 1260-0
0.618 1251-5
HIGH 1238-0
0.618 1229-5
0.500 1227-0
0.382 1224-3
LOW 1216-0
0.618 1202-3
1.000 1194-0
1.618 1180-3
2.618 1158-3
4.250 1122-4
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 1227-0 1218-0
PP 1223-4 1217-4
S1 1220-0 1217-0

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

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