CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 27-Aug-2008

Day Change Summary
	Previous	Current
	26-Aug-2008	27-Aug-2008	Change	Change %	Previous Week
Open	1369-0	1392-0	23-0	1.7%	1288-0
High	1381-0	1395-0	14-0	1.0%	1390-0
Low	1358-0	1373-0	15-0	1.1%	1285-0
Close	1375-6	1377-0	1-2	0.1%	1358-2
Range	23-0	22-0	-1-0	-4.3%	105-0
ATR	42-5	41-1	-1-4	-3.5%	0-0
Volume	1,670	1,789	119	7.1%	8,547

Daily Pivots for day following 27-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1447-5	1434-3	1389-1
R3	1425-5	1412-3	1383-0
R2	1403-5	1403-5	1381-0
R1	1390-3	1390-3	1379-0	1386-0
PP	1381-5	1381-5	1381-5	1379-4
S1	1368-3	1368-3	1375-0	1364-0
S2	1359-5	1359-5	1373-0
S3	1337-5	1346-3	1371-0
S4	1315-5	1324-3	1364-7

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	1351-0	46-0	3.3%	25-5	1.9%	57%	False	False	1,989
10	1397-0	1242-0	155-0	11.3%	30-6	2.2%	87%	False	False	2,090
20	1445-0	1215-0	230-0	16.7%	32-0	2.3%	70%	False	False	2,629
40	1651-0	1215-0	436-0	31.7%	33-3	2.4%	37%	False	False	2,043

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	4-5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1488-4
2.618	1452-5
1.618	1430-5
1.000	1417-0
0.618	1408-5
HIGH	1395-0
0.618	1386-5
0.500	1384-0
0.382	1381-3
LOW	1373-0
0.618	1359-3
1.000	1351-0
1.618	1337-3
2.618	1315-3
4.250	1279-4

Fisher Pivots for day following 27-Aug-2008
Pivot	1 day	3 day
R1	1384-0	1377-4
PP	1381-5	1377-3
S1	1379-3	1377-1

Download as Excel Spreadsheet

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

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