CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 03-Sep-2008

Day Change Summary
	Previous	Current
	02-Sep-2008	03-Sep-2008	Change	Change %	Previous Week
Open	1296-0	1320-0	24-0	1.9%	1392-0
High	1339-0	1320-0	-19-0	-1.4%	1396-0
Low	1296-0	1270-0	-26-0	-2.0%	1350-0
Close	1335-4	1288-4	-47-0	-3.5%	1362-0
Range	43-0	50-0	7-0	16.3%	46-0
ATR	38-4	40-3	1-7	5.0%	0-0
Volume	523	1,696	1,173	224.3%	4,610

Daily Pivots for day following 03-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1442-7	1415-5	1316-0
R3	1392-7	1365-5	1302-2
R2	1342-7	1342-7	1297-5
R1	1315-5	1315-5	1293-1	1304-2
PP	1292-7	1292-7	1292-7	1287-1
S1	1265-5	1265-5	1283-7	1254-2
S2	1242-7	1242-7	1279-3
S3	1192-7	1215-5	1274-6
S4	1142-7	1165-5	1261-0

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	1270-0	126-0	9.8%	26-0	2.0%	15%	False	True	1,064
10	1396-0	1270-0	126-0	9.8%	22-1	1.7%	15%	False	True	1,134
20	1396-0	1226-0	170-0	13.2%	27-6	2.2%	37%	False	False	1,171
40	1628-0	1226-0	402-0	31.2%	26-2	2.0%	16%	False	False	1,193

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	2-4
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1532-4
2.618	1450-7
1.618	1400-7
1.000	1370-0
0.618	1350-7
HIGH	1320-0
0.618	1300-7
0.500	1295-0
0.382	1289-1
LOW	1270-0
0.618	1239-1
1.000	1220-0
1.618	1189-1
2.618	1139-1
4.250	1057-4

Fisher Pivots for day following 03-Sep-2008
Pivot	1 day	3 day
R1	1295-0	1321-4
PP	1292-7	1310-4
S1	1290-5	1299-4

Download as Excel Spreadsheet

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

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