CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 10-Oct-2008

Day Change Summary
	Previous	Current
	09-Oct-2008	10-Oct-2008	Change	Change %	Previous Week
Open	1033-0	957-4	-75-4	-7.3%	971-0
High	1035-0	958-0	-77-0	-7.4%	1035-0
Low	1015-0	957-4	-57-4	-5.7%	957-4
Close	1027-4	957-4	-70-0	-6.8%	957-4
Range	20-0	0-4	-19-4	-97.5%	77-4
ATR	37-5	39-7	2-3	6.2%	0-0
Volume	6,854	5,026	-1,828	-26.7%	31,063

Daily Pivots for day following 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	959-1	958-7	957-6
R3	958-5	958-3	957-5
R2	958-1	958-1	957-5
R1	957-7	957-7	957-4	957-6
PP	957-5	957-5	957-5	957-5
S1	957-3	957-3	957-4	957-2
S2	957-1	957-1	957-3
S3	956-5	956-7	957-3
S4	956-1	956-3	957-2

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1215-7	1164-1	1000-1
R3	1138-3	1086-5	978-6
R2	1060-7	1060-7	971-6
R1	1009-1	1009-1	964-5	996-2
PP	983-3	983-3	983-3	976-7
S1	931-5	931-5	950-3	918-6
S2	905-7	905-7	943-2
S3	828-3	854-1	936-2
S4	750-7	776-5	914-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1035-0	957-4	77-4	8.1%	20-1	2.1%	0%	False	True	6,212
10	1168-0	957-4	210-4	22.0%	23-5	2.5%	0%	False	True	6,335
20	1262-0	957-4	304-4	31.8%	26-4	2.8%	0%	False	True	4,241

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 29 trading days

Fibonacci Retracements and Extensions
4.250	960-1
2.618	959-2
1.618	958-6
1.000	958-4
0.618	958-2
HIGH	958-0
0.618	957-6
0.500	957-6
0.382	957-6
LOW	957-4
0.618	957-2
1.000	957-0
1.618	956-6
2.618	956-2
4.250	955-3

Fisher Pivots for day following 10-Oct-2008
Pivot	1 day	3 day
R1	957-6	996-2
PP	957-5	983-3
S1	957-5	970-3

Download as Excel Spreadsheet

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

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