CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 04-Aug-2008

Day Change Summary
	Previous	Current
	01-Aug-2008	04-Aug-2008	Change	Change %	Previous Week
Open	1418-0	1373-0	-45-0	-3.2%	1435-0
High	1418-0	1373-0	-45-0	-3.2%	1450-0
Low	1408-0	1338-0	-70-0	-5.0%	1395-0
Close	1408-0	1338-0	-70-0	-5.0%	1408-0
Range	10-0	35-0	25-0	250.0%	55-0
ATR	34-6	37-2	2-4	7.2%	0-0
Volume	1,929	803	-1,126	-58.4%	6,834

Daily Pivots for day following 04-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1454-5	1431-3	1357-2
R3	1419-5	1396-3	1347-5
R2	1384-5	1384-5	1344-3
R1	1361-3	1361-3	1341-2	1355-4
PP	1349-5	1349-5	1349-5	1346-6
S1	1326-3	1326-3	1334-6	1320-4
S2	1314-5	1314-5	1331-5
S3	1279-5	1291-3	1328-3
S4	1244-5	1256-3	1318-6

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	1338-0	112-0	8.4%	15-6	1.2%	0%	False	True	1,331
10	1450-0	1338-0	112-0	8.4%	19-1	1.4%	0%	False	True	1,256
20	1628-0	1338-0	290-0	21.7%	25-4	1.9%	0%	False	True	1,175

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	1-2
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1521-6
2.618	1464-5
1.618	1429-5
1.000	1408-0
0.618	1394-5
HIGH	1373-0
0.618	1359-5
0.500	1355-4
0.382	1351-3
LOW	1338-0
0.618	1316-3
1.000	1303-0
1.618	1281-3
2.618	1246-3
4.250	1189-2

Fisher Pivots for day following 04-Aug-2008
Pivot	1 day	3 day
R1	1355-4	1394-0
PP	1349-5	1375-3
S1	1343-7	1356-5

Download as Excel Spreadsheet

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

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