CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 1350-0 1359-0 9-0 0.7% 1397-0
High 1362-0 1365-0 3-0 0.2% 1397-0
Low 1342-0 1352-0 10-0 0.7% 1342-0
Close 1353-6 1353-6 0-0 0.0% 1353-6
Range 20-0 13-0 -7-0 -35.0% 55-0
ATR 40-5 38-6 -2-0 -4.9% 0-0
Volume 3,804 1,924 -1,880 -49.4% 10,968
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1395-7 1387-7 1360-7
R3 1382-7 1374-7 1357-3
R2 1369-7 1369-7 1356-1
R1 1361-7 1361-7 1355-0 1359-3
PP 1356-7 1356-7 1356-7 1355-6
S1 1348-7 1348-7 1352-4 1346-3
S2 1343-7 1343-7 1351-3
S3 1330-7 1335-7 1350-1
S4 1317-7 1322-7 1346-5
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1529-2 1496-4 1384-0
R3 1474-2 1441-4 1368-7
R2 1419-2 1419-2 1363-7
R1 1386-4 1386-4 1358-6 1375-3
PP 1364-2 1364-2 1364-2 1358-6
S1 1331-4 1331-4 1348-6 1320-3
S2 1309-2 1309-2 1343-5
S3 1254-2 1276-4 1338-5
S4 1199-2 1221-4 1323-4
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% 20-3 1.5% 21% False False 2,193
10 1397-0 1285-0 112-0 8.3% 27-6 2.0% 61% False False 1,951
20 1397-0 1215-0 182-0 13.4% 31-0 2.3% 76% False False 2,515
40 1640-0 1215-0 425-0 31.4% 32-4 2.4% 33% False False 2,090
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 4-3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1420-2
2.618 1399-0
1.618 1386-0
1.000 1378-0
0.618 1373-0
HIGH 1365-0
0.618 1360-0
0.500 1358-4
0.382 1357-0
LOW 1352-0
0.618 1344-0
1.000 1339-0
1.618 1331-0
2.618 1318-0
4.250 1296-6
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 1358-4 1368-4
PP 1356-7 1363-5
S1 1355-3 1358-5

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

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