CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 03-Sep-2008

Day Change Summary
	Previous	Current
	02-Sep-2008	03-Sep-2008	Change	Change %	Previous Week
Open	1289-4	1312-0	22-4	1.7%	1397-0
High	1330-0	1312-0	-18-0	-1.4%	1397-0
Low	1289-4	1263-0	-26-4	-2.1%	1342-0
Close	1327-6	1280-6	-47-0	-3.5%	1353-6
Range	40-4	49-0	8-4	21.0%	55-0
ATR	40-4	42-2	1-6	4.3%	0-0
Volume	881	3,320	2,439	276.8%	10,968

Daily Pivots for day following 03-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1432-2	1405-4	1307-6
R3	1383-2	1356-4	1294-2
R2	1334-2	1334-2	1289-6
R1	1307-4	1307-4	1285-2	1296-3
PP	1285-2	1285-2	1285-2	1279-6
S1	1258-4	1258-4	1276-2	1247-3
S2	1236-2	1236-2	1271-6
S3	1187-2	1209-4	1267-2
S4	1138-2	1160-4	1253-6

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1529-2	1496-4	1384-0
R3	1474-2	1441-4	1368-7
R2	1419-2	1419-2	1363-7
R1	1386-4	1386-4	1358-6	1375-3
PP	1364-2	1364-2	1364-2	1358-6
S1	1331-4	1331-4	1348-6	1320-3
S2	1309-2	1309-2	1343-5
S3	1254-2	1276-4	1338-5
S4	1199-2	1221-4	1323-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1395-0	1263-0	132-0	10.3%	28-7	2.3%	13%	False	True	2,343
10	1397-0	1263-0	134-0	10.5%	26-1	2.0%	13%	False	True	2,097
20	1397-0	1215-0	182-0	14.2%	31-4	2.5%	36%	False	False	2,497
40	1640-0	1215-0	425-0	33.2%	32-7	2.6%	15%	False	False	2,146

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-5
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1520-2
2.618	1440-2
1.618	1391-2
1.000	1361-0
0.618	1342-2
HIGH	1312-0
0.618	1293-2
0.500	1287-4
0.382	1281-6
LOW	1263-0
0.618	1232-6
1.000	1214-0
1.618	1183-6
2.618	1134-6
4.250	1054-6

Fisher Pivots for day following 03-Sep-2008
Pivot	1 day	3 day
R1	1287-4	1314-0
PP	1285-2	1302-7
S1	1283-0	1291-7

Download as Excel Spreadsheet

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

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