CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 1268-0 1319-0 51-0 4.0% 1373-0
High 1326-2 1320-0 -6-2 -0.5% 1373-0
Low 1268-0 1290-0 22-0 1.7% 1226-0
Close 1326-2 1317-6 -8-4 -0.6% 1226-0
Range 58-2 30-0 -28-2 -48.5% 147-0
ATR 39-4 39-2 -0-2 -0.6% 0-0
Volume 975 1,117 142 14.6% 6,981
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 1399-2 1388-4 1334-2
R3 1369-2 1358-4 1326-0
R2 1339-2 1339-2 1323-2
R1 1328-4 1328-4 1320-4 1318-7
PP 1309-2 1309-2 1309-2 1304-4
S1 1298-4 1298-4 1315-0 1288-7
S2 1279-2 1279-2 1312-2
S3 1249-2 1268-4 1309-4
S4 1219-2 1238-4 1301-2
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 1326-2 1226-0 100-2 7.6% 26-3 2.0% 92% False False 1,185
10 1418-0 1226-0 192-0 14.6% 30-7 2.3% 48% False False 1,334
20 1523-0 1226-0 297-0 22.5% 25-1 1.9% 31% False False 1,293
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1447-4
2.618 1398-4
1.618 1368-4
1.000 1350-0
0.618 1338-4
HIGH 1320-0
0.618 1308-4
0.500 1305-0
0.382 1301-4
LOW 1290-0
0.618 1271-4
1.000 1260-0
1.618 1241-4
2.618 1211-4
4.250 1162-4
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 1313-4 1306-0
PP 1309-2 1294-1
S1 1305-0 1282-3

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

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