CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 18-Sep-2008

Day Change Summary
	Previous	Current
	17-Sep-2008	18-Sep-2008	Change	Change %	Previous Week
Open	1173-0	1169-0	-4-0	-0.3%	1218-0
High	1173-0	1169-0	-4-0	-0.3%	1238-0
Low	1173-0	1147-0	-26-0	-2.2%	1198-0
Close	1173-0	1150-2	-22-6	-1.9%	1240-0
Range	0-0	22-0	22-0		40-0
ATR	34-3	33-6	-0-5	-1.7%	0-0
Volume	1,030	1,572	542	52.6%	7,236

Daily Pivots for day following 18-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1221-3	1207-7	1162-3
R3	1199-3	1185-7	1156-2
R2	1177-3	1177-3	1154-2
R1	1163-7	1163-7	1152-2	1159-5
PP	1155-3	1155-3	1155-3	1153-2
S1	1141-7	1141-7	1148-2	1137-5
S2	1133-3	1133-3	1146-2
S3	1111-3	1119-7	1144-2
S4	1089-3	1097-7	1138-1

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	1147-0	91-0	7.9%	17-2	1.5%	4%	False	True	1,290
10	1246-0	1147-0	99-0	8.6%	20-0	1.7%	3%	False	True	1,235
20	1396-0	1147-0	249-0	21.6%	19-6	1.7%	1%	False	True	1,220
40	1450-0	1147-0	303-0	26.3%	23-1	2.0%	1%	False	True	1,220

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	0-4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1262-4
2.618	1226-5
1.618	1204-5
1.000	1191-0
0.618	1182-5
HIGH	1169-0
0.618	1160-5
0.500	1158-0
0.382	1155-3
LOW	1147-0
0.618	1133-3
1.000	1125-0
1.618	1111-3
2.618	1089-3
4.250	1053-4

Fisher Pivots for day following 18-Sep-2008
Pivot	1 day	3 day
R1	1158-0	1171-0
PP	1155-3	1164-1
S1	1152-7	1157-1

Download as Excel Spreadsheet

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

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