CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 997-0 993-4 -3-4 -0.4% 955-0
High 1012-0 993-4 -18-4 -1.8% 985-0
Low 991-0 993-4 2-4 0.3% 955-0
Close 997-2 993-4 -3-6 -0.4% 974-6
Range 21-0 0-0 -21-0 -100.0% 30-0
ATR 22-5 21-3 -1-3 -6.0% 0-0
Volume 2,879 4,216 1,337 46.4% 19,360
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 993-4 993-4 993-4
R3 993-4 993-4 993-4
R2 993-4 993-4 993-4
R1 993-4 993-4 993-4 993-4
PP 993-4 993-4 993-4 993-4
S1 993-4 993-4 993-4 993-4
S2 993-4 993-4 993-4
S3 993-4 993-4 993-4
S4 993-4 993-4 993-4
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1061-5 1048-1 991-2
R3 1031-5 1018-1 983-0
R2 1001-5 1001-5 980-2
R1 988-1 988-1 977-4 994-7
PP 971-5 971-5 971-5 975-0
S1 958-1 958-1 972-0 964-7
S2 941-5 941-5 969-2
S3 911-5 928-1 966-4
S4 881-5 898-1 958-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1012-0 957-0 55-0 5.5% 12-2 1.2% 66% False False 3,661
10 1058-0 955-0 103-0 10.4% 13-5 1.4% 37% False False 3,938
20 1058-0 955-0 103-0 10.4% 13-6 1.4% 37% False False 4,105
40 1058-0 891-0 167-0 16.8% 12-4 1.3% 61% False False 3,307
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-6
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 993-4
2.618 993-4
1.618 993-4
1.000 993-4
0.618 993-4
HIGH 993-4
0.618 993-4
0.500 993-4
0.382 993-4
LOW 993-4
0.618 993-4
1.000 993-4
1.618 993-4
2.618 993-4
4.250 993-4
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 993-4 1001-4
PP 993-4 998-7
S1 993-4 996-1

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

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