CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 1391-0 1435-0 44-0 3.2% 1459-0
High 1427-0 1435-0 8-0 0.6% 1463-0
Low 1391-0 1420-0 29-0 2.1% 1390-0
Close 1418-2 1427-4 9-2 0.7% 1418-2
Range 36-0 15-0 -21-0 -58.3% 73-0
ATR 44-1 42-2 -2-0 -4.4% 0-0
Volume 2,310 980 -1,330 -57.6% 9,485
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 1472-4 1465-0 1435-6
R3 1457-4 1450-0 1431-5
R2 1442-4 1442-4 1430-2
R1 1435-0 1435-0 1428-7 1431-2
PP 1427-4 1427-4 1427-4 1425-5
S1 1420-0 1420-0 1426-1 1416-2
S2 1412-4 1412-4 1424-6
S3 1397-4 1405-0 1423-3
S4 1382-4 1390-0 1419-2
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 1642-6 1603-4 1458-3
R3 1569-6 1530-4 1438-3
R2 1496-6 1496-6 1431-5
R1 1457-4 1457-4 1425-0 1440-5
PP 1423-6 1423-6 1423-6 1415-2
S1 1384-4 1384-4 1411-4 1367-5
S2 1350-6 1350-6 1404-7
S3 1277-6 1311-4 1398-1
S4 1204-6 1238-4 1378-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1446-0 1390-0 56-0 3.9% 27-6 1.9% 67% False False 1,786
10 1596-0 1390-0 206-0 14.4% 39-4 2.8% 18% False False 1,568
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3-7
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1498-6
2.618 1474-2
1.618 1459-2
1.000 1450-0
0.618 1444-2
HIGH 1435-0
0.618 1429-2
0.500 1427-4
0.382 1425-6
LOW 1420-0
0.618 1410-6
1.000 1405-0
1.618 1395-6
2.618 1380-6
4.250 1356-2
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 1427-4 1422-4
PP 1427-4 1417-4
S1 1427-4 1412-4

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

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