CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 1010-0 971-0 -39-0 -3.9% 996-0
High 1010-0 981-4 -28-4 -2.8% 1012-0
Low 995-0 971-0 -24-0 -2.4% 990-0
Close 1007-2 979-2 -28-0 -2.8% 1007-2
Range 15-0 10-4 -4-4 -30.0% 22-0
ATR 20-0 21-1 1-1 5.8% 0-0
Volume 2,743 3,377 634 23.1% 16,503
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 1008-6 1004-4 985-0
R3 998-2 994-0 982-1
R2 987-6 987-6 981-1
R1 983-4 983-4 980-2 985-5
PP 977-2 977-2 977-2 978-2
S1 973-0 973-0 978-2 975-1
S2 966-6 966-6 977-3
S3 956-2 962-4 976-3
S4 945-6 952-0 973-4
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 1012-0 971-0 41-0 4.2% 10-6 1.1% 20% False True 3,071
10 1012-0 955-0 57-0 5.8% 10-7 1.1% 43% False False 3,424
20 1058-0 955-0 103-0 10.5% 13-1 1.3% 24% False False 3,934
40 1058-0 891-0 167-0 17.1% 12-5 1.3% 53% False False 3,380
60 1098-0 891-0 207-0 21.1% 11-3 1.2% 43% False False 2,857
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1026-1
2.618 1009-0
1.618 998-4
1.000 992-0
0.618 988-0
HIGH 981-4
0.618 977-4
0.500 976-2
0.382 975-0
LOW 971-0
0.618 964-4
1.000 960-4
1.618 954-0
2.618 943-4
4.250 926-3
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 978-2 990-4
PP 977-2 986-6
S1 976-2 983-0

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

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