CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 30-Jul-2008

Day Change Summary
	Previous	Current
	29-Jul-2008	30-Jul-2008	Change	Change %	Previous Week
Open	1394-0	1437-0	43-0	3.1%	1459-0
High	1425-0	1437-0	12-0	0.8%	1463-0
Low	1387-0	1437-0	50-0	3.6%	1390-0
Close	1422-4	1437-4	15-0	1.1%	1418-2
Range	38-0	0-0	-38-0	-100.0%	73-0
ATR	42-1	40-1	-2-0	-4.7%	0-0
Volume	472	2,578	2,106	446.2%	9,485

Daily Pivots for day following 30-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1437-1	1437-3	1437-4
R3	1437-1	1437-3	1437-4
R2	1437-1	1437-1	1437-4
R1	1437-3	1437-3	1437-4	1437-2
PP	1437-1	1437-1	1437-1	1437-1
S1	1437-3	1437-3	1437-4	1437-2
S2	1437-1	1437-1	1437-4
S3	1437-1	1437-3	1437-4
S4	1437-1	1437-3	1437-4

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1642-6	1603-4	1458-3
R3	1569-6	1530-4	1438-3
R2	1496-6	1496-6	1431-5
R1	1457-4	1457-4	1425-0	1440-5
PP	1423-6	1423-6	1423-6	1415-2
S1	1384-4	1384-4	1411-4	1367-5
S2	1350-6	1350-6	1404-7
S3	1277-6	1311-4	1398-1
S4	1204-6	1238-4	1378-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1437-0	1387-0	50-0	3.5%	21-2	1.5%	101%	True	False	1,655
10	1573-0	1387-0	186-0	12.9%	32-2	2.2%	27%	False	False	1,558
20	1651-0	1387-0	264-0	18.4%	34-6	2.4%	19%	False	False	1,457

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	3-4
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1437-0
2.618	1437-0
1.618	1437-0
1.000	1437-0
0.618	1437-0
HIGH	1437-0
0.618	1437-0
0.500	1437-0
0.382	1437-0
LOW	1437-0
0.618	1437-0
1.000	1437-0
1.618	1437-0
2.618	1437-0
4.250	1437-0

Fisher Pivots for day following 30-Jul-2008
Pivot	1 day	3 day
R1	1437-3	1429-0
PP	1437-1	1420-4
S1	1437-0	1412-0

Download as Excel Spreadsheet

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

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