CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 1369-0 1397-0 28-0 2.0% 1288-0
High 1377-0 1397-0 20-0 1.5% 1390-0
Low 1351-0 1373-0 22-0 1.6% 1285-0
Close 1358-2 1377-0 18-6 1.4% 1358-2
Range 26-0 24-0 -2-0 -7.7% 105-0
ATR 44-4 44-1 -0-3 -0.9% 0-0
Volume 3,067 1,781 -1,286 -41.9% 8,547
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 1454-3 1439-5 1390-2
R3 1430-3 1415-5 1383-5
R2 1406-3 1406-3 1381-3
R1 1391-5 1391-5 1379-2 1387-0
PP 1382-3 1382-3 1382-3 1380-0
S1 1367-5 1367-5 1374-6 1363-0
S2 1358-3 1358-3 1372-5
S3 1334-3 1343-5 1370-3
S4 1310-3 1319-5 1363-6
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 1397-0 1300-0 97-0 7.0% 32-3 2.4% 79% True False 1,717
10 1397-0 1229-0 168-0 12.2% 33-7 2.5% 88% True False 2,334
20 1445-0 1215-0 230-0 16.7% 31-6 2.3% 70% False False 2,609
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1499-0
2.618 1459-7
1.618 1435-7
1.000 1421-0
0.618 1411-7
HIGH 1397-0
0.618 1387-7
0.500 1385-0
0.382 1382-1
LOW 1373-0
0.618 1358-1
1.000 1349-0
1.618 1334-1
2.618 1310-1
4.250 1271-0
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 1385-0 1376-0
PP 1382-3 1375-0
S1 1379-5 1374-0

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

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