CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 18-Aug-2008

Day Change Summary
	Previous	Current
	15-Aug-2008	18-Aug-2008	Change	Change %	Previous Week
Open	1260-0	1288-0	28-0	2.2%	1215-0
High	1270-0	1322-4	52-4	4.1%	1315-2
Low	1242-0	1285-0	43-0	3.5%	1215-0
Close	1252-4	1322-2	69-6	5.6%	1252-4
Range	28-0	37-4	9-4	33.9%	100-2
ATR	42-7	44-6	2-0	4.5%	0-0
Volume	3,461	1,740	-1,721	-49.7%	15,886

Daily Pivots for day following 18-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1422-3	1409-7	1342-7
R3	1384-7	1372-3	1332-4
R2	1347-3	1347-3	1329-1
R1	1334-7	1334-7	1325-6	1341-1
PP	1309-7	1309-7	1309-7	1313-0
S1	1297-3	1297-3	1318-6	1303-5
S2	1272-3	1272-3	1315-3
S3	1234-7	1259-7	1312-0
S4	1197-3	1222-3	1301-5

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	1322-4	1229-0	93-4	7.1%	35-3	2.7%	100%	True	False	2,950
10	1335-0	1215-0	120-0	9.1%	34-0	2.6%	89%	False	False	3,102
20	1446-0	1215-0	231-0	17.5%	30-4	2.3%	46%	False	False	2,626

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2-7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1481-7
2.618	1420-5
1.618	1383-1
1.000	1360-0
0.618	1345-5
HIGH	1322-4
0.618	1308-1
0.500	1303-6
0.382	1299-3
LOW	1285-0
0.618	1261-7
1.000	1247-4
1.618	1224-3
2.618	1186-7
4.250	1125-5

Fisher Pivots for day following 18-Aug-2008
Pivot	1 day	3 day
R1	1316-1	1308-7
PP	1309-7	1295-5
S1	1303-6	1282-2

Download as Excel Spreadsheet

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

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