CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 04-Sep-2008

Day Change Summary
	Previous	Current
	03-Sep-2008	04-Sep-2008	Change	Change %	Previous Week
Open	1320-0	1280-0	-40-0	-3.0%	1392-0
High	1320-0	1286-0	-34-0	-2.6%	1396-0
Low	1270-0	1274-0	4-0	0.3%	1350-0
Close	1288-4	1272-4	-16-0	-1.2%	1362-0
Range	50-0	12-0	-38-0	-76.0%	46-0
ATR	40-3	38-5	-1-7	-4.6%	0-0
Volume	1,696	1,619	-77	-4.5%	4,610

Daily Pivots for day following 04-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1313-4	1305-0	1279-1
R3	1301-4	1293-0	1275-6
R2	1289-4	1289-4	1274-6
R1	1281-0	1281-0	1273-5	1279-2
PP	1277-4	1277-4	1277-4	1276-5
S1	1269-0	1269-0	1271-3	1267-2
S2	1265-4	1265-4	1270-2
S3	1253-4	1257-0	1269-2
S4	1241-4	1245-0	1265-7

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	1373-0	1270-0	103-0	8.1%	24-6	1.9%	2%	False	False	1,274
10	1396-0	1270-0	126-0	9.9%	19-5	1.5%	2%	False	False	1,206
20	1396-0	1226-0	170-0	13.4%	24-6	1.9%	27%	False	False	1,185
40	1628-0	1226-0	402-0	31.6%	26-1	2.1%	12%	False	False	1,215

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1337-0
2.618	1317-3
1.618	1305-3
1.000	1298-0
0.618	1293-3
HIGH	1286-0
0.618	1281-3
0.500	1280-0
0.382	1278-5
LOW	1274-0
0.618	1266-5
1.000	1262-0
1.618	1254-5
2.618	1242-5
4.250	1223-0

Fisher Pivots for day following 04-Sep-2008
Pivot	1 day	3 day
R1	1280-0	1304-4
PP	1277-4	1293-7
S1	1275-0	1283-1

Download as Excel Spreadsheet

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

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