CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 15-Aug-2008

Day Change Summary
	Previous	Current
	14-Aug-2008	15-Aug-2008	Change	Change %	Previous Week
Open	1309-0	1260-0	-49-0	-3.7%	1215-0
High	1315-0	1270-0	-45-0	-3.4%	1315-2
Low	1280-0	1242-0	-38-0	-3.0%	1215-0
Close	1308-0	1252-4	-55-4	-4.2%	1252-4
Range	35-0	28-0	-7-0	-20.0%	100-2
ATR	41-0	42-7	1-6	4.3%	0-0
Volume	3,660	3,461	-199	-5.4%	15,886

Daily Pivots for day following 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1338-7	1323-5	1267-7
R3	1310-7	1295-5	1260-2
R2	1282-7	1282-7	1257-5
R1	1267-5	1267-5	1255-1	1261-2
PP	1254-7	1254-7	1254-7	1251-5
S1	1239-5	1239-5	1249-7	1233-2
S2	1226-7	1226-7	1247-3
S3	1198-7	1211-5	1244-6
S4	1170-7	1183-5	1237-1

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1561-5	1507-3	1307-5
R3	1461-3	1407-1	1280-1
R2	1361-1	1361-1	1270-7
R1	1306-7	1306-7	1261-6	1334-0
PP	1260-7	1260-7	1260-7	1274-4
S1	1206-5	1206-5	1243-2	1233-6
S2	1160-5	1160-5	1234-1
S3	1060-3	1106-3	1224-7
S4	960-1	1006-1	1197-3

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	8.0%	30-7	2.5%	37%	False	False	3,177
10	1368-0	1215-0	153-0	12.2%	34-2	2.7%	25%	False	False	3,079
20	1463-0	1215-0	248-0	19.8%	30-2	2.4%	15%	False	False	2,616

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	2-5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1389-0
2.618	1343-2
1.618	1315-2
1.000	1298-0
0.618	1287-2
HIGH	1270-0
0.618	1259-2
0.500	1256-0
0.382	1252-6
LOW	1242-0
0.618	1224-6
1.000	1214-0
1.618	1196-6
2.618	1168-6
4.250	1123-0

Fisher Pivots for day following 15-Aug-2008
Pivot	1 day	3 day
R1	1256-0	1278-5
PP	1254-7	1269-7
S1	1253-5	1261-2

Download as Excel Spreadsheet

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

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