CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 971-0 975-4 4-4 0.5% 996-0
High 981-4 975-4 -6-0 -0.6% 1012-0
Low 971-0 957-0 -14-0 -1.4% 990-0
Close 979-2 959-2 -20-0 -2.0% 1007-2
Range 10-4 18-4 8-0 76.2% 22-0
ATR 21-1 21-2 0-1 0.4% 0-0
Volume 3,377 4,139 762 22.6% 16,503
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 1019-3 1007-7 969-3
R3 1000-7 989-3 964-3
R2 982-3 982-3 962-5
R1 970-7 970-7 961-0 967-3
PP 963-7 963-7 963-7 962-2
S1 952-3 952-3 957-4 948-7
S2 945-3 945-3 955-7
S3 926-7 933-7 954-1
S4 908-3 915-3 949-1
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 1010-0 957-0 53-0 5.5% 10-2 1.1% 4% False True 3,323
10 1012-0 957-0 55-0 5.7% 11-7 1.2% 4% False True 3,522
20 1058-0 955-0 103-0 10.7% 13-2 1.4% 4% False False 3,808
40 1058-0 891-0 167-0 17.4% 11-7 1.2% 41% False False 3,428
60 1098-0 891-0 207-0 21.6% 11-4 1.2% 33% False False 2,883
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1054-1
2.618 1023-7
1.618 1005-3
1.000 994-0
0.618 986-7
HIGH 975-4
0.618 968-3
0.500 966-2
0.382 964-1
LOW 957-0
0.618 945-5
1.000 938-4
1.618 927-1
2.618 908-5
4.250 878-3
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 966-2 983-4
PP 963-7 975-3
S1 961-5 967-3

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

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