CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 15-Aug-2008

Day Change Summary
	Previous	Current
	14-Aug-2008	15-Aug-2008	Change	Change %	Previous Week
Open	1319-0	1260-0	-59-0	-4.5%	1230-0
High	1320-0	1262-0	-58-0	-4.4%	1326-2
Low	1290-0	1260-0	-30-0	-2.3%	1230-0
Close	1317-6	1262-4	-55-2	-4.2%	1262-4
Range	30-0	2-0	-28-0	-93.3%	96-2
ATR	39-2	40-5	1-3	3.4%	0-0
Volume	1,117	723	-394	-35.3%	5,154

Daily Pivots for day following 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1267-4	1267-0	1263-5
R3	1265-4	1265-0	1263-0
R2	1263-4	1263-4	1262-7
R1	1263-0	1263-0	1262-5	1263-2
PP	1261-4	1261-4	1261-4	1261-5
S1	1261-0	1261-0	1262-3	1261-2
S2	1259-4	1259-4	1262-1
S3	1257-4	1259-0	1262-0
S4	1255-4	1257-0	1261-3

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1561-5	1508-3	1315-4
R3	1465-3	1412-1	1289-0
R2	1369-1	1369-1	1280-1
R1	1315-7	1315-7	1271-3	1342-4
PP	1272-7	1272-7	1272-7	1286-2
S1	1219-5	1219-5	1253-5	1246-2
S2	1176-5	1176-5	1244-7
S3	1080-3	1123-3	1236-0
S4	984-1	1027-1	1209-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1326-2	1230-0	96-2	7.6%	24-0	1.9%	34%	False	False	1,030
10	1373-0	1226-0	147-0	11.6%	30-1	2.4%	25%	False	False	1,213
20	1450-0	1226-0	224-0	17.7%	22-7	1.8%	16%	False	False	1,264

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-6
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1270-4
2.618	1267-2
1.618	1265-2
1.000	1264-0
0.618	1263-2
HIGH	1262-0
0.618	1261-2
0.500	1261-0
0.382	1260-6
LOW	1260-0
0.618	1258-6
1.000	1258-0
1.618	1256-6
2.618	1254-6
4.250	1251-4

Fisher Pivots for day following 15-Aug-2008
Pivot	1 day	3 day
R1	1262-0	1293-1
PP	1261-4	1282-7
S1	1261-0	1272-6

Download as Excel Spreadsheet

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

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