CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 18-Jul-2008

Day Change Summary
	Previous	Current
	17-Jul-2008	18-Jul-2008	Change	Change %	Previous Week
Open	1523-0	1519-0	-4-0	-0.3%	1565-0
High	1523-0	1523-0	0-0	0.0%	1596-0
Low	1523-0	1476-0	-47-0	-3.1%	1476-0
Close	1522-4	1475-0	-47-4	-3.1%	1475-0
Range	0-0	47-0	47-0		120-0
ATR
Volume	930	1,307	377	40.5%	6,105

Daily Pivots for day following 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1632-3	1600-5	1500-7
R3	1585-3	1553-5	1487-7
R2	1538-3	1538-3	1483-5
R1	1506-5	1506-5	1479-2	1499-0
PP	1491-3	1491-3	1491-3	1487-4
S1	1459-5	1459-5	1470-6	1452-0
S2	1444-3	1444-3	1466-3
S3	1397-3	1412-5	1462-1
S4	1350-3	1365-5	1449-1

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1875-5	1795-3	1541-0
R3	1755-5	1675-3	1508-0
R2	1635-5	1635-5	1497-0
R1	1555-3	1555-3	1486-0	1535-4
PP	1515-5	1515-5	1515-5	1505-6
S1	1435-3	1435-3	1464-0	1415-4
S2	1395-5	1395-5	1453-0
S3	1275-5	1315-3	1442-0
S4	1155-5	1195-3	1409-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1596-0	1476-0	120-0	8.1%	36-5	2.5%	-1%	False	True	1,221
10	1628-0	1476-0	152-0	10.3%	34-2	2.3%	-1%	False	True	1,131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1-3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1722-6
2.618	1646-0
1.618	1599-0
1.000	1570-0
0.618	1552-0
HIGH	1523-0
0.618	1505-0
0.500	1499-4
0.382	1494-0
LOW	1476-0
0.618	1447-0
1.000	1429-0
1.618	1400-0
2.618	1353-0
4.250	1276-2

Fisher Pivots for day following 18-Jul-2008
Pivot	1 day	3 day
R1	1499-4	1524-4
PP	1491-3	1508-0
S1	1483-1	1491-4

Download as Excel Spreadsheet

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

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