CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 12-Sep-2008

Day Change Summary
	Previous	Current
	11-Sep-2008	12-Sep-2008	Change	Change %	Previous Week
Open	1213-0	1233-0	20-0	1.6%	1218-0
High	1213-0	1238-0	25-0	2.1%	1238-0
Low	1213-0	1233-0	20-0	1.6%	1198-0
Close	1213-0	1240-0	27-0	2.2%	1240-0
Range	0-0	5-0	5-0		40-0
ATR	35-2	34-4	-0-6	-2.1%	0-0
Volume	1,126	2,090	964	85.6%	7,236

Daily Pivots for day following 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1252-0	1251-0	1242-6
R3	1247-0	1246-0	1241-3
R2	1242-0	1242-0	1240-7
R1	1241-0	1241-0	1240-4	1241-4
PP	1237-0	1237-0	1237-0	1237-2
S1	1236-0	1236-0	1239-4	1236-4
S2	1232-0	1232-0	1239-1
S3	1227-0	1231-0	1238-5
S4	1222-0	1226-0	1237-2

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1345-3	1332-5	1262-0
R3	1305-3	1292-5	1251-0
R2	1265-3	1265-3	1247-3
R1	1252-5	1252-5	1243-5	1259-0
PP	1225-3	1225-3	1225-3	1228-4
S1	1212-5	1212-5	1236-3	1219-0
S2	1185-3	1185-3	1232-5
S3	1145-3	1172-5	1229-0
S4	1105-3	1132-5	1218-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1238-0	1198-0	40-0	3.2%	16-5	1.3%	105%	True	False	1,447
10	1373-0	1198-0	175-0	14.1%	23-6	1.9%	24%	False	False	1,269
20	1396-0	1198-0	198-0	16.0%	22-7	1.8%	21%	False	False	1,192
40	1523-0	1198-0	325-0	26.2%	24-0	1.9%	13%	False	False	1,243

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1259-2
2.618	1251-1
1.618	1246-1
1.000	1243-0
0.618	1241-1
HIGH	1238-0
0.618	1236-1
0.500	1235-4
0.382	1234-7
LOW	1233-0
0.618	1229-7
1.000	1228-0
1.618	1224-7
2.618	1219-7
4.250	1211-6

Fisher Pivots for day following 12-Sep-2008
Pivot	1 day	3 day
R1	1238-4	1235-1
PP	1237-0	1230-3
S1	1235-4	1225-4

Download as Excel Spreadsheet

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

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