CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 1309-0 1260-0 -49-0 -3.7% 1215-0
High 1315-0 1270-0 -45-0 -3.4% 1315-2
Low 1280-0 1242-0 -38-0 -3.0% 1215-0
Close 1308-0 1252-4 -55-4 -4.2% 1252-4
Range 35-0 28-0 -7-0 -20.0% 100-2
ATR 41-0 42-7 1-6 4.3% 0-0
Volume 3,660 3,461 -199 -5.4% 15,886
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 1338-7 1323-5 1267-7
R3 1310-7 1295-5 1260-2
R2 1282-7 1282-7 1257-5
R1 1267-5 1267-5 1255-1 1261-2
PP 1254-7 1254-7 1254-7 1251-5
S1 1239-5 1239-5 1249-7 1233-2
S2 1226-7 1226-7 1247-3
S3 1198-7 1211-5 1244-6
S4 1170-7 1183-5 1237-1
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 1561-5 1507-3 1307-5
R3 1461-3 1407-1 1280-1
R2 1361-1 1361-1 1270-7
R1 1306-7 1306-7 1261-6 1334-0
PP 1260-7 1260-7 1260-7 1274-4
S1 1206-5 1206-5 1243-2 1233-6
S2 1160-5 1160-5 1234-1
S3 1060-3 1106-3 1224-7
S4 960-1 1006-1 1197-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1315-2 1215-0 100-2 8.0% 30-7 2.5% 37% False False 3,177
10 1368-0 1215-0 153-0 12.2% 34-2 2.7% 25% False False 3,079
20 1463-0 1215-0 248-0 19.8% 30-2 2.4% 15% False False 2,616
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1389-0
2.618 1343-2
1.618 1315-2
1.000 1298-0
0.618 1287-2
HIGH 1270-0
0.618 1259-2
0.500 1256-0
0.382 1252-6
LOW 1242-0
0.618 1224-6
1.000 1214-0
1.618 1196-6
2.618 1168-6
4.250 1123-0
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 1256-0 1278-5
PP 1254-7 1269-7
S1 1253-5 1261-2

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

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