CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 1368-0 1295-0 -73-0 -5.3% 1435-0
High 1368-0 1335-0 -33-0 -2.4% 1445-0
Low 1328-0 1295-0 -33-0 -2.5% 1387-0
Close 1328-0 1302-6 -25-2 -1.9% 1398-0
Range 40-0 40-0 0-0 0.0% 58-0
ATR 40-5 40-5 0-0 -0.1% 0-0
Volume 1,511 3,050 1,539 101.9% 12,040
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 1430-7 1406-7 1324-6
R3 1390-7 1366-7 1313-6
R2 1350-7 1350-7 1310-1
R1 1326-7 1326-7 1306-3 1338-7
PP 1310-7 1310-7 1310-7 1317-0
S1 1286-7 1286-7 1299-1 1298-7
S2 1270-7 1270-7 1295-3
S3 1230-7 1246-7 1291-6
S4 1190-7 1206-7 1280-6
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 1584-0 1549-0 1429-7
R3 1526-0 1491-0 1414-0
R2 1468-0 1468-0 1408-5
R1 1433-0 1433-0 1403-3 1421-4
PP 1410-0 1410-0 1410-0 1404-2
S1 1375-0 1375-0 1392-5 1363-4
S2 1352-0 1352-0 1387-3
S3 1294-0 1317-0 1382-0
S4 1236-0 1259-0 1366-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1445-0 1295-0 150-0 11.5% 26-6 2.1% 5% False True 3,029
10 1445-0 1295-0 150-0 11.5% 28-3 2.2% 5% False True 2,222
20 1640-0 1295-0 345-0 26.5% 34-3 2.6% 2% False True 1,796
Crabel Price Patterns
NR False
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 1-3
Fibonacci Retracements and Extensions
4.250 1505-0
2.618 1439-6
1.618 1399-6
1.000 1375-0
0.618 1359-6
HIGH 1335-0
0.618 1319-6
0.500 1315-0
0.382 1310-2
LOW 1295-0
0.618 1270-2
1.000 1255-0
1.618 1230-2
2.618 1190-2
4.250 1125-0
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 1315-0 1365-4
PP 1310-7 1344-5
S1 1306-7 1323-5

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

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