CME Pit-Traded Soybean Future May 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 1280-0 1246-0 -34-0 -2.7% 1296-0
High 1286-0 1246-0 -40-0 -3.1% 1339-0
Low 1274-0 1210-0 -64-0 -5.0% 1210-0
Close 1272-4 1215-4 -57-0 -4.5% 1215-4
Range 12-0 36-0 24-0 200.0% 129-0
ATR 38-5 40-2 1-6 4.4% 0-0
Volume 1,619 755 -864 -53.4% 4,593
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1331-7 1309-5 1235-2
R3 1295-7 1273-5 1225-3
R2 1259-7 1259-7 1222-1
R1 1237-5 1237-5 1218-6 1230-6
PP 1223-7 1223-7 1223-7 1220-3
S1 1201-5 1201-5 1212-2 1194-6
S2 1187-7 1187-7 1208-7
S3 1151-7 1165-5 1205-5
S4 1115-7 1129-5 1195-6
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1641-7 1557-5 1286-4
R3 1512-7 1428-5 1251-0
R2 1383-7 1383-7 1239-1
R1 1299-5 1299-5 1227-3 1277-2
PP 1254-7 1254-7 1254-7 1243-5
S1 1170-5 1170-5 1203-5 1148-2
S2 1125-7 1125-7 1191-7
S3 996-7 1041-5 1180-0
S4 867-7 912-5 1144-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1373-0 1210-0 163-0 13.4% 31-0 2.6% 3% False True 1,092
10 1396-0 1210-0 186-0 15.3% 20-6 1.7% 3% False True 1,167
20 1396-0 1210-0 186-0 15.3% 25-3 2.1% 3% False True 1,127
40 1628-0 1210-0 418-0 34.4% 26-4 2.2% 1% False True 1,208
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 1-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1399-0
2.618 1340-2
1.618 1304-2
1.000 1282-0
0.618 1268-2
HIGH 1246-0
0.618 1232-2
0.500 1228-0
0.382 1223-6
LOW 1210-0
0.618 1187-6
1.000 1174-0
1.618 1151-6
2.618 1115-6
4.250 1057-0
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 1228-0 1265-0
PP 1223-7 1248-4
S1 1219-5 1232-0

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

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