CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 996-0 1010-0 14-0 1.4% 996-0
High 997-0 1010-0 13-0 1.3% 1012-0
Low 990-0 995-0 5-0 0.5% 990-0
Close 993-4 1007-2 13-6 1.4% 1007-2
Range 7-0 15-0 8-0 114.3% 22-0
ATR 20-2 20-0 -0-2 -1.3% 0-0
Volume 2,142 2,743 601 28.1% 16,503
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1049-1 1043-1 1015-4
R3 1034-1 1028-1 1011-3
R2 1019-1 1019-1 1010-0
R1 1013-1 1013-1 1008-5 1008-5
PP 1004-1 1004-1 1004-1 1001-6
S1 998-1 998-1 1005-7 993-5
S2 989-1 989-1 1004-4
S3 974-1 983-1 1003-1
S4 959-1 968-1 999-0
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1069-1 1060-1 1019-3
R3 1047-1 1038-1 1013-2
R2 1025-1 1025-1 1011-2
R1 1016-1 1016-1 1009-2 1020-5
PP 1003-1 1003-1 1003-1 1005-2
S1 994-1 994-1 1005-2 998-5
S2 981-1 981-1 1003-2
S3 959-1 972-1 1001-2
S4 937-1 950-1 995-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1012-0 990-0 22-0 2.2% 10-6 1.1% 78% False False 3,300
10 1012-0 955-0 57-0 5.7% 10-5 1.1% 92% False False 3,586
20 1058-0 955-0 103-0 10.2% 13-4 1.3% 51% False False 3,982
40 1058-0 891-0 167-0 16.6% 12-6 1.3% 70% False False 3,321
60 1098-0 891-0 207-0 20.6% 11-3 1.1% 56% False False 2,827
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 1-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1073-6
2.618 1049-2
1.618 1034-2
1.000 1025-0
0.618 1019-2
HIGH 1010-0
0.618 1004-2
0.500 1002-4
0.382 1000-6
LOW 995-0
0.618 985-6
1.000 980-0
1.618 970-6
2.618 955-6
4.250 931-2
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 1005-5 1004-7
PP 1004-1 1002-3
S1 1002-4 1000-0

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

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