CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 04-Aug-2008

Day Change Summary
	Previous	Current
	01-Aug-2008	04-Aug-2008	Change	Change %	Previous Week
Open	1435-0	1368-0	-67-0	-4.7%	1435-0
High	1436-0	1368-0	-68-0	-4.7%	1445-0
Low	1397-0	1328-0	-69-0	-4.9%	1387-0
Close	1398-0	1328-0	-70-0	-5.0%	1398-0
Range	39-0	40-0	1-0	2.6%	58-0
ATR	38-3	40-5	2-2	5.9%	0-0
Volume	5,619	1,511	-4,108	-73.1%	12,040

Daily Pivots for day following 04-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1461-3	1434-5	1350-0
R3	1421-3	1394-5	1339-0
R2	1381-3	1381-3	1335-3
R1	1354-5	1354-5	1331-5	1348-0
PP	1341-3	1341-3	1341-3	1338-0
S1	1314-5	1314-5	1324-3	1308-0
S2	1301-3	1301-3	1320-5
S3	1261-3	1274-5	1317-0
S4	1221-3	1234-5	1306-0

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1584-0	1549-0	1429-7
R3	1526-0	1491-0	1414-0
R2	1468-0	1468-0	1408-5
R1	1433-0	1433-0	1403-3	1421-4
PP	1410-0	1410-0	1410-0	1404-2
S1	1375-0	1375-0	1392-5	1363-4
S2	1352-0	1352-0	1387-3
S3	1294-0	1317-0	1382-0
S4	1236-0	1259-0	1366-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1445-0	1328-0	117-0	8.8%	26-3	2.0%	0%	False	True	2,514
10	1446-0	1328-0	118-0	8.9%	27-1	2.0%	0%	False	True	2,150
20	1640-0	1328-0	312-0	23.5%	35-0	2.6%	0%	False	True	1,681

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	2-3
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1538-0
2.618	1472-6
1.618	1432-6
1.000	1408-0
0.618	1392-6
HIGH	1368-0
0.618	1352-6
0.500	1348-0
0.382	1343-2
LOW	1328-0
0.618	1303-2
1.000	1288-0
1.618	1263-2
2.618	1223-2
4.250	1158-0

Fisher Pivots for day following 04-Aug-2008
Pivot	1 day	3 day
R1	1348-0	1386-4
PP	1341-3	1367-0
S1	1334-5	1347-4

Download as Excel Spreadsheet

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

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