CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 06-Aug-2008

Day Change Summary
	Previous	Current
	05-Aug-2008	06-Aug-2008	Change	Change %	Previous Week
Open	1309-0	1322-0	13-0	1.0%	1435-0
High	1345-0	1322-0	-23-0	-1.7%	1450-0
Low	1309-0	1250-0	-59-0	-4.5%	1395-0
Close	1314-0	1267-0	-47-0	-3.6%	1408-0
Range	36-0	72-0	36-0	100.0%	55-0
ATR	37-2	39-6	2-4	6.7%	0-0
Volume	1,427	1,339	-88	-6.2%	6,834

Daily Pivots for day following 06-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1495-5	1453-3	1306-5
R3	1423-5	1381-3	1286-6
R2	1351-5	1351-5	1280-2
R1	1309-3	1309-3	1273-5	1294-4
PP	1279-5	1279-5	1279-5	1272-2
S1	1237-3	1237-3	1260-3	1222-4
S2	1207-5	1207-5	1253-6
S3	1135-5	1165-3	1247-2
S4	1063-5	1093-3	1227-3

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	1250-0	200-0	15.8%	30-5	2.4%	9%	False	True	1,360
10	1450-0	1250-0	200-0	15.8%	23-2	1.8%	9%	False	True	1,274
20	1628-0	1250-0	378-0	29.8%	27-4	2.2%	4%	False	True	1,245

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 26 trading days

Fibonacci Retracements and Extensions
4.250	1628-0
2.618	1510-4
1.618	1438-4
1.000	1394-0
0.618	1366-4
HIGH	1322-0
0.618	1294-4
0.500	1286-0
0.382	1277-4
LOW	1250-0
0.618	1205-4
1.000	1178-0
1.618	1133-4
2.618	1061-4
4.250	944-0

Fisher Pivots for day following 06-Aug-2008
Pivot	1 day	3 day
R1	1286-0	1311-4
PP	1279-5	1296-5
S1	1273-3	1281-7

Download as Excel Spreadsheet

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

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