CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 28-Aug-2008

Day Change Summary
	Previous	Current
	27-Aug-2008	28-Aug-2008	Change	Change %	Previous Week
Open	1392-0	1350-0	-42-0	-3.0%	1288-0
High	1395-0	1362-0	-33-0	-2.4%	1390-0
Low	1373-0	1342-0	-31-0	-2.3%	1285-0
Close	1377-0	1353-6	-23-2	-1.7%	1358-2
Range	22-0	20-0	-2-0	-9.1%	105-0
ATR	41-1	40-5	-0-3	-1.1%	0-0
Volume	1,789	3,804	2,015	112.6%	8,547

Daily Pivots for day following 28-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1412-5	1403-1	1364-6
R3	1392-5	1383-1	1359-2
R2	1372-5	1372-5	1357-3
R1	1363-1	1363-1	1355-5	1367-7
PP	1352-5	1352-5	1352-5	1355-0
S1	1343-1	1343-1	1351-7	1347-7
S2	1332-5	1332-5	1350-1
S3	1312-5	1323-1	1348-2
S4	1292-5	1303-1	1342-6

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1659-3	1613-7	1416-0
R3	1554-3	1508-7	1387-1
R2	1449-3	1449-3	1377-4
R1	1403-7	1403-7	1367-7	1426-5
PP	1344-3	1344-3	1344-3	1355-6
S1	1298-7	1298-7	1348-5	1321-5
S2	1239-3	1239-3	1339-0
S3	1134-3	1193-7	1329-3
S4	1029-3	1088-7	1300-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1397-0	1342-0	55-0	4.1%	23-0	1.7%	21%	False	True	2,422
10	1397-0	1242-0	155-0	11.4%	29-2	2.2%	72%	False	False	2,105
20	1436-0	1215-0	221-0	16.3%	32-2	2.4%	63%	False	False	2,700
40	1650-0	1215-0	435-0	32.1%	32-7	2.4%	32%	False	False	2,058

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	4-6
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1447-0
2.618	1414-3
1.618	1394-3
1.000	1382-0
0.618	1374-3
HIGH	1362-0
0.618	1354-3
0.500	1352-0
0.382	1349-5
LOW	1342-0
0.618	1329-5
1.000	1322-0
1.618	1309-5
2.618	1289-5
4.250	1257-0

Fisher Pivots for day following 28-Aug-2008
Pivot	1 day	3 day
R1	1353-1	1368-4
PP	1352-5	1363-5
S1	1352-0	1358-5

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