CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 24-Sep-2008

Day Change Summary
	Previous	Current
	23-Sep-2008	24-Sep-2008	Change	Change %	Previous Week
Open	1234-0	1242-0	8-0	0.6%	1229-0
High	1234-0	1245-0	11-0	0.9%	1229-0
Low	1215-0	1225-0	10-0	0.8%	1147-0
Close	1230-2	1229-4	-0-6	-0.1%	1182-0
Range	19-0	20-0	1-0	5.3%	82-0
ATR	35-7	34-6	-1-1	-3.2%	0-0
Volume	1,852	3,174	1,322	71.4%	7,395

Daily Pivots for day following 24-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1293-1	1281-3	1240-4
R3	1273-1	1261-3	1235-0
R2	1253-1	1253-1	1233-1
R1	1241-3	1241-3	1231-3	1237-2
PP	1233-1	1233-1	1233-1	1231-1
S1	1221-3	1221-3	1227-5	1217-2
S2	1213-1	1213-1	1225-7
S3	1193-1	1201-3	1224-0
S4	1173-1	1181-3	1218-4

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	8.1%	15-5	1.3%	83%	False	False	2,067
10	1247-0	1147-0	100-0	8.1%	14-2	1.2%	83%	False	False	1,634
20	1396-0	1147-0	249-0	20.3%	19-7	1.6%	33%	False	False	1,402
40	1450-0	1147-0	303-0	24.6%	22-5	1.8%	27%	False	False	1,345

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1-4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1330-0
2.618	1297-3
1.618	1277-3
1.000	1265-0
0.618	1257-3
HIGH	1245-0
0.618	1237-3
0.500	1235-0
0.382	1232-5
LOW	1225-0
0.618	1212-5
1.000	1205-0
1.618	1192-5
2.618	1172-5
4.250	1140-0

Fisher Pivots for day following 24-Sep-2008
Pivot	1 day	3 day
R1	1235-0	1231-0
PP	1233-1	1230-4
S1	1231-3	1230-0

Download as Excel Spreadsheet

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

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