CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 1435-0 1368-0 -67-0 -4.7% 1435-0
High 1436-0 1368-0 -68-0 -4.7% 1445-0
Low 1397-0 1328-0 -69-0 -4.9% 1387-0
Close 1398-0 1328-0 -70-0 -5.0% 1398-0
Range 39-0 40-0 1-0 2.6% 58-0
ATR 38-3 40-5 2-2 5.9% 0-0
Volume 5,619 1,511 -4,108 -73.1% 12,040
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 1461-3 1434-5 1350-0
R3 1421-3 1394-5 1339-0
R2 1381-3 1381-3 1335-3
R1 1354-5 1354-5 1331-5 1348-0
PP 1341-3 1341-3 1341-3 1338-0
S1 1314-5 1314-5 1324-3 1308-0
S2 1301-3 1301-3 1320-5
S3 1261-3 1274-5 1317-0
S4 1221-3 1234-5 1306-0
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 1584-0 1549-0 1429-7
R3 1526-0 1491-0 1414-0
R2 1468-0 1468-0 1408-5
R1 1433-0 1433-0 1403-3 1421-4
PP 1410-0 1410-0 1410-0 1404-2
S1 1375-0 1375-0 1392-5 1363-4
S2 1352-0 1352-0 1387-3
S3 1294-0 1317-0 1382-0
S4 1236-0 1259-0 1366-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1445-0 1328-0 117-0 8.8% 26-3 2.0% 0% False True 2,514
10 1446-0 1328-0 118-0 8.9% 27-1 2.0% 0% False True 2,150
20 1640-0 1328-0 312-0 23.5% 35-0 2.6% 0% False True 1,681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1538-0
2.618 1472-6
1.618 1432-6
1.000 1408-0
0.618 1392-6
HIGH 1368-0
0.618 1352-6
0.500 1348-0
0.382 1343-2
LOW 1328-0
0.618 1303-2
1.000 1288-0
1.618 1263-2
2.618 1223-2
4.250 1158-0
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 1348-0 1386-4
PP 1341-3 1367-0
S1 1334-5 1347-4

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

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