CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 26-Aug-2008

Day Change Summary
	Previous	Current
	25-Aug-2008	26-Aug-2008	Change	Change %	Previous Week
Open	1397-0	1369-0	-28-0	-2.0%	1288-0
High	1397-0	1381-0	-16-0	-1.1%	1390-0
Low	1373-0	1358-0	-15-0	-1.1%	1285-0
Close	1377-0	1375-6	-1-2	-0.1%	1358-2
Range	24-0	23-0	-1-0	-4.2%	105-0
ATR	44-1	42-5	-1-4	-3.4%	0-0
Volume	1,781	1,670	-111	-6.2%	8,547

Daily Pivots for day following 26-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1440-5	1431-1	1388-3
R3	1417-5	1408-1	1382-1
R2	1394-5	1394-5	1380-0
R1	1385-1	1385-1	1377-7	1389-7
PP	1371-5	1371-5	1371-5	1374-0
S1	1362-1	1362-1	1373-5	1366-7
S2	1348-5	1348-5	1371-4
S3	1325-5	1339-1	1369-3
S4	1302-5	1316-1	1363-1

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	1320-0	77-0	5.6%	23-3	1.7%	72%	False	False	1,851
10	1397-0	1242-0	155-0	11.3%	34-2	2.5%	86%	False	False	2,246
20	1445-0	1215-0	230-0	16.7%	31-0	2.2%	70%	False	False	2,669

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

Fibonacci Retracements and Extensions
4.250	1478-6
2.618	1441-2
1.618	1418-2
1.000	1404-0
0.618	1395-2
HIGH	1381-0
0.618	1372-2
0.500	1369-4
0.382	1366-6
LOW	1358-0
0.618	1343-6
1.000	1335-0
1.618	1320-6
2.618	1297-6
4.250	1260-2

Fisher Pivots for day following 26-Aug-2008
Pivot	1 day	3 day
R1	1373-5	1375-1
PP	1371-5	1374-5
S1	1369-4	1374-0

Download as Excel Spreadsheet

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

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