CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 13-Aug-2008

Day Change Summary
	Previous	Current
	12-Aug-2008	13-Aug-2008	Change	Change %	Previous Week
Open	1246-0	1258-0	12-0	1.0%	1368-0
High	1248-0	1315-2	67-2	5.4%	1368-0
Low	1229-0	1258-0	29-0	2.4%	1215-0
Close	1245-2	1315-2	70-0	5.6%	1214-0
Range	19-0	57-2	38-2	201.3%	153-0
ATR	39-2	41-4	2-2	5.6%	0-0
Volume	2,548	3,345	797	31.3%	14,910

Daily Pivots for day following 13-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1467-7	1448-7	1346-6
R3	1410-5	1391-5	1331-0
R2	1353-3	1353-3	1325-6
R1	1334-3	1334-3	1320-4	1343-7
PP	1296-1	1296-1	1296-1	1301-0
S1	1277-1	1277-1	1310-0	1286-5
S2	1238-7	1238-7	1304-6
S3	1181-5	1219-7	1299-4
S4	1124-3	1162-5	1283-6

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	1315-2	1215-0	100-2	7.6%	25-7	2.0%	100%	True	False	3,298
10	1445-0	1215-0	230-0	17.5%	33-3	2.5%	44%	False	False	3,168
20	1573-0	1215-0	358-0	27.2%	32-6	2.5%	28%	False	False	2,363

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1558-4
2.618	1465-1
1.618	1407-7
1.000	1372-4
0.618	1350-5
HIGH	1315-2
0.618	1293-3
0.500	1286-5
0.382	1279-7
LOW	1258-0
0.618	1222-5
1.000	1200-6
1.618	1165-3
2.618	1108-1
4.250	1014-6

Fisher Pivots for day following 13-Aug-2008
Pivot	1 day	3 day
R1	1305-6	1298-4
PP	1296-1	1281-7
S1	1286-5	1265-1

Download as Excel Spreadsheet

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

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