CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 1161-0 1120-0 -41-0 -3.5% 1247-0
High 1161-0 1122-0 -39-0 -3.4% 1247-0
Low 1137-0 1085-0 -52-0 -4.6% 1203-0
Close 1137-0 1089-6 -47-2 -4.2% 1207-0
Range 24-0 37-0 13-0 54.2% 44-0
ATR 35-2 36-4 1-2 3.4% 0-0
Volume 1,359 1,918 559 41.1% 7,416
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 1209-7 1186-7 1110-1
R3 1172-7 1149-7 1099-7
R2 1135-7 1135-7 1096-4
R1 1112-7 1112-7 1093-1 1105-7
PP 1098-7 1098-7 1098-7 1095-4
S1 1075-7 1075-7 1086-3 1068-7
S2 1061-7 1061-7 1083-0
S3 1024-7 1038-7 1079-5
S4 987-7 1001-7 1069-3
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 1085-0 160-0 14.7% 21-3 2.0% 3% False True 1,627
10 1247-0 1085-0 162-0 14.9% 16-4 1.5% 3% False True 1,632
20 1320-0 1085-0 235-0 21.6% 20-2 1.9% 2% False True 1,469
40 1396-0 1085-0 311-0 28.5% 23-5 2.2% 2% False True 1,313
60 1628-0 1085-0 543-0 49.8% 24-2 2.2% 1% False True 1,267
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 1-6
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1279-2
2.618 1218-7
1.618 1181-7
1.000 1159-0
0.618 1144-7
HIGH 1122-0
0.618 1107-7
0.500 1103-4
0.382 1099-1
LOW 1085-0
0.618 1062-1
1.000 1048-0
1.618 1025-1
2.618 988-1
4.250 927-6
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 1103-4 1149-0
PP 1098-7 1129-2
S1 1094-3 1109-4

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

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