CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 1305-0 1331-0 26-0 2.0% 1215-0
High 1368-0 1331-0 -37-0 -2.7% 1315-2
Low 1300-0 1320-0 20-0 1.5% 1215-0
Close 1308-4 1330-4 22-0 1.7% 1252-4
Range 68-0 11-0 -57-0 -83.8% 100-2
ATR 46-4 44-6 -1-6 -3.7% 0-0
Volume 1,003 1,098 95 9.5% 15,886
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 1360-1 1356-3 1336-4
R3 1349-1 1345-3 1333-4
R2 1338-1 1338-1 1332-4
R1 1334-3 1334-3 1331-4 1330-6
PP 1327-1 1327-1 1327-1 1325-3
S1 1323-3 1323-3 1329-4 1319-6
S2 1316-1 1316-1 1328-4
S3 1305-1 1312-3 1327-4
S4 1294-1 1301-3 1324-4
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 1368-0 1242-0 126-0 9.5% 35-7 2.7% 70% False False 2,192
10 1368-0 1215-0 153-0 11.5% 30-7 2.3% 75% False False 2,745
20 1445-0 1215-0 230-0 17.3% 31-0 2.3% 50% False False 2,546
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-3
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1377-6
2.618 1359-6
1.618 1348-6
1.000 1342-0
0.618 1337-6
HIGH 1331-0
0.618 1326-6
0.500 1325-4
0.382 1324-2
LOW 1320-0
0.618 1313-2
1.000 1309-0
1.618 1302-2
2.618 1291-2
4.250 1273-2
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 1328-7 1329-1
PP 1327-1 1327-7
S1 1325-4 1326-4

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

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