CME Pit-Traded Soybean Future July 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	1099-0	1089-0	-10-0	-0.9%	1231-0
High	1116-0	1089-0	-27-0	-2.4%	1262-0
Low	1097-0	1050-0	-47-0	-4.3%	1213-0
Close	1106-2	1055-0	-51-2	-4.6%	1217-2
Range	19-0	39-0	20-0	105.3%	49-0
ATR	37-0	38-3	1-3	3.7%	0-0
Volume	7,708	6,810	-898	-11.7%	11,316

Daily Pivots for day following 02-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1181-5	1157-3	1076-4
R3	1142-5	1118-3	1065-6
R2	1103-5	1103-5	1062-1
R1	1079-3	1079-3	1058-5	1072-0
PP	1064-5	1064-5	1064-5	1061-0
S1	1040-3	1040-3	1051-3	1033-0
S2	1025-5	1025-5	1047-7
S3	986-5	1001-3	1044-2
S4	947-5	962-3	1033-4

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	1229-0	1050-0	179-0	17.0%	25-3	2.4%	3%	False	True	4,570
10	1262-0	1050-0	212-0	20.1%	25-1	2.4%	2%	False	True	3,429
20	1262-0	1050-0	212-0	20.1%	27-4	2.6%	2%	False	True	2,607

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	1-2
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1254-6
2.618	1191-1
1.618	1152-1
1.000	1128-0
0.618	1113-1
HIGH	1089-0
0.618	1074-1
0.500	1069-4
0.382	1064-7
LOW	1050-0
0.618	1025-7
1.000	1011-0
1.618	986-7
2.618	947-7
4.250	884-2

Fisher Pivots for day following 02-Oct-2008
Pivot	1 day	3 day
R1	1069-4	1090-0
PP	1064-5	1078-3
S1	1059-7	1066-5

Download as Excel Spreadsheet

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

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