CME Pit-Traded Soybean Future May 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 1320-0 1280-0 -40-0 -3.0% 1392-0
High 1320-0 1286-0 -34-0 -2.6% 1396-0
Low 1270-0 1274-0 4-0 0.3% 1350-0
Close 1288-4 1272-4 -16-0 -1.2% 1362-0
Range 50-0 12-0 -38-0 -76.0% 46-0
ATR 40-3 38-5 -1-7 -4.6% 0-0
Volume 1,696 1,619 -77 -4.5% 4,610
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 1313-4 1305-0 1279-1
R3 1301-4 1293-0 1275-6
R2 1289-4 1289-4 1274-6
R1 1281-0 1281-0 1273-5 1279-2
PP 1277-4 1277-4 1277-4 1276-5
S1 1269-0 1269-0 1271-3 1267-2
S2 1265-4 1265-4 1270-2
S3 1253-4 1257-0 1269-2
S4 1241-4 1245-0 1265-7
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1507-3 1480-5 1387-2
R3 1461-3 1434-5 1374-5
R2 1415-3 1415-3 1370-3
R1 1388-5 1388-5 1366-2 1379-0
PP 1369-3 1369-3 1369-3 1364-4
S1 1342-5 1342-5 1357-6 1333-0
S2 1323-3 1323-3 1353-5
S3 1277-3 1296-5 1349-3
S4 1231-3 1250-5 1336-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1373-0 1270-0 103-0 8.1% 24-6 1.9% 2% False False 1,274
10 1396-0 1270-0 126-0 9.9% 19-5 1.5% 2% False False 1,206
20 1396-0 1226-0 170-0 13.4% 24-6 1.9% 27% False False 1,185
40 1628-0 1226-0 402-0 31.6% 26-1 2.1% 12% False False 1,215
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 1-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1337-0
2.618 1317-3
1.618 1305-3
1.000 1298-0
0.618 1293-3
HIGH 1286-0
0.618 1281-3
0.500 1280-0
0.382 1278-5
LOW 1274-0
0.618 1266-5
1.000 1262-0
1.618 1254-5
2.618 1242-5
4.250 1223-0
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 1280-0 1304-4
PP 1277-4 1293-7
S1 1275-0 1283-1

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

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