CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 1011-6 1030-0 18-2 1.8% 1014-0
High 1011-6 1039-0 27-2 2.7% 1045-0
Low 1011-6 1030-0 18-2 1.8% 1014-0
Close 1011-6 1039-0 27-2 2.7% 1035-4
Range 0-0 9-0 9-0 31-0
ATR 22-2 22-5 0-3 1.6% 0-0
Volume 3,162 3,913 751 23.8% 24,373
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 1063-0 1060-0 1044-0
R3 1054-0 1051-0 1041-4
R2 1045-0 1045-0 1040-5
R1 1042-0 1042-0 1039-7 1043-4
PP 1036-0 1036-0 1036-0 1036-6
S1 1033-0 1033-0 1038-1 1034-4
S2 1027-0 1027-0 1037-3
S3 1018-0 1024-0 1036-4
S4 1009-0 1015-0 1034-0
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1124-4 1111-0 1052-4
R3 1093-4 1080-0 1044-0
R2 1062-4 1062-4 1041-1
R1 1049-0 1049-0 1038-3 1055-6
PP 1031-4 1031-4 1031-4 1034-7
S1 1018-0 1018-0 1032-5 1024-6
S2 1000-4 1000-4 1029-7
S3 969-4 987-0 1027-0
S4 938-4 956-0 1018-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1045-0 1011-6 33-2 3.2% 11-0 1.1% 82% False False 4,090
10 1045-0 915-0 130-0 12.5% 12-0 1.2% 95% False False 4,242
20 1045-0 903-0 142-0 13.7% 10-3 1.0% 96% False False 3,248
40 1056-0 891-0 165-0 15.9% 10-7 1.0% 90% False False 2,695
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1077-2
2.618 1062-4
1.618 1053-4
1.000 1048-0
0.618 1044-4
HIGH 1039-0
0.618 1035-4
0.500 1034-4
0.382 1033-4
LOW 1030-0
0.618 1024-4
1.000 1021-0
1.618 1015-4
2.618 1006-4
4.250 991-6
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 1037-4 1035-2
PP 1036-0 1031-5
S1 1034-4 1027-7

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

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