CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 897-0 926-4 29-4 3.3% 981-0
High 917-0 926-4 9-4 1.0% 1011-0
Low 891-0 926-4 35-4 4.0% 945-0
Close 900-4 926-4 26-0 2.9% 1001-0
Range 26-0 0-0 -26-0 -100.0% 66-0
ATR 24-2 24-3 0-1 0.5% 0-0
Volume 3,205 2,718 -487 -15.2% 7,653
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 926-4 926-4 926-4
R3 926-4 926-4 926-4
R2 926-4 926-4 926-4
R1 926-4 926-4 926-4 926-4
PP 926-4 926-4 926-4 926-4
S1 926-4 926-4 926-4 926-4
S2 926-4 926-4 926-4
S3 926-4 926-4 926-4
S4 926-4 926-4 926-4
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1183-5 1158-3 1037-2
R3 1117-5 1092-3 1019-1
R2 1051-5 1051-5 1013-1
R1 1026-3 1026-3 1007-0 1039-0
PP 985-5 985-5 985-5 992-0
S1 960-3 960-3 995-0 973-0
S2 919-5 919-5 988-7
S3 853-5 894-3 982-7
S4 787-5 828-3 964-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1008-0 891-0 117-0 12.6% 20-0 2.2% 30% False False 2,462
10 1011-0 891-0 120-0 13.0% 13-5 1.5% 30% False False 2,045
20 1098-0 891-0 207-0 22.3% 10-6 1.2% 17% False False 1,874
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 926-4
2.618 926-4
1.618 926-4
1.000 926-4
0.618 926-4
HIGH 926-4
0.618 926-4
0.500 926-4
0.382 926-4
LOW 926-4
0.618 926-4
1.000 926-4
1.618 926-4
2.618 926-4
4.250 926-4
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 926-4 923-7
PP 926-4 921-1
S1 926-4 918-4

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

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