CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 1231-0 1230-0 -1-0 -0.1% 1373-0
High 1240-0 1241-0 1-0 0.1% 1373-0
Low 1226-0 1230-0 4-0 0.3% 1226-0
Close 1226-0 1240-0 14-0 1.1% 1226-0
Range 14-0 11-0 -3-0 -21.4% 147-0
ATR 40-3 38-5 -1-7 -4.5% 0-0
Volume 1,497 1,435 -62 -4.1% 6,981
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 1270-0 1266-0 1246-0
R3 1259-0 1255-0 1243-0
R2 1248-0 1248-0 1242-0
R1 1244-0 1244-0 1241-0 1246-0
PP 1237-0 1237-0 1237-0 1238-0
S1 1233-0 1233-0 1239-0 1235-0
S2 1226-0 1226-0 1238-0
S3 1215-0 1222-0 1237-0
S4 1204-0 1211-0 1234-0
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 1716-0 1618-0 1306-7
R3 1569-0 1471-0 1266-3
R2 1422-0 1422-0 1253-0
R1 1324-0 1324-0 1239-4 1299-4
PP 1275-0 1275-0 1275-0 1262-6
S1 1177-0 1177-0 1212-4 1152-4
S2 1128-0 1128-0 1199-0
S3 981-0 1030-0 1185-5
S4 834-0 883-0 1145-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1345-0 1226-0 119-0 9.6% 31-3 2.5% 12% False False 1,522
10 1450-0 1226-0 224-0 18.1% 23-5 1.9% 6% False False 1,427
20 1596-0 1226-0 370-0 29.8% 25-2 2.0% 4% False False 1,277
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 0-7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1287-6
2.618 1269-6
1.618 1258-6
1.000 1252-0
0.618 1247-6
HIGH 1241-0
0.618 1236-6
0.500 1235-4
0.382 1234-2
LOW 1230-0
0.618 1223-2
1.000 1219-0
1.618 1212-2
2.618 1201-2
4.250 1183-2
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 1238-4 1262-4
PP 1237-0 1255-0
S1 1235-4 1247-4

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

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