CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 03-Oct-2008

Day Change Summary
	Previous	Current
	02-Oct-2008	03-Oct-2008	Change	Change %	Previous Week
Open	1089-0	1053-0	-36-0	-3.3%	1166-0
High	1089-0	1069-0	-20-0	-1.8%	1168-0
Low	1050-0	1044-0	-6-0	-0.6%	1044-0
Close	1055-0	1041-0	-14-0	-1.3%	1041-0
Range	39-0	25-0	-14-0	-35.9%	124-0
ATR	38-3	37-3	-1-0	-2.5%	0-0
Volume	6,810	11,402	4,592	67.4%	32,294

Daily Pivots for day following 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1126-3	1108-5	1054-6
R3	1101-3	1083-5	1047-7
R2	1076-3	1076-3	1045-5
R1	1058-5	1058-5	1043-2	1055-0
PP	1051-3	1051-3	1051-3	1049-4
S1	1033-5	1033-5	1038-6	1030-0
S2	1026-3	1026-3	1036-3
S3	1001-3	1008-5	1034-1
S4	976-3	983-5	1027-2

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1456-3	1372-5	1109-2
R3	1332-3	1248-5	1075-1
R2	1208-3	1208-3	1063-6
R1	1124-5	1124-5	1052-3	1104-4
PP	1084-3	1084-3	1084-3	1074-2
S1	1000-5	1000-5	1029-5	980-4
S2	960-3	960-3	1018-2
S3	836-3	876-5	1006-7
S4	712-3	752-5	972-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1168-0	1044-0	124-0	11.9%	27-1	2.6%	-2%	False	True	6,458
10	1262-0	1044-0	218-0	20.9%	25-2	2.4%	-1%	False	True	4,361
20	1262-0	1044-0	218-0	20.9%	26-7	2.6%	-1%	False	True	3,127

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	1-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1175-2
2.618	1134-4
1.618	1109-4
1.000	1094-0
0.618	1084-4
HIGH	1069-0
0.618	1059-4
0.500	1056-4
0.382	1053-4
LOW	1044-0
0.618	1028-4
1.000	1019-0
1.618	1003-4
2.618	978-4
4.250	937-6

Fisher Pivots for day following 03-Oct-2008
Pivot	1 day	3 day
R1	1056-4	1080-0
PP	1051-3	1067-0
S1	1046-1	1054-0

Download as Excel Spreadsheet

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

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