CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 932-0 917-4 -14-4 -1.6% 933-0
High 932-0 921-4 -10-4 -1.1% 945-0
Low 932-0 915-0 -17-0 -1.8% 910-0
Close 932-0 921-0 -11-0 -1.2% 925-4
Range 0-0 6-4 6-4 35-0
ATR 19-6 19-4 -0-2 -1.0% 0-0
Volume 1,430 3,634 2,204 154.1% 11,134
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 938-5 936-3 924-5
R3 932-1 929-7 922-6
R2 925-5 925-5 922-2
R1 923-3 923-3 921-5 924-4
PP 919-1 919-1 919-1 919-6
S1 916-7 916-7 920-3 918-0
S2 912-5 912-5 919-6
S3 906-1 910-3 919-2
S4 899-5 903-7 917-3
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
5 945-0 915-0 30-0 3.3% 3-3 0.4% 20% False True 1,965
10 945-0 903-0 42-0 4.6% 6-0 0.7% 43% False False 2,368
20 1011-0 891-0 120-0 13.0% 11-2 1.2% 25% False False 2,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 949-1
2.618 938-4
1.618 932-0
1.000 928-0
0.618 925-4
HIGH 921-4
0.618 919-0
0.500 918-2
0.382 917-4
LOW 915-0
0.618 911-0
1.000 908-4
1.618 904-4
2.618 898-0
4.250 887-3
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 920-1 923-4
PP 919-1 922-5
S1 918-2 921-7

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

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