CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 1120-0 1092-0 -28-0 -2.5% 1247-0
High 1122-0 1107-0 -15-0 -1.3% 1247-0
Low 1085-0 1092-0 7-0 0.6% 1203-0
Close 1089-6 1097-0 7-2 0.7% 1207-0
Range 37-0 15-0 -22-0 -59.5% 44-0
ATR 36-4 35-1 -1-3 -3.8% 0-0
Volume 1,918 2,258 340 17.7% 7,416
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 1143-5 1135-3 1105-2
R3 1128-5 1120-3 1101-1
R2 1113-5 1113-5 1099-6
R1 1105-3 1105-3 1098-3 1109-4
PP 1098-5 1098-5 1098-5 1100-6
S1 1090-3 1090-3 1095-5 1094-4
S2 1083-5 1083-5 1094-2
S3 1068-5 1075-3 1092-7
S4 1053-5 1060-3 1088-6
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 1238-0 1085-0 153-0 13.9% 20-3 1.9% 8% False False 1,444
10 1247-0 1085-0 162-0 14.8% 18-0 1.6% 7% False False 1,755
20 1286-0 1085-0 201-0 18.3% 18-4 1.7% 6% False False 1,497
40 1396-0 1085-0 311-0 28.4% 23-1 2.1% 4% False False 1,334
60 1628-0 1085-0 543-0 49.5% 23-6 2.2% 2% False False 1,294
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1170-6
2.618 1146-2
1.618 1131-2
1.000 1122-0
0.618 1116-2
HIGH 1107-0
0.618 1101-2
0.500 1099-4
0.382 1097-6
LOW 1092-0
0.618 1082-6
1.000 1077-0
1.618 1067-6
2.618 1052-6
4.250 1028-2
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 1099-4 1123-0
PP 1098-5 1114-3
S1 1097-7 1105-5

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

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