CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 29-Jul-2008
Day Change Summary
Previous Current
28-Jul-2008 29-Jul-2008 Change Change % Previous Week
Open 1435-0 1398-0 -37-0 -2.6% 1436-0
High 1435-0 1429-0 -6-0 -0.4% 1448-0
Low 1420-0 1395-0 -25-0 -1.8% 1395-0
Close 1431-0 1427-4 -3-4 -0.2% 1422-2
Range 15-0 34-0 19-0 126.7% 53-0
ATR 38-5 38-3 -0-1 -0.5% 0-0
Volume 978 431 -547 -55.9% 6,312
Daily Pivots for day following 29-Jul-2008
Classic Woodie Camarilla DeMark
R4 1519-1 1507-3 1446-2
R3 1485-1 1473-3 1436-7
R2 1451-1 1451-1 1433-6
R1 1439-3 1439-3 1430-5 1445-2
PP 1417-1 1417-1 1417-1 1420-1
S1 1405-3 1405-3 1424-3 1411-2
S2 1383-1 1383-1 1421-2
S3 1349-1 1371-3 1418-1
S4 1315-1 1337-3 1408-6
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 1580-6 1554-4 1451-3
R3 1527-6 1501-4 1436-7
R2 1474-6 1474-6 1432-0
R1 1448-4 1448-4 1427-1 1435-1
PP 1421-6 1421-6 1421-6 1415-0
S1 1395-4 1395-4 1417-3 1382-1
S2 1368-6 1368-6 1412-4
S3 1315-6 1342-4 1407-5
S4 1262-6 1289-4 1393-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1445-0 1395-0 50-0 3.5% 24-2 1.7% 65% False True 841
10 1573-0 1395-0 178-0 12.5% 24-4 1.7% 18% False True 1,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1573-4
2.618 1518-0
1.618 1484-0
1.000 1463-0
0.618 1450-0
HIGH 1429-0
0.618 1416-0
0.500 1412-0
0.382 1408-0
LOW 1395-0
0.618 1374-0
1.000 1361-0
1.618 1340-0
2.618 1306-0
4.250 1250-4
Fisher Pivots for day following 29-Jul-2008
Pivot 1 day 3 day
R1 1422-3 1423-3
PP 1417-1 1419-1
S1 1412-0 1415-0

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

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