CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	29-Aug-2008	02-Sep-2008	Change	Change %	Previous Week
Open	1367-0	1296-0	-71-0	-5.2%	1392-0
High	1373-0	1339-0	-34-0	-2.5%	1396-0
Low	1359-0	1296-0	-63-0	-4.6%	1350-0
Close	1362-0	1335-4	-26-4	-1.9%	1362-0
Range	14-0	43-0	29-0	207.1%	46-0
ATR	36-3	38-4	2-1	5.8%	0-0
Volume	869	523	-346	-39.8%	4,610

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1452-4	1437-0	1359-1
R3	1409-4	1394-0	1347-3
R2	1366-4	1366-4	1343-3
R1	1351-0	1351-0	1339-4	1358-6
PP	1323-4	1323-4	1323-4	1327-3
S1	1308-0	1308-0	1331-4	1315-6
S2	1280-4	1280-4	1327-5
S3	1237-4	1265-0	1323-5
S4	1194-4	1222-0	1311-7

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1507-3	1480-5	1387-2
R3	1461-3	1434-5	1374-5
R2	1415-3	1415-3	1370-3
R1	1388-5	1388-5	1366-2	1379-0
PP	1369-3	1369-3	1369-3	1364-4
S1	1342-5	1342-5	1357-6	1333-0
S2	1323-3	1323-3	1353-5
S3	1277-3	1296-5	1349-3
S4	1231-3	1250-5	1336-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1396-0	1296-0	100-0	7.5%	19-0	1.4%	40%	False	True	897
10	1396-0	1296-0	100-0	7.5%	23-6	1.8%	40%	False	True	1,055
20	1396-0	1226-0	170-0	12.7%	27-0	2.0%	64%	False	False	1,157
40	1628-0	1226-0	402-0	30.1%	26-2	2.0%	27%	False	False	1,166

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	5-5
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1521-6
2.618	1451-5
1.618	1408-5
1.000	1382-0
0.618	1365-5
HIGH	1339-0
0.618	1322-5
0.500	1317-4
0.382	1312-3
LOW	1296-0
0.618	1269-3
1.000	1253-0
1.618	1226-3
2.618	1183-3
4.250	1113-2

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	1329-4	1335-1
PP	1323-4	1334-7
S1	1317-4	1334-4

Download as Excel Spreadsheet

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

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