CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 1092-0 1042-0 -50-0 -4.6% 1247-0
High 1107-0 1052-0 -55-0 -5.0% 1247-0
Low 1092-0 1042-0 -50-0 -4.6% 1203-0
Close 1097-0 1047-0 -50-0 -4.6% 1207-0
Range 15-0 10-0 -5-0 -33.3% 44-0
ATR 35-1 36-4 1-3 4.1% 0-0
Volume 2,258 3,497 1,239 54.9% 7,416
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 1077-0 1072-0 1052-4
R3 1067-0 1062-0 1049-6
R2 1057-0 1057-0 1048-7
R1 1052-0 1052-0 1047-7 1054-4
PP 1047-0 1047-0 1047-0 1048-2
S1 1042-0 1042-0 1046-1 1044-4
S2 1037-0 1037-0 1045-1
S3 1027-0 1032-0 1044-2
S4 1017-0 1022-0 1041-4
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 1213-0 1042-0 171-0 16.3% 19-2 1.8% 3% False True 1,996
10 1247-0 1042-0 205-0 19.6% 16-6 1.6% 2% False True 1,948
20 1247-0 1042-0 205-0 19.6% 18-3 1.8% 2% False True 1,591
40 1396-0 1042-0 354-0 33.8% 21-5 2.1% 1% False True 1,388
60 1628-0 1042-0 586-0 56.0% 23-4 2.2% 1% False True 1,340
Crabel Price Patterns
NR True
NR4 True
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 1-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1094-4
2.618 1078-1
1.618 1068-1
1.000 1062-0
0.618 1058-1
HIGH 1052-0
0.618 1048-1
0.500 1047-0
0.382 1045-7
LOW 1042-0
0.618 1035-7
1.000 1032-0
1.618 1025-7
2.618 1015-7
4.250 999-4
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 1047-0 1082-0
PP 1047-0 1070-3
S1 1047-0 1058-5

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

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