CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 15-Sep-2008

Day Change Summary
	Previous	Current
	12-Sep-2008	15-Sep-2008	Change	Change %	Previous Week
Open	1233-0	1229-0	-4-0	-0.3%	1218-0
High	1238-0	1229-0	-9-0	-0.7%	1238-0
Low	1233-0	1215-0	-18-0	-1.5%	1198-0
Close	1240-0	1216-0	-24-0	-1.9%	1240-0
Range	5-0	14-0	9-0	180.0%	40-0
ATR	34-4	33-6	-0-5	-2.0%	0-0
Volume	2,090	958	-1,132	-54.2%	7,236

Daily Pivots for day following 15-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1262-0	1253-0	1223-6
R3	1248-0	1239-0	1219-7
R2	1234-0	1234-0	1218-5
R1	1225-0	1225-0	1217-2	1222-4
PP	1220-0	1220-0	1220-0	1218-6
S1	1211-0	1211-0	1214-6	1208-4
S2	1206-0	1206-0	1213-3
S3	1192-0	1197-0	1212-1
S4	1178-0	1183-0	1208-2

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	3.3%	16-0	1.3%	45%	False	False	1,294
10	1339-0	1198-0	141-0	11.6%	23-6	2.0%	13%	False	False	1,278
20	1396-0	1198-0	198-0	16.3%	23-4	1.9%	9%	False	False	1,204
40	1450-0	1198-0	252-0	20.7%	23-1	1.9%	7%	False	False	1,234

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1288-4
2.618	1265-5
1.618	1251-5
1.000	1243-0
0.618	1237-5
HIGH	1229-0
0.618	1223-5
0.500	1222-0
0.382	1220-3
LOW	1215-0
0.618	1206-3
1.000	1201-0
1.618	1192-3
2.618	1178-3
4.250	1155-4

Fisher Pivots for day following 15-Sep-2008
Pivot	1 day	3 day
R1	1222-0	1225-4
PP	1220-0	1222-3
S1	1218-0	1219-1

Download as Excel Spreadsheet

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

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