CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 918-0 930-0 12-0 1.3% 967-0
High 922-0 931-0 9-0 1.0% 977-0
Low 908-0 929-6 21-6 2.4% 891-0
Close 922-4 929-6 7-2 0.8% 929-2
Range 14-0 1-2 -12-6 -91.1% 86-0
ATR 23-5 22-5 -1-1 -4.6% 0-0
Volume 3,589 3,192 -397 -11.1% 12,909
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 933-7 933-1 930-4
R3 932-5 931-7 930-1
R2 931-3 931-3 930-0
R1 930-5 930-5 929-7 930-3
PP 930-1 930-1 930-1 930-0
S1 929-3 929-3 929-5 929-1
S2 928-7 928-7 929-4
S3 927-5 928-1 929-3
S4 926-3 926-7 929-0
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
5 931-0 891-0 40-0 4.3% 11-6 1.3% 97% True False 3,292
10 1011-0 891-0 120-0 12.9% 16-4 1.8% 32% False False 2,515
20 1056-0 891-0 165-0 17.7% 11-3 1.2% 23% False False 2,141
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 2-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 936-2
2.618 934-2
1.618 933-0
1.000 932-2
0.618 931-6
HIGH 931-0
0.618 930-4
0.500 930-3
0.382 930-2
LOW 929-6
0.618 929-0
1.000 928-4
1.618 927-6
2.618 926-4
4.250 924-4
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 930-3 926-3
PP 930-1 922-7
S1 930-0 919-4

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

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