CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 11-Aug-2008

Day Change Summary
	Previous	Current
	08-Aug-2008	11-Aug-2008	Change	Change %	Previous Week
Open	1215-0	1215-0	0-0	0.0%	1368-0
High	1233-0	1230-0	-3-0	-0.2%	1368-0
Low	1215-0	1215-0	0-0	0.0%	1215-0
Close	1214-0	1228-2	14-2	1.2%	1214-0
Range	18-0	15-0	-3-0	-16.7%	153-0
ATR	42-6	40-7	-1-7	-4.5%	0-0
Volume	4,512	2,872	-1,640	-36.3%	14,910

Daily Pivots for day following 11-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1269-3	1263-7	1236-4
R3	1254-3	1248-7	1232-3
R2	1239-3	1239-3	1231-0
R1	1233-7	1233-7	1229-5	1236-5
PP	1224-3	1224-3	1224-3	1225-6
S1	1218-7	1218-7	1226-7	1221-5
S2	1209-3	1209-3	1225-4
S3	1194-3	1203-7	1224-1
S4	1179-3	1188-7	1220-0

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	1335-0	1215-0	120-0	9.8%	32-5	2.7%	11%	False	True	3,254
10	1445-0	1215-0	230-0	18.7%	29-4	2.4%	6%	False	True	2,884
20	1596-0	1215-0	381-0	31.0%	34-4	2.8%	3%	False	True	2,226

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	1-5
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1293-6
2.618	1269-2
1.618	1254-2
1.000	1245-0
0.618	1239-2
HIGH	1230-0
0.618	1224-2
0.500	1222-4
0.382	1220-6
LOW	1215-0
0.618	1205-6
1.000	1200-0
1.618	1190-6
2.618	1175-6
4.250	1151-2

Fisher Pivots for day following 11-Aug-2008
Pivot	1 day	3 day
R1	1226-3	1249-0
PP	1224-3	1242-1
S1	1222-4	1235-1

Download as Excel Spreadsheet

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

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