CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 05-Sep-2008

Day Change Summary
	Previous	Current
	04-Sep-2008	05-Sep-2008	Change	Change %	Previous Week
Open	1280-0	1246-0	-34-0	-2.7%	1296-0
High	1286-0	1246-0	-40-0	-3.1%	1339-0
Low	1274-0	1210-0	-64-0	-5.0%	1210-0
Close	1272-4	1215-4	-57-0	-4.5%	1215-4
Range	12-0	36-0	24-0	200.0%	129-0
ATR	38-5	40-2	1-6	4.4%	0-0
Volume	1,619	755	-864	-53.4%	4,593

Daily Pivots for day following 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1331-7	1309-5	1235-2
R3	1295-7	1273-5	1225-3
R2	1259-7	1259-7	1222-1
R1	1237-5	1237-5	1218-6	1230-6
PP	1223-7	1223-7	1223-7	1220-3
S1	1201-5	1201-5	1212-2	1194-6
S2	1187-7	1187-7	1208-7
S3	1151-7	1165-5	1205-5
S4	1115-7	1129-5	1195-6

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1641-7	1557-5	1286-4
R3	1512-7	1428-5	1251-0
R2	1383-7	1383-7	1239-1
R1	1299-5	1299-5	1227-3	1277-2
PP	1254-7	1254-7	1254-7	1243-5
S1	1170-5	1170-5	1203-5	1148-2
S2	1125-7	1125-7	1191-7
S3	996-7	1041-5	1180-0
S4	867-7	912-5	1144-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1373-0	1210-0	163-0	13.4%	31-0	2.6%	3%	False	True	1,092
10	1396-0	1210-0	186-0	15.3%	20-6	1.7%	3%	False	True	1,167
20	1396-0	1210-0	186-0	15.3%	25-3	2.1%	3%	False	True	1,127
40	1628-0	1210-0	418-0	34.4%	26-4	2.2%	1%	False	True	1,208

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1399-0
2.618	1340-2
1.618	1304-2
1.000	1282-0
0.618	1268-2
HIGH	1246-0
0.618	1232-2
0.500	1228-0
0.382	1223-6
LOW	1210-0
0.618	1187-6
1.000	1174-0
1.618	1151-6
2.618	1115-6
4.250	1057-0

Fisher Pivots for day following 05-Sep-2008
Pivot	1 day	3 day
R1	1228-0	1265-0
PP	1223-7	1248-4
S1	1219-5	1232-0

Download as Excel Spreadsheet

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

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