CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 1350-0 1367-0 17-0 1.3% 1392-0
High 1355-0 1373-0 18-0 1.3% 1396-0
Low 1350-0 1359-0 9-0 0.7% 1350-0
Close 1360-6 1362-0 1-2 0.1% 1362-0
Range 5-0 14-0 9-0 180.0% 46-0
ATR 38-1 36-3 -1-6 -4.5% 0-0
Volume 1,667 869 -798 -47.9% 4,610
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1406-5 1398-3 1369-6
R3 1392-5 1384-3 1365-7
R2 1378-5 1378-5 1364-5
R1 1370-3 1370-3 1363-2 1367-4
PP 1364-5 1364-5 1364-5 1363-2
S1 1356-3 1356-3 1360-6 1353-4
S2 1350-5 1350-5 1359-3
S3 1336-5 1342-3 1358-1
S4 1322-5 1328-3 1354-2
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1507-3 1480-5 1387-2
R3 1461-3 1434-5 1374-5
R2 1415-3 1415-3 1370-3
R1 1388-5 1388-5 1366-2 1379-0
PP 1369-3 1369-3 1369-3 1364-4
S1 1342-5 1342-5 1357-6 1333-0
S2 1323-3 1323-3 1353-5
S3 1277-3 1296-5 1349-3
S4 1231-3 1250-5 1336-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1396-0 1350-0 46-0 3.4% 13-2 1.0% 26% False False 922
10 1396-0 1294-0 102-0 7.5% 23-2 1.7% 67% False False 1,130
20 1396-0 1226-0 170-0 12.5% 26-5 2.0% 80% False False 1,171
40 1628-0 1226-0 402-0 29.5% 25-6 1.9% 34% False False 1,197
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1432-4
2.618 1409-5
1.618 1395-5
1.000 1387-0
0.618 1381-5
HIGH 1373-0
0.618 1367-5
0.500 1366-0
0.382 1364-3
LOW 1359-0
0.618 1350-3
1.000 1345-0
1.618 1336-3
2.618 1322-3
4.250 1299-4
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 1366-0 1373-0
PP 1364-5 1369-3
S1 1363-3 1365-5

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

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