CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 05-Aug-2008

Day Change Summary
	Previous	Current
	04-Aug-2008	05-Aug-2008	Change	Change %	Previous Week
Open	1373-0	1309-0	-64-0	-4.7%	1435-0
High	1373-0	1345-0	-28-0	-2.0%	1450-0
Low	1338-0	1309-0	-29-0	-2.2%	1395-0
Close	1338-0	1314-0	-24-0	-1.8%	1408-0
Range	35-0	36-0	1-0	2.9%	55-0
ATR	37-2	37-2	-0-1	-0.3%	0-0
Volume	803	1,427	624	77.7%	6,834

Daily Pivots for day following 05-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1430-5	1408-3	1333-6
R3	1394-5	1372-3	1323-7
R2	1358-5	1358-5	1320-5
R1	1336-3	1336-3	1317-2	1347-4
PP	1322-5	1322-5	1322-5	1328-2
S1	1300-3	1300-3	1310-6	1311-4
S2	1286-5	1286-5	1307-3
S3	1250-5	1264-3	1304-1
S4	1214-5	1228-3	1294-2

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	1309-0	141-0	10.7%	16-2	1.2%	4%	False	True	1,531
10	1450-0	1309-0	141-0	10.7%	20-2	1.5%	4%	False	True	1,186
20	1628-0	1309-0	319-0	24.3%	24-7	1.9%	2%	False	True	1,215

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	0-2
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1498-0
2.618	1439-2
1.618	1403-2
1.000	1381-0
0.618	1367-2
HIGH	1345-0
0.618	1331-2
0.500	1327-0
0.382	1322-6
LOW	1309-0
0.618	1286-6
1.000	1273-0
1.618	1250-6
2.618	1214-6
4.250	1156-0

Fisher Pivots for day following 05-Aug-2008
Pivot	1 day	3 day
R1	1327-0	1363-4
PP	1322-5	1347-0
S1	1318-3	1330-4

Download as Excel Spreadsheet

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

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