CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 25-Aug-2008

Day Change Summary
	Previous	Current
	22-Aug-2008	25-Aug-2008	Change	Change %	Previous Week
Open	1369-0	1397-0	28-0	2.0%	1288-0
High	1377-0	1397-0	20-0	1.5%	1390-0
Low	1351-0	1373-0	22-0	1.6%	1285-0
Close	1358-2	1377-0	18-6	1.4%	1358-2
Range	26-0	24-0	-2-0	-7.7%	105-0
ATR	44-4	44-1	-0-3	-0.9%	0-0
Volume	3,067	1,781	-1,286	-41.9%	8,547

Daily Pivots for day following 25-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1454-3	1439-5	1390-2
R3	1430-3	1415-5	1383-5
R2	1406-3	1406-3	1381-3
R1	1391-5	1391-5	1379-2	1387-0
PP	1382-3	1382-3	1382-3	1380-0
S1	1367-5	1367-5	1374-6	1363-0
S2	1358-3	1358-3	1372-5
S3	1334-3	1343-5	1370-3
S4	1310-3	1319-5	1363-6

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1659-3	1613-7	1416-0
R3	1554-3	1508-7	1387-1
R2	1449-3	1449-3	1377-4
R1	1403-7	1403-7	1367-7	1426-5
PP	1344-3	1344-3	1344-3	1355-6
S1	1298-7	1298-7	1348-5	1321-5
S2	1239-3	1239-3	1339-0
S3	1134-3	1193-7	1329-3
S4	1029-3	1088-7	1300-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1397-0	1300-0	97-0	7.0%	32-3	2.4%	79%	True	False	1,717
10	1397-0	1229-0	168-0	12.2%	33-7	2.5%	88%	True	False	2,334
20	1445-0	1215-0	230-0	16.7%	31-6	2.3%	70%	False	False	2,609

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	3-3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1499-0
2.618	1459-7
1.618	1435-7
1.000	1421-0
0.618	1411-7
HIGH	1397-0
0.618	1387-7
0.500	1385-0
0.382	1382-1
LOW	1373-0
0.618	1358-1
1.000	1349-0
1.618	1334-1
2.618	1310-1
4.250	1271-0

Fisher Pivots for day following 25-Aug-2008
Pivot	1 day	3 day
R1	1385-0	1376-0
PP	1382-3	1375-0
S1	1379-5	1374-0

Download as Excel Spreadsheet

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

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