CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 1215-0 1246-0 31-0 2.6% 1368-0
High 1230-0 1248-0 18-0 1.5% 1368-0
Low 1215-0 1229-0 14-0 1.2% 1215-0
Close 1228-2 1245-2 17-0 1.4% 1214-0
Range 15-0 19-0 4-0 26.7% 153-0
ATR 40-7 39-2 -1-4 -3.7% 0-0
Volume 2,872 2,548 -324 -11.3% 14,910
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 1297-6 1290-4 1255-6
R3 1278-6 1271-4 1250-4
R2 1259-6 1259-6 1248-6
R1 1252-4 1252-4 1247-0 1246-5
PP 1240-6 1240-6 1240-6 1237-6
S1 1233-4 1233-4 1243-4 1227-5
S2 1221-6 1221-6 1241-6
S3 1202-6 1214-4 1240-0
S4 1183-6 1195-4 1234-6
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 1305-0 1215-0 90-0 7.2% 28-3 2.3% 34% False False 3,153
10 1445-0 1215-0 230-0 18.5% 27-5 2.2% 13% False False 3,091
20 1580-0 1215-0 365-0 29.3% 32-6 2.6% 8% False False 2,260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1328-6
2.618 1297-6
1.618 1278-6
1.000 1267-0
0.618 1259-6
HIGH 1248-0
0.618 1240-6
0.500 1238-4
0.382 1236-2
LOW 1229-0
0.618 1217-2
1.000 1210-0
1.618 1198-2
2.618 1179-2
4.250 1148-2
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 1243-0 1240-5
PP 1240-6 1236-1
S1 1238-4 1231-4

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

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