CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 1230-0 1238-4 8-4 0.7% 1373-0
High 1241-0 1257-0 16-0 1.3% 1373-0
Low 1230-0 1238-4 8-4 0.7% 1226-0
Close 1240-0 1256-2 16-2 1.3% 1226-0
Range 11-0 18-4 7-4 68.2% 147-0
ATR 38-5 37-1 -1-3 -3.7% 0-0
Volume 1,435 904 -531 -37.0% 6,981
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 1306-1 1299-5 1266-3
R3 1287-5 1281-1 1261-3
R2 1269-1 1269-1 1259-5
R1 1262-5 1262-5 1258-0 1265-7
PP 1250-5 1250-5 1250-5 1252-2
S1 1244-1 1244-1 1254-4 1247-3
S2 1232-1 1232-1 1252-7
S3 1213-5 1225-5 1251-1
S4 1195-1 1207-1 1246-1
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 1322-0 1226-0 96-0 7.6% 27-7 2.2% 32% False False 1,418
10 1450-0 1226-0 224-0 17.8% 22-0 1.8% 14% False False 1,474
20 1573-0 1226-0 347-0 27.6% 23-2 1.9% 9% False False 1,287
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1335-5
2.618 1305-3
1.618 1286-7
1.000 1275-4
0.618 1268-3
HIGH 1257-0
0.618 1249-7
0.500 1247-6
0.382 1245-5
LOW 1238-4
0.618 1227-1
1.000 1220-0
1.618 1208-5
2.618 1190-1
4.250 1159-7
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 1253-3 1251-3
PP 1250-5 1246-3
S1 1247-6 1241-4

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

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