CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 19-Aug-2008

Day Change Summary
	Previous	Current
	18-Aug-2008	19-Aug-2008	Change	Change %	Previous Week
Open	1288-0	1305-0	17-0	1.3%	1215-0
High	1322-4	1368-0	45-4	3.4%	1315-2
Low	1285-0	1300-0	15-0	1.2%	1215-0
Close	1322-2	1308-4	-13-6	-1.0%	1252-4
Range	37-4	68-0	30-4	81.3%	100-2
ATR	44-6	46-4	1-5	3.7%	0-0
Volume	1,740	1,003	-737	-42.4%	15,886

Daily Pivots for day following 19-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1529-4	1487-0	1345-7
R3	1461-4	1419-0	1327-2
R2	1393-4	1393-4	1321-0
R1	1351-0	1351-0	1314-6	1372-2
PP	1325-4	1325-4	1325-4	1336-1
S1	1283-0	1283-0	1302-2	1304-2
S2	1257-4	1257-4	1296-0
S3	1189-4	1215-0	1289-6
S4	1121-4	1147-0	1271-1

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	1368-0	1242-0	126-0	9.6%	45-1	3.5%	53%	True	False	2,641
10	1368-0	1215-0	153-0	11.7%	36-6	2.8%	61%	True	False	2,897
20	1445-0	1215-0	230-0	17.6%	32-5	2.5%	41%	False	False	2,559

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-3
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1657-0
2.618	1546-0
1.618	1478-0
1.000	1436-0
0.618	1410-0
HIGH	1368-0
0.618	1342-0
0.500	1334-0
0.382	1326-0
LOW	1300-0
0.618	1258-0
1.000	1232-0
1.618	1190-0
2.618	1122-0
4.250	1011-0

Fisher Pivots for day following 19-Aug-2008
Pivot	1 day	3 day
R1	1334-0	1307-3
PP	1325-4	1306-1
S1	1317-0	1305-0

Download as Excel Spreadsheet

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

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