CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 931-4 920-2 -11-2 -1.2% 918-0
High 935-0 920-2 -14-6 -1.6% 946-0
Low 910-0 920-2 10-2 1.1% 903-0
Close 917-0 920-2 3-2 0.4% 936-0
Range 25-0 0-0 -25-0 -100.0% 43-0
ATR 22-1 20-6 -1-3 -6.1% 0-0
Volume 2,137 1,792 -345 -16.1% 15,094
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 920-2 920-2 920-2
R3 920-2 920-2 920-2
R2 920-2 920-2 920-2
R1 920-2 920-2 920-2 920-2
PP 920-2 920-2 920-2 920-2
S1 920-2 920-2 920-2 920-2
S2 920-2 920-2 920-2
S3 920-2 920-2 920-2
S4 920-2 920-2 920-2
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1057-3 1039-5 959-5
R3 1014-3 996-5 947-7
R2 971-3 971-3 943-7
R1 953-5 953-5 940-0 962-4
PP 928-3 928-3 928-3 932-6
S1 910-5 910-5 932-0 919-4
S2 885-3 885-3 928-1
S3 842-3 867-5 924-1
S4 799-3 824-5 912-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 937-0 903-0 34-0 3.7% 8-6 0.9% 51% False False 2,771
10 946-0 903-0 43-0 4.7% 10-7 1.2% 40% False False 2,961
20 1016-0 891-0 125-0 13.6% 12-6 1.4% 23% False False 2,443
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 1-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 920-2
2.618 920-2
1.618 920-2
1.000 920-2
0.618 920-2
HIGH 920-2
0.618 920-2
0.500 920-2
0.382 920-2
LOW 920-2
0.618 920-2
1.000 920-2
1.618 920-2
2.618 920-2
4.250 920-2
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 920-2 923-4
PP 920-2 922-3
S1 920-2 921-3

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

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