CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 08-Aug-2008

Day Change Summary
	Previous	Current
	07-Aug-2008	08-Aug-2008	Change	Change %	Previous Week
Open	1275-0	1215-0	-60-0	-4.7%	1368-0
High	1283-0	1233-0	-50-0	-3.9%	1368-0
Low	1263-0	1215-0	-48-0	-3.8%	1215-0
Close	1272-0	1214-0	-58-0	-4.6%	1214-0
Range	20-0	18-0	-2-0	-10.0%	153-0
ATR	41-5	42-6	1-1	2.6%	0-0
Volume	3,216	4,512	1,296	40.3%	14,910

Daily Pivots for day following 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1274-5	1262-3	1223-7
R3	1256-5	1244-3	1219-0
R2	1238-5	1238-5	1217-2
R1	1226-3	1226-3	1215-5	1223-4
PP	1220-5	1220-5	1220-5	1219-2
S1	1208-3	1208-3	1212-3	1205-4
S2	1202-5	1202-5	1210-6
S3	1184-5	1190-3	1209-0
S4	1166-5	1172-3	1204-1

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	1368-0	1215-0	153-0	12.6%	37-5	3.1%	-1%	False	True	2,982
10	1445-0	1215-0	230-0	18.9%	29-4	2.4%	0%	False	True	2,695
20	1598-0	1215-0	383-0	31.5%	34-7	2.9%	0%	False	True	2,136

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	1-5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1309-4
2.618	1280-1
1.618	1262-1
1.000	1251-0
0.618	1244-1
HIGH	1233-0
0.618	1226-1
0.500	1224-0
0.382	1221-7
LOW	1215-0
0.618	1203-7
1.000	1197-0
1.618	1185-7
2.618	1167-7
4.250	1138-4

Fisher Pivots for day following 08-Aug-2008
Pivot	1 day	3 day
R1	1224-0	1260-0
PP	1220-5	1244-5
S1	1217-3	1229-3

Download as Excel Spreadsheet

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

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