CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 1215-0 1215-0 0-0 0.0% 1368-0
High 1233-0 1230-0 -3-0 -0.2% 1368-0
Low 1215-0 1215-0 0-0 0.0% 1215-0
Close 1214-0 1228-2 14-2 1.2% 1214-0
Range 18-0 15-0 -3-0 -16.7% 153-0
ATR 42-6 40-7 -1-7 -4.5% 0-0
Volume 4,512 2,872 -1,640 -36.3% 14,910
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 1269-3 1263-7 1236-4
R3 1254-3 1248-7 1232-3
R2 1239-3 1239-3 1231-0
R1 1233-7 1233-7 1229-5 1236-5
PP 1224-3 1224-3 1224-3 1225-6
S1 1218-7 1218-7 1226-7 1221-5
S2 1209-3 1209-3 1225-4
S3 1194-3 1203-7 1224-1
S4 1179-3 1188-7 1220-0
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 1724-5 1622-3 1298-1
R3 1571-5 1469-3 1256-1
R2 1418-5 1418-5 1242-0
R1 1316-3 1316-3 1228-0 1291-0
PP 1265-5 1265-5 1265-5 1253-0
S1 1163-3 1163-3 1200-0 1138-0
S2 1112-5 1112-5 1186-0
S3 959-5 1010-3 1171-7
S4 806-5 857-3 1129-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1335-0 1215-0 120-0 9.8% 32-5 2.7% 11% False True 3,254
10 1445-0 1215-0 230-0 18.7% 29-4 2.4% 6% False True 2,884
20 1596-0 1215-0 381-0 31.0% 34-4 2.8% 3% False True 2,226
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 1-5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1293-6
2.618 1269-2
1.618 1254-2
1.000 1245-0
0.618 1239-2
HIGH 1230-0
0.618 1224-2
0.500 1222-4
0.382 1220-6
LOW 1215-0
0.618 1205-6
1.000 1200-0
1.618 1190-6
2.618 1175-6
4.250 1151-2
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 1226-3 1249-0
PP 1224-3 1242-1
S1 1222-4 1235-1

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

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