CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 1312-0 1274-0 -38-0 -2.9% 1397-0
High 1312-0 1288-0 -24-0 -1.8% 1397-0
Low 1263-0 1263-0 0-0 0.0% 1342-0
Close 1280-6 1264-4 -16-2 -1.3% 1353-6
Range 49-0 25-0 -24-0 -49.0% 55-0
ATR 42-2 41-0 -1-2 -2.9% 0-0
Volume 3,320 3,408 88 2.7% 10,968
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 1346-7 1330-5 1278-2
R3 1321-7 1305-5 1271-3
R2 1296-7 1296-7 1269-1
R1 1280-5 1280-5 1266-6 1276-2
PP 1271-7 1271-7 1271-7 1269-5
S1 1255-5 1255-5 1262-2 1251-2
S2 1246-7 1246-7 1259-7
S3 1221-7 1230-5 1257-5
S4 1196-7 1205-5 1250-6
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1529-2 1496-4 1384-0
R3 1474-2 1441-4 1368-7
R2 1419-2 1419-2 1363-7
R1 1386-4 1386-4 1358-6 1375-3
PP 1364-2 1364-2 1364-2 1358-6
S1 1331-4 1331-4 1348-6 1320-3
S2 1309-2 1309-2 1343-5
S3 1254-2 1276-4 1338-5
S4 1199-2 1221-4 1323-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1365-0 1263-0 102-0 8.1% 29-4 2.3% 1% False True 2,667
10 1397-0 1263-0 134-0 10.6% 27-4 2.2% 1% False True 2,328
20 1397-0 1215-0 182-0 14.4% 29-2 2.3% 27% False False 2,536
40 1640-0 1215-0 425-0 33.6% 33-0 2.6% 12% False False 2,208
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 4-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1394-2
2.618 1353-4
1.618 1328-4
1.000 1313-0
0.618 1303-4
HIGH 1288-0
0.618 1278-4
0.500 1275-4
0.382 1272-4
LOW 1263-0
0.618 1247-4
1.000 1238-0
1.618 1222-4
2.618 1197-4
4.250 1156-6
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 1275-4 1296-4
PP 1271-7 1285-7
S1 1268-1 1275-1

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

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