CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 21-Aug-2008

Day Change Summary
	Previous	Current
	20-Aug-2008	21-Aug-2008	Change	Change %	Previous Week
Open	1331-0	1357-0	26-0	2.0%	1215-0
High	1331-0	1390-0	59-0	4.4%	1315-2
Low	1320-0	1357-0	37-0	2.8%	1215-0
Close	1330-4	1379-0	48-4	3.6%	1252-4
Range	11-0	33-0	22-0	200.0%	100-2
ATR	44-6	45-6	1-0	2.4%	0-0
Volume	1,098	1,639	541	49.3%	15,886

Daily Pivots for day following 21-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1474-3	1459-5	1397-1
R3	1441-3	1426-5	1388-1
R2	1408-3	1408-3	1385-0
R1	1393-5	1393-5	1382-0	1401-0
PP	1375-3	1375-3	1375-3	1379-0
S1	1360-5	1360-5	1376-0	1368-0
S2	1342-3	1342-3	1373-0
S3	1309-3	1327-5	1369-7
S4	1276-3	1294-5	1360-7

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	1390-0	1242-0	148-0	10.7%	35-4	2.6%	93%	True	False	1,788
10	1390-0	1215-0	175-0	12.7%	32-1	2.3%	94%	True	False	2,587
20	1445-0	1215-0	230-0	16.7%	31-6	2.3%	71%	False	False	2,531

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	2-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1530-2
2.618	1476-3
1.618	1443-3
1.000	1423-0
0.618	1410-3
HIGH	1390-0
0.618	1377-3
0.500	1373-4
0.382	1369-5
LOW	1357-0
0.618	1336-5
1.000	1324-0
1.618	1303-5
2.618	1270-5
4.250	1216-6

Fisher Pivots for day following 21-Aug-2008
Pivot	1 day	3 day
R1	1377-1	1367-5
PP	1375-3	1356-3
S1	1373-4	1345-0

Download as Excel Spreadsheet

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

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