CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 01-Aug-2008

Day Change Summary
	Previous	Current
	31-Jul-2008	01-Aug-2008	Change	Change %	Previous Week
Open	1450-0	1418-0	-32-0	-2.2%	1435-0
High	1450-0	1418-0	-32-0	-2.2%	1450-0
Low	1450-0	1408-0	-42-0	-2.9%	1395-0
Close	1445-0	1408-0	-37-0	-2.6%	1408-0
Range	0-0	10-0	10-0		55-0
ATR	34-5	34-6	0-1	0.5%	0-0
Volume	1,304	1,929	625	47.9%	6,834

Daily Pivots for day following 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1441-3	1434-5	1413-4
R3	1431-3	1424-5	1410-6
R2	1421-3	1421-3	1409-7
R1	1414-5	1414-5	1408-7	1413-0
PP	1411-3	1411-3	1411-3	1410-4
S1	1404-5	1404-5	1407-1	1403-0
S2	1401-3	1401-3	1406-1
S3	1391-3	1394-5	1405-2
S4	1381-3	1384-5	1402-4

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1582-5	1550-3	1438-2
R3	1527-5	1495-3	1423-1
R2	1472-5	1472-5	1418-1
R1	1440-3	1440-3	1413-0	1429-0
PP	1417-5	1417-5	1417-5	1412-0
S1	1385-3	1385-3	1403-0	1374-0
S2	1362-5	1362-5	1397-7
S3	1307-5	1330-3	1392-7
S4	1252-5	1275-3	1377-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1450-0	1395-0	55-0	3.9%	11-6	0.8%	24%	False	False	1,366
10	1450-0	1395-0	55-0	3.9%	15-5	1.1%	24%	False	False	1,314
20	1628-0	1395-0	233-0	16.5%	24-7	1.8%	6%	False	False	1,223

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	1-2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1460-4
2.618	1444-1
1.618	1434-1
1.000	1428-0
0.618	1424-1
HIGH	1418-0
0.618	1414-1
0.500	1413-0
0.382	1411-7
LOW	1408-0
0.618	1401-7
1.000	1398-0
1.618	1391-7
2.618	1381-7
4.250	1365-4

Fisher Pivots for day following 01-Aug-2008
Pivot	1 day	3 day
R1	1413-0	1429-0
PP	1411-3	1422-0
S1	1409-5	1415-0

Download as Excel Spreadsheet

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

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