CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	29-Aug-2008	02-Sep-2008	Change	Change %	Previous Week
Open	1359-0	1289-4	-69-4	-5.1%	1397-0
High	1365-0	1330-0	-35-0	-2.6%	1397-0
Low	1352-0	1289-4	-62-4	-4.6%	1342-0
Close	1353-6	1327-6	-26-0	-1.9%	1353-6
Range	13-0	40-4	27-4	211.5%	55-0
ATR	38-6	40-4	1-7	4.7%	0-0
Volume	1,924	881	-1,043	-54.2%	10,968

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1437-2	1423-0	1350-0
R3	1396-6	1382-4	1338-7
R2	1356-2	1356-2	1335-1
R1	1342-0	1342-0	1331-4	1349-1
PP	1315-6	1315-6	1315-6	1319-2
S1	1301-4	1301-4	1324-0	1308-5
S2	1275-2	1275-2	1320-3
S3	1234-6	1261-0	1316-5
S4	1194-2	1220-4	1305-4

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1529-2	1496-4	1384-0
R3	1474-2	1441-4	1368-7
R2	1419-2	1419-2	1363-7
R1	1386-4	1386-4	1358-6	1375-3
PP	1364-2	1364-2	1364-2	1358-6
S1	1331-4	1331-4	1348-6	1320-3
S2	1309-2	1309-2	1343-5
S3	1254-2	1276-4	1338-5
S4	1199-2	1221-4	1323-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1395-0	1289-4	105-4	7.9%	23-6	1.8%	36%	False	True	2,013
10	1397-0	1289-4	107-4	8.1%	28-0	2.1%	36%	False	True	1,865
20	1397-0	1215-0	182-0	13.7%	31-0	2.3%	62%	False	False	2,484
40	1640-0	1215-0	425-0	32.0%	33-0	2.5%	27%	False	False	2,082

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4-1
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1502-1
2.618	1436-0
1.618	1395-4
1.000	1370-4
0.618	1355-0
HIGH	1330-0
0.618	1314-4
0.500	1309-6
0.382	1305-0
LOW	1289-4
0.618	1264-4
1.000	1249-0
1.618	1224-0
2.618	1183-4
4.250	1117-3

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	1321-6	1327-5
PP	1315-6	1327-3
S1	1309-6	1327-2

Download as Excel Spreadsheet

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

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