CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 19-Sep-2008

Day Change Summary
	Previous	Current
	18-Sep-2008	19-Sep-2008	Change	Change %	Previous Week
Open	1169-0	1177-0	8-0	0.7%	1229-0
High	1169-0	1187-0	18-0	1.5%	1229-0
Low	1147-0	1170-0	23-0	2.0%	1147-0
Close	1150-2	1182-0	31-6	2.8%	1182-0
Range	22-0	17-0	-5-0	-22.7%	82-0
ATR	33-6	34-0	0-2	0.6%	0-0
Volume	1,572	3,034	1,462	93.0%	7,395

Daily Pivots for day following 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1230-5	1223-3	1191-3
R3	1213-5	1206-3	1186-5
R2	1196-5	1196-5	1185-1
R1	1189-3	1189-3	1183-4	1193-0
PP	1179-5	1179-5	1179-5	1181-4
S1	1172-3	1172-3	1180-4	1176-0
S2	1162-5	1162-5	1178-7
S3	1145-5	1155-3	1177-3
S4	1128-5	1138-3	1172-5

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1432-0	1389-0	1227-1
R3	1350-0	1307-0	1204-4
R2	1268-0	1268-0	1197-0
R1	1225-0	1225-0	1189-4	1205-4
PP	1186-0	1186-0	1186-0	1176-2
S1	1143-0	1143-0	1174-4	1123-4
S2	1104-0	1104-0	1167-0
S3	1022-0	1061-0	1159-4
S4	940-0	979-0	1136-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1229-0	1147-0	82-0	6.9%	19-5	1.7%	43%	False	False	1,479
10	1238-0	1147-0	91-0	7.7%	18-1	1.5%	38%	False	False	1,463
20	1396-0	1147-0	249-0	21.1%	19-3	1.6%	14%	False	False	1,315
40	1450-0	1147-0	303-0	25.6%	22-7	1.9%	12%	False	False	1,276

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	False
Stretch	1-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1259-2
2.618	1231-4
1.618	1214-4
1.000	1204-0
0.618	1197-4
HIGH	1187-0
0.618	1180-4
0.500	1178-4
0.382	1176-4
LOW	1170-0
0.618	1159-4
1.000	1153-0
1.618	1142-4
2.618	1125-4
4.250	1097-6

Fisher Pivots for day following 19-Sep-2008
Pivot	1 day	3 day
R1	1180-7	1177-0
PP	1179-5	1172-0
S1	1178-4	1167-0

Download as Excel Spreadsheet

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

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