CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 922-0 932-0 10-0 1.1% 933-0
High 924-0 932-0 8-0 0.9% 945-0
Low 917-4 932-0 14-4 1.6% 910-0
Close 916-6 932-0 15-2 1.7% 925-4
Range 6-4 0-0 -6-4 -100.0% 35-0
ATR 20-0 19-6 -0-3 -1.7% 0-0
Volume 1,672 1,430 -242 -14.5% 11,134
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 932-0 932-0 932-0
R3 932-0 932-0 932-0
R2 932-0 932-0 932-0
R1 932-0 932-0 932-0 932-0
PP 932-0 932-0 932-0 932-0
S1 932-0 932-0 932-0 932-0
S2 932-0 932-0 932-0
S3 932-0 932-0 932-0
S4 932-0 932-0 932-0
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1031-7 1013-5 944-6
R3 996-7 978-5 935-1
R2 961-7 961-7 931-7
R1 943-5 943-5 928-6 935-2
PP 926-7 926-7 926-7 922-5
S1 908-5 908-5 922-2 900-2
S2 891-7 891-7 919-1
S3 856-7 873-5 915-7
S4 821-7 838-5 906-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 945-0 917-4 27-4 3.0% 2-1 0.2% 53% False False 1,597
10 946-0 903-0 43-0 4.6% 8-6 0.9% 67% False False 2,254
20 1011-0 891-0 120-0 12.9% 12-5 1.3% 34% False False 2,385
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 932-0
2.618 932-0
1.618 932-0
1.000 932-0
0.618 932-0
HIGH 932-0
0.618 932-0
0.500 932-0
0.382 932-0
LOW 932-0
0.618 932-0
1.000 932-0
1.618 932-0
2.618 932-0
4.250 932-0
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 932-0 929-5
PP 932-0 927-1
S1 932-0 924-6

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

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