CME Pit-Traded Soybean Future March 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	1215-0	1246-0	31-0	2.6%	1368-0
High	1230-0	1248-0	18-0	1.5%	1368-0
Low	1215-0	1229-0	14-0	1.2%	1215-0
Close	1228-2	1245-2	17-0	1.4%	1214-0
Range	15-0	19-0	4-0	26.7%	153-0
ATR	40-7	39-2	-1-4	-3.7%	0-0
Volume	2,872	2,548	-324	-11.3%	14,910

Daily Pivots for day following 12-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1297-6	1290-4	1255-6
R3	1278-6	1271-4	1250-4
R2	1259-6	1259-6	1248-6
R1	1252-4	1252-4	1247-0	1246-5
PP	1240-6	1240-6	1240-6	1237-6
S1	1233-4	1233-4	1243-4	1227-5
S2	1221-6	1221-6	1241-6
S3	1202-6	1214-4	1240-0
S4	1183-6	1195-4	1234-6

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1724-5	1622-3	1298-1
R3	1571-5	1469-3	1256-1
R2	1418-5	1418-5	1242-0
R1	1316-3	1316-3	1228-0	1291-0
PP	1265-5	1265-5	1265-5	1253-0
S1	1163-3	1163-3	1200-0	1138-0
S2	1112-5	1112-5	1186-0
S3	959-5	1010-3	1171-7
S4	806-5	857-3	1129-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1305-0	1215-0	90-0	7.2%	28-3	2.3%	34%	False	False	3,153
10	1445-0	1215-0	230-0	18.5%	27-5	2.2%	13%	False	False	3,091
20	1580-0	1215-0	365-0	29.3%	32-6	2.6%	8%	False	False	2,260

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	1-1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1328-6
2.618	1297-6
1.618	1278-6
1.000	1267-0
0.618	1259-6
HIGH	1248-0
0.618	1240-6
0.500	1238-4
0.382	1236-2
LOW	1229-0
0.618	1217-2
1.000	1210-0
1.618	1198-2
2.618	1179-2
4.250	1148-2

Fisher Pivots for day following 12-Aug-2008
Pivot	1 day	3 day
R1	1243-0	1240-5
PP	1240-6	1236-1
S1	1238-4	1231-4

Download as Excel Spreadsheet

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

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