CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 20-Aug-2008

Day Change Summary
	Previous	Current
	19-Aug-2008	20-Aug-2008	Change	Change %	Previous Week
Open	1305-0	1331-0	26-0	2.0%	1215-0
High	1368-0	1331-0	-37-0	-2.7%	1315-2
Low	1300-0	1320-0	20-0	1.5%	1215-0
Close	1308-4	1330-4	22-0	1.7%	1252-4
Range	68-0	11-0	-57-0	-83.8%	100-2
ATR	46-4	44-6	-1-6	-3.7%	0-0
Volume	1,003	1,098	95	9.5%	15,886

Daily Pivots for day following 20-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1360-1	1356-3	1336-4
R3	1349-1	1345-3	1333-4
R2	1338-1	1338-1	1332-4
R1	1334-3	1334-3	1331-4	1330-6
PP	1327-1	1327-1	1327-1	1325-3
S1	1323-3	1323-3	1329-4	1319-6
S2	1316-1	1316-1	1328-4
S3	1305-1	1312-3	1327-4
S4	1294-1	1301-3	1324-4

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	9.5%	35-7	2.7%	70%	False	False	2,192
10	1368-0	1215-0	153-0	11.5%	30-7	2.3%	75%	False	False	2,745
20	1445-0	1215-0	230-0	17.3%	31-0	2.3%	50%	False	False	2,546

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-3
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1377-6
2.618	1359-6
1.618	1348-6
1.000	1342-0
0.618	1337-6
HIGH	1331-0
0.618	1326-6
0.500	1325-4
0.382	1324-2
LOW	1320-0
0.618	1313-2
1.000	1309-0
1.618	1302-2
2.618	1291-2
4.250	1273-2

Fisher Pivots for day following 20-Aug-2008
Pivot	1 day	3 day
R1	1328-7	1329-1
PP	1327-1	1327-7
S1	1325-4	1326-4

Download as Excel Spreadsheet

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

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