CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 08-Aug-2008

Day Change Summary
	Previous	Current
	07-Aug-2008	08-Aug-2008	Change	Change %	Previous Week
Open	1298-0	1231-0	-67-0	-5.2%	1373-0
High	1299-0	1240-0	-59-0	-4.5%	1373-0
Low	1275-0	1226-0	-49-0	-3.8%	1226-0
Close	1283-0	1226-0	-57-0	-4.4%	1226-0
Range	24-0	14-0	-10-0	-41.7%	147-0
ATR	39-1	40-3	1-2	3.3%	0-0
Volume	1,915	1,497	-418	-21.8%	6,981

Daily Pivots for day following 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1272-5	1263-3	1233-6
R3	1258-5	1249-3	1229-7
R2	1244-5	1244-5	1228-5
R1	1235-3	1235-3	1227-2	1233-0
PP	1230-5	1230-5	1230-5	1229-4
S1	1221-3	1221-3	1224-6	1219-0
S2	1216-5	1216-5	1223-3
S3	1202-5	1207-3	1222-1
S4	1188-5	1193-3	1218-2

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1716-0	1618-0	1306-7
R3	1569-0	1471-0	1266-3
R2	1422-0	1422-0	1253-0
R1	1324-0	1324-0	1239-4	1299-4
PP	1275-0	1275-0	1275-0	1262-6
S1	1177-0	1177-0	1212-4	1152-4
S2	1128-0	1128-0	1199-0
S3	981-0	1030-0	1185-5
S4	834-0	883-0	1145-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1373-0	1226-0	147-0	12.0%	36-2	3.0%	0%	False	True	1,396
10	1450-0	1226-0	224-0	18.3%	24-0	2.0%	0%	False	True	1,381
20	1596-0	1226-0	370-0	30.2%	26-0	2.1%	0%	False	True	1,311

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0-7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1299-4
2.618	1276-5
1.618	1262-5
1.000	1254-0
0.618	1248-5
HIGH	1240-0
0.618	1234-5
0.500	1233-0
0.382	1231-3
LOW	1226-0
0.618	1217-3
1.000	1212-0
1.618	1203-3
2.618	1189-3
4.250	1166-4

Fisher Pivots for day following 08-Aug-2008
Pivot	1 day	3 day
R1	1233-0	1274-0
PP	1230-5	1258-0
S1	1228-3	1242-0

Download as Excel Spreadsheet

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

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