CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 06-Oct-2008

Day Change Summary
	Previous	Current
	03-Oct-2008	06-Oct-2008	Change	Change %	Previous Week
Open	1053-0	971-0	-82-0	-7.8%	1166-0
High	1069-0	988-0	-81-0	-7.6%	1168-0
Low	1044-0	971-0	-73-0	-7.0%	1044-0
Close	1041-0	971-0	-70-0	-6.7%	1041-0
Range	25-0	17-0	-8-0	-32.0%	124-0
ATR	37-3	39-6	2-3	6.2%	0-0
Volume	11,402	7,898	-3,504	-30.7%	32,294

Daily Pivots for day following 06-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1027-5	1016-3	980-3
R3	1010-5	999-3	975-5
R2	993-5	993-5	974-1
R1	982-3	982-3	972-4	979-4
PP	976-5	976-5	976-5	975-2
S1	965-3	965-3	969-4	962-4
S2	959-5	959-5	967-7
S3	942-5	948-3	966-3
S4	925-5	931-3	961-5

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	1130-0	971-0	159-0	16.4%	26-3	2.7%	0%	False	True	7,537
10	1255-0	971-0	284-0	29.2%	23-7	2.5%	0%	False	True	4,975
20	1262-0	971-0	291-0	30.0%	26-6	2.7%	0%	False	True	3,458

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	1060-2
2.618	1032-4
1.618	1015-4
1.000	1005-0
0.618	998-4
HIGH	988-0
0.618	981-4
0.500	979-4
0.382	977-4
LOW	971-0
0.618	960-4
1.000	954-0
1.618	943-4
2.618	926-4
4.250	898-6

Fisher Pivots for day following 06-Oct-2008
Pivot	1 day	3 day
R1	979-4	1030-0
PP	976-5	1010-3
S1	973-7	990-5

Download as Excel Spreadsheet

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

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