CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 1177-0 1247-0 70-0 5.9% 1229-0
High 1187-0 1247-0 60-0 5.1% 1229-0
Low 1170-0 1247-0 77-0 6.6% 1147-0
Close 1182-0 1247-0 65-0 5.5% 1182-0
Range 17-0 0-0 -17-0 -100.0% 82-0
ATR 34-0 36-2 2-2 6.5% 0-0
Volume 3,034 704 -2,330 -76.8% 7,395
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 1247-0 1247-0 1247-0
R3 1247-0 1247-0 1247-0
R2 1247-0 1247-0 1247-0
R1 1247-0 1247-0 1247-0 1247-0
PP 1247-0 1247-0 1247-0 1247-0
S1 1247-0 1247-0 1247-0 1247-0
S2 1247-0 1247-0 1247-0
S3 1247-0 1247-0 1247-0
S4 1247-0 1247-0 1247-0
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 1247-0 1147-0 100-0 8.0% 16-6 1.3% 100% True False 1,428
10 1247-0 1147-0 100-0 8.0% 16-3 1.3% 100% True False 1,361
20 1396-0 1147-0 249-0 20.0% 19-3 1.6% 40% False False 1,226
40 1450-0 1147-0 303-0 24.3% 22-7 1.8% 33% False False 1,255
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1247-0
2.618 1247-0
1.618 1247-0
1.000 1247-0
0.618 1247-0
HIGH 1247-0
0.618 1247-0
0.500 1247-0
0.382 1247-0
LOW 1247-0
0.618 1247-0
1.000 1247-0
1.618 1247-0
2.618 1247-0
4.250 1247-0
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 1247-0 1230-3
PP 1247-0 1213-5
S1 1247-0 1197-0

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

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