CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 1357-0 1369-0 12-0 0.9% 1288-0
High 1390-0 1377-0 -13-0 -0.9% 1390-0
Low 1357-0 1351-0 -6-0 -0.4% 1285-0
Close 1379-0 1358-2 -20-6 -1.5% 1358-2
Range 33-0 26-0 -7-0 -21.2% 105-0
ATR 45-6 44-4 -1-2 -2.8% 0-0
Volume 1,639 3,067 1,428 87.1% 8,547
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1440-1 1425-1 1372-4
R3 1414-1 1399-1 1365-3
R2 1388-1 1388-1 1363-0
R1 1373-1 1373-1 1360-5 1367-5
PP 1362-1 1362-1 1362-1 1359-2
S1 1347-1 1347-1 1355-7 1341-5
S2 1336-1 1336-1 1353-4
S3 1310-1 1321-1 1351-1
S4 1284-1 1295-1 1344-0
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1659-3 1613-7 1416-0
R3 1554-3 1508-7 1387-1
R2 1449-3 1449-3 1377-4
R1 1403-7 1403-7 1367-7 1426-5
PP 1344-3 1344-3 1344-3 1355-6
S1 1298-7 1298-7 1348-5 1321-5
S2 1239-3 1239-3 1339-0
S3 1134-3 1193-7 1329-3
S4 1029-3 1088-7 1300-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1390-0 1285-0 105-0 7.7% 35-1 2.6% 70% False False 1,709
10 1390-0 1215-0 175-0 12.9% 33-0 2.4% 82% False False 2,443
20 1445-0 1215-0 230-0 16.9% 31-2 2.3% 62% False False 2,569
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 3-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1487-4
2.618 1445-1
1.618 1419-1
1.000 1403-0
0.618 1393-1
HIGH 1377-0
0.618 1367-1
0.500 1364-0
0.382 1360-7
LOW 1351-0
0.618 1334-7
1.000 1325-0
1.618 1308-7
2.618 1282-7
4.250 1240-4
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 1364-0 1357-1
PP 1362-1 1356-1
S1 1360-1 1355-0

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

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