CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 09-Oct-2008

Day Change Summary
	Previous	Current
	08-Oct-2008	09-Oct-2008	Change	Change %	Previous Week
Open	985-0	1033-0	48-0	4.9%	1166-0
High	1015-0	1035-0	20-0	2.0%	1168-0
Low	974-0	1015-0	41-0	4.2%	1044-0
Close	1011-0	1027-4	16-4	1.6%	1041-0
Range	41-0	20-0	-21-0	-51.2%	124-0
ATR	38-5	37-5	-1-0	-2.7%	0-0
Volume	6,756	6,854	98	1.5%	32,294

Daily Pivots for day following 09-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1085-7	1076-5	1038-4
R3	1065-7	1056-5	1033-0
R2	1045-7	1045-7	1031-1
R1	1036-5	1036-5	1029-3	1031-2
PP	1025-7	1025-7	1025-7	1023-1
S1	1016-5	1016-5	1025-5	1011-2
S2	1005-7	1005-7	1023-7
S3	985-7	996-5	1022-0
S4	965-7	976-5	1016-4

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	1069-0	971-0	98-0	9.5%	25-0	2.4%	58%	False	False	7,487
10	1229-0	971-0	258-0	25.1%	25-1	2.5%	22%	False	False	6,029
20	1262-0	971-0	291-0	28.3%	27-6	2.7%	19%	False	False	4,140

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	3-3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1120-0
2.618	1087-3
1.618	1067-3
1.000	1055-0
0.618	1047-3
HIGH	1035-0
0.618	1027-3
0.500	1025-0
0.382	1022-5
LOW	1015-0
0.618	1002-5
1.000	995-0
1.618	982-5
2.618	962-5
4.250	930-0

Fisher Pivots for day following 09-Oct-2008
Pivot	1 day	3 day
R1	1026-5	1019-3
PP	1025-7	1011-1
S1	1025-0	1003-0

Download as Excel Spreadsheet

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

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