CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 1394-0 1437-0 43-0 3.1% 1459-0
High 1425-0 1437-0 12-0 0.8% 1463-0
Low 1387-0 1437-0 50-0 3.6% 1390-0
Close 1422-4 1437-4 15-0 1.1% 1418-2
Range 38-0 0-0 -38-0 -100.0% 73-0
ATR 42-1 40-1 -2-0 -4.7% 0-0
Volume 472 2,578 2,106 446.2% 9,485
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 1437-1 1437-3 1437-4
R3 1437-1 1437-3 1437-4
R2 1437-1 1437-1 1437-4
R1 1437-3 1437-3 1437-4 1437-2
PP 1437-1 1437-1 1437-1 1437-1
S1 1437-3 1437-3 1437-4 1437-2
S2 1437-1 1437-1 1437-4
S3 1437-1 1437-3 1437-4
S4 1437-1 1437-3 1437-4
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 1642-6 1603-4 1458-3
R3 1569-6 1530-4 1438-3
R2 1496-6 1496-6 1431-5
R1 1457-4 1457-4 1425-0 1440-5
PP 1423-6 1423-6 1423-6 1415-2
S1 1384-4 1384-4 1411-4 1367-5
S2 1350-6 1350-6 1404-7
S3 1277-6 1311-4 1398-1
S4 1204-6 1238-4 1378-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1437-0 1387-0 50-0 3.5% 21-2 1.5% 101% True False 1,655
10 1573-0 1387-0 186-0 12.9% 32-2 2.2% 27% False False 1,558
20 1651-0 1387-0 264-0 18.4% 34-6 2.4% 19% False False 1,457
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 3-4
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1437-0
2.618 1437-0
1.618 1437-0
1.000 1437-0
0.618 1437-0
HIGH 1437-0
0.618 1437-0
0.500 1437-0
0.382 1437-0
LOW 1437-0
0.618 1437-0
1.000 1437-0
1.618 1437-0
2.618 1437-0
4.250 1437-0
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 1437-3 1429-0
PP 1437-1 1420-4
S1 1437-0 1412-0

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

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