CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 1212-0 1161-0 -51-0 -4.2% 1247-0
High 1213-0 1161-0 -52-0 -4.3% 1247-0
Low 1203-0 1137-0 -66-0 -5.5% 1203-0
Close 1207-0 1137-0 -70-0 -5.8% 1207-0
Range 10-0 24-0 14-0 140.0% 44-0
ATR 32-5 35-2 2-5 8.2% 0-0
Volume 948 1,359 411 43.4% 7,416
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 1217-0 1201-0 1150-2
R3 1193-0 1177-0 1143-5
R2 1169-0 1169-0 1141-3
R1 1153-0 1153-0 1139-2 1149-0
PP 1145-0 1145-0 1145-0 1143-0
S1 1129-0 1129-0 1134-6 1125-0
S2 1121-0 1121-0 1132-5
S3 1097-0 1105-0 1130-3
S4 1073-0 1081-0 1123-6
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1351-0 1323-0 1231-2
R3 1307-0 1279-0 1219-1
R2 1263-0 1263-0 1215-1
R1 1235-0 1235-0 1211-0 1227-0
PP 1219-0 1219-0 1219-0 1215-0
S1 1191-0 1191-0 1203-0 1183-0
S2 1175-0 1175-0 1198-7
S3 1131-0 1147-0 1194-7
S4 1087-0 1103-0 1182-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1245-0 1137-0 108-0 9.5% 17-6 1.6% 0% False True 1,614
10 1247-0 1137-0 110-0 9.7% 17-2 1.5% 0% False True 1,521
20 1339-0 1137-0 202-0 17.8% 20-4 1.8% 0% False True 1,399
40 1396-0 1137-0 259-0 22.8% 23-5 2.1% 0% False True 1,285
60 1628-0 1137-0 491-0 43.2% 24-0 2.1% 0% False True 1,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1263-0
2.618 1223-7
1.618 1199-7
1.000 1185-0
0.618 1175-7
HIGH 1161-0
0.618 1151-7
0.500 1149-0
0.382 1146-1
LOW 1137-0
0.618 1122-1
1.000 1113-0
1.618 1098-1
2.618 1074-1
4.250 1035-0
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 1149-0 1187-4
PP 1145-0 1170-5
S1 1141-0 1153-7

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

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