CME Pit-Traded Soybean Future March 2009

Trading Metrics calculated at close of trading on 08-Sep-2008

Day Change Summary
	Previous	Current
	05-Sep-2008	08-Sep-2008	Change	Change %	Previous Week
Open	1233-4	1212-4	-21-0	-1.7%	1289-4
High	1238-0	1229-0	-9-0	-0.7%	1330-0
Low	1198-0	1206-0	8-0	0.7%	1198-0
Close	1206-6	1223-0	16-2	1.3%	1206-6
Range	40-0	23-0	-17-0	-42.5%	132-0
ATR	42-7	41-3	-1-3	-3.3%	0-0
Volume	1,673	2,476	803	48.0%	9,282

Daily Pivots for day following 08-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1288-3	1278-5	1235-5
R3	1265-3	1255-5	1229-3
R2	1242-3	1242-3	1227-2
R1	1232-5	1232-5	1225-1	1237-4
PP	1219-3	1219-3	1219-3	1221-6
S1	1209-5	1209-5	1220-7	1214-4
S2	1196-3	1196-3	1218-6
S3	1173-3	1186-5	1216-5
S4	1150-3	1163-5	1210-3

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1640-7	1555-7	1279-3
R3	1508-7	1423-7	1243-0
R2	1376-7	1376-7	1231-0
R1	1291-7	1291-7	1218-7	1268-3
PP	1244-7	1244-7	1244-7	1233-2
S1	1159-7	1159-7	1194-5	1136-3
S2	1112-7	1112-7	1182-4
S3	980-7	1027-7	1170-4
S4	848-7	895-7	1134-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1330-0	1198-0	132-0	10.8%	35-4	2.9%	19%	False	False	2,351
10	1397-0	1198-0	199-0	16.3%	28-0	2.3%	13%	False	False	2,272
20	1397-0	1198-0	199-0	16.3%	30-4	2.5%	13%	False	False	2,357
40	1598-0	1198-0	400-0	32.7%	32-5	2.7%	6%	False	False	2,247

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5-0
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1326-6
2.618	1289-2
1.618	1266-2
1.000	1252-0
0.618	1243-2
HIGH	1229-0
0.618	1220-2
0.500	1217-4
0.382	1214-6
LOW	1206-0
0.618	1191-6
1.000	1183-0
1.618	1168-6
2.618	1145-6
4.250	1108-2

Fisher Pivots for day following 08-Sep-2008
Pivot	1 day	3 day
R1	1221-1	1243-0
PP	1219-3	1236-3
S1	1217-4	1229-5

Download as Excel Spreadsheet

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

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