CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 912-0 918-0 6-0 0.7% 967-0
High 929-2 922-0 -7-2 -0.8% 977-0
Low 912-0 908-0 -4-0 -0.4% 891-0
Close 929-2 922-4 -6-6 -0.7% 929-2
Range 17-2 14-0 -3-2 -18.8% 86-0
ATR 23-7 23-5 -0-1 -0.8% 0-0
Volume 3,759 3,589 -170 -4.5% 12,909
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 959-4 955-0 930-2
R3 945-4 941-0 926-3
R2 931-4 931-4 925-1
R1 927-0 927-0 923-6 929-2
PP 917-4 917-4 917-4 918-5
S1 913-0 913-0 921-2 915-2
S2 903-4 903-4 919-7
S3 889-4 899-0 918-5
S4 875-4 885-0 914-6
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 1190-3 1145-7 976-4
R3 1104-3 1059-7 952-7
R2 1018-3 1018-3 945-0
R1 973-7 973-7 937-1 953-1
PP 932-3 932-3 932-3 922-0
S1 887-7 887-7 921-3 867-1
S2 846-3 846-3 913-4
S3 760-3 801-7 905-5
S4 674-3 715-7 882-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 946-0 891-0 55-0 6.0% 20-5 2.2% 57% False False 3,098
10 1011-0 891-0 120-0 13.0% 16-6 1.8% 26% False False 2,415
20 1056-0 891-0 165-0 17.9% 11-6 1.3% 19% False False 2,035
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 981-4
2.618 958-5
1.618 944-5
1.000 936-0
0.618 930-5
HIGH 922-0
0.618 916-5
0.500 915-0
0.382 913-3
LOW 908-0
0.618 899-3
1.000 894-0
1.618 885-3
2.618 871-3
4.250 848-4
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 920-0 921-2
PP 917-4 919-7
S1 915-0 918-5

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

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