CME Pit-Traded Soybean Future July 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	1130-0	1099-0	-31-0	-2.7%	1231-0
High	1130-0	1116-0	-14-0	-1.2%	1262-0
Low	1098-0	1097-0	-1-0	-0.1%	1213-0
Close	1099-0	1106-2	7-2	0.7%	1217-2
Range	32-0	19-0	-13-0	-40.6%	49-0
ATR	38-3	37-0	-1-3	-3.6%	0-0
Volume	3,868	7,708	3,840	99.3%	11,316

Daily Pivots for day following 01-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1163-3	1153-7	1116-6
R3	1144-3	1134-7	1111-4
R2	1125-3	1125-3	1109-6
R1	1115-7	1115-7	1108-0	1120-5
PP	1106-3	1106-3	1106-3	1108-6
S1	1096-7	1096-7	1104-4	1101-5
S2	1087-3	1087-3	1102-6
S3	1068-3	1077-7	1101-0
S4	1049-3	1058-7	1095-6

Weekly Pivots for week ending 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1377-6	1346-4	1244-2
R3	1328-6	1297-4	1230-6
R2	1279-6	1279-6	1226-2
R1	1248-4	1248-4	1221-6	1239-5
PP	1230-6	1230-6	1230-6	1226-2
S1	1199-4	1199-4	1212-6	1190-5
S2	1181-6	1181-6	1208-2
S3	1132-6	1150-4	1203-6
S4	1083-6	1101-4	1190-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1250-0	1097-0	153-0	13.8%	22-1	2.0%	6%	False	True	3,534
10	1262-0	1097-0	165-0	14.9%	23-6	2.1%	6%	False	True	2,988
20	1296-0	1097-0	199-0	18.0%	26-2	2.4%	5%	False	True	2,371

Crabel Price Patterns
NR	True
NR4	False
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	1-2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1196-6
2.618	1165-6
1.618	1146-6
1.000	1135-0
0.618	1127-6
HIGH	1116-0
0.618	1108-6
0.500	1106-4
0.382	1104-2
LOW	1097-0
0.618	1085-2
1.000	1078-0
1.618	1066-2
2.618	1047-2
4.250	1016-2

Fisher Pivots for day following 01-Oct-2008
Pivot	1 day	3 day
R1	1106-4	1132-4
PP	1106-3	1123-6
S1	1106-3	1115-0

Download as Excel Spreadsheet

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

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