CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 1388-0 1396-0 8-0 0.6% 1300-0
High 1388-0 1396-0 8-0 0.6% 1394-0
Low 1373-0 1378-0 5-0 0.4% 1294-0
Close 1382-6 1382-4 -0-2 0.0% 1365-6
Range 15-0 18-0 3-0 20.0% 100-0
ATR 40-1 38-4 -1-5 -3.9% 0-0
Volume 859 569 -290 -33.8% 6,693
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 1439-4 1429-0 1392-3
R3 1421-4 1411-0 1387-4
R2 1403-4 1403-4 1385-6
R1 1393-0 1393-0 1384-1 1389-2
PP 1385-4 1385-4 1385-4 1383-5
S1 1375-0 1375-0 1380-7 1371-2
S2 1367-4 1367-4 1379-2
S3 1349-4 1357-0 1377-4
S4 1331-4 1339-0 1372-5
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1651-2 1608-4 1420-6
R3 1551-2 1508-4 1393-2
R2 1451-2 1451-2 1384-1
R1 1408-4 1408-4 1374-7 1429-7
PP 1351-2 1351-2 1351-2 1362-0
S1 1308-4 1308-4 1356-5 1329-7
S2 1251-2 1251-2 1347-3
S3 1151-2 1208-4 1338-2
S4 1051-2 1108-4 1310-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1396-0 1365-6 30-2 2.2% 14-3 1.0% 55% True False 1,137
10 1396-0 1260-0 136-0 9.8% 24-4 1.8% 90% True False 1,060
20 1450-0 1226-0 224-0 16.2% 26-2 1.9% 70% False False 1,206
40 1642-0 1226-0 416-0 30.1% 26-7 1.9% 38% False False 1,215
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1472-4
2.618 1443-1
1.618 1425-1
1.000 1414-0
0.618 1407-1
HIGH 1396-0
0.618 1389-1
0.500 1387-0
0.382 1384-7
LOW 1378-0
0.618 1366-7
1.000 1360-0
1.618 1348-7
2.618 1330-7
4.250 1301-4
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 1387-0 1384-4
PP 1385-4 1383-7
S1 1384-0 1383-1

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

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