CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 06-Aug-2008

Day Change Summary
	Previous	Current
	05-Aug-2008	06-Aug-2008	Change	Change %	Previous Week
Open	1295-0	1305-0	10-0	0.8%	1435-0
High	1335-0	1305-0	-30-0	-2.2%	1445-0
Low	1295-0	1235-0	-60-0	-4.6%	1387-0
Close	1302-6	1255-6	-47-0	-3.6%	1398-0
Range	40-0	70-0	30-0	75.0%	58-0
ATR	40-5	42-6	2-1	5.2%	0-0
Volume	3,050	2,621	-429	-14.1%	12,040

Daily Pivots for day following 06-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1475-2	1435-4	1294-2
R3	1405-2	1365-4	1275-0
R2	1335-2	1335-2	1268-5
R1	1295-4	1295-4	1262-1	1280-3
PP	1265-2	1265-2	1265-2	1257-6
S1	1225-4	1225-4	1249-3	1210-3
S2	1195-2	1195-2	1242-7
S3	1125-2	1155-4	1236-4
S4	1055-2	1085-4	1217-2

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	1235-0	210-0	16.7%	40-6	3.2%	10%	False	True	3,038
10	1445-0	1235-0	210-0	16.7%	31-0	2.5%	10%	False	True	2,346
20	1640-0	1235-0	405-0	32.3%	36-6	2.9%	5%	False	True	1,879

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-3
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1602-4
2.618	1488-2
1.618	1418-2
1.000	1375-0
0.618	1348-2
HIGH	1305-0
0.618	1278-2
0.500	1270-0
0.382	1261-6
LOW	1235-0
0.618	1191-6
1.000	1165-0
1.618	1121-6
2.618	1051-6
4.250	937-4

Fisher Pivots for day following 06-Aug-2008
Pivot	1 day	3 day
R1	1270-0	1301-4
PP	1265-2	1286-2
S1	1260-4	1271-0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols