CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 21-Aug-2008

Day Change Summary
	Previous	Current
	20-Aug-2008	21-Aug-2008	Change	Change %	Previous Week
Open	1337-4	1369-0	31-4	2.4%	1230-0
High	1353-0	1394-0	41-0	3.0%	1326-2
Low	1316-0	1369-0	53-0	4.0%	1230-0
Close	1337-4	1385-4	48-0	3.6%	1262-4
Range	37-0	25-0	-12-0	-32.4%	96-2
ATR	43-7	44-6	0-7	2.1%	0-0
Volume	904	1,138	234	25.9%	5,154

Daily Pivots for day following 21-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1457-7	1446-5	1399-2
R3	1432-7	1421-5	1392-3
R2	1407-7	1407-7	1390-1
R1	1396-5	1396-5	1387-6	1402-2
PP	1382-7	1382-7	1382-7	1385-5
S1	1371-5	1371-5	1383-2	1377-2
S2	1357-7	1357-7	1380-7
S3	1332-7	1346-5	1378-5
S4	1307-7	1321-5	1371-6

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	1394-0	1260-0	134-0	9.7%	33-6	2.4%	94%	True	False	988
10	1394-0	1226-0	168-0	12.1%	30-0	2.2%	95%	True	False	1,086
20	1450-0	1226-0	224-0	16.2%	26-2	1.9%	71%	False	False	1,237

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	5-7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1500-2
2.618	1459-4
1.618	1434-4
1.000	1419-0
0.618	1409-4
HIGH	1394-0
0.618	1384-4
0.500	1381-4
0.382	1378-4
LOW	1369-0
0.618	1353-4
1.000	1344-0
1.618	1328-4
2.618	1303-4
4.250	1262-6

Fisher Pivots for day following 21-Aug-2008
Pivot	1 day	3 day
R1	1384-1	1373-5
PP	1382-7	1361-7
S1	1381-4	1350-0

Download as Excel Spreadsheet

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

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