CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 1274-0 1233-4 -40-4 -3.2% 1289-4
High 1288-0 1238-0 -50-0 -3.9% 1330-0
Low 1263-0 1198-0 -65-0 -5.1% 1198-0
Close 1264-4 1206-6 -57-6 -4.6% 1206-6
Range 25-0 40-0 15-0 60.0% 132-0
ATR 41-0 42-7 1-7 4.4% 0-0
Volume 3,408 1,673 -1,735 -50.9% 9,282
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1334-2 1310-4 1228-6
R3 1294-2 1270-4 1217-6
R2 1254-2 1254-2 1214-1
R1 1230-4 1230-4 1210-3 1222-3
PP 1214-2 1214-2 1214-2 1210-2
S1 1190-4 1190-4 1203-1 1182-3
S2 1174-2 1174-2 1199-3
S3 1134-2 1150-4 1195-6
S4 1094-2 1110-4 1184-6
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1640-7 1555-7 1279-3
R3 1508-7 1423-7 1243-0
R2 1376-7 1376-7 1231-0
R1 1291-7 1291-7 1218-7 1268-3
PP 1244-7 1244-7 1244-7 1233-2
S1 1159-7 1159-7 1194-5 1136-3
S2 1112-7 1112-7 1182-4
S3 980-7 1027-7 1170-4
S4 848-7 895-7 1134-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1365-0 1198-0 167-0 13.8% 33-4 2.8% 5% False True 2,241
10 1397-0 1198-0 199-0 16.5% 28-2 2.3% 4% False True 2,331
20 1397-0 1198-0 199-0 16.5% 30-2 2.5% 4% False True 2,459
40 1640-0 1198-0 442-0 36.6% 33-3 2.8% 2% False True 2,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1408-0
2.618 1342-6
1.618 1302-6
1.000 1278-0
0.618 1262-6
HIGH 1238-0
0.618 1222-6
0.500 1218-0
0.382 1213-2
LOW 1198-0
0.618 1173-2
1.000 1158-0
1.618 1133-2
2.618 1093-2
4.250 1028-0
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 1218-0 1255-0
PP 1214-2 1238-7
S1 1210-4 1222-7

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

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