CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 975-4 950-0 -25-4 -2.6% 996-0
High 975-4 960-0 -15-4 -1.6% 1012-0
Low 957-0 950-0 -7-0 -0.7% 990-0
Close 959-2 954-0 -5-2 -0.5% 1007-2
Range 18-4 10-0 -8-4 -45.9% 22-0
ATR 21-2 20-4 -0-6 -3.8% 0-0
Volume 4,139 4,352 213 5.1% 16,503
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 984-5 979-3 959-4
R3 974-5 969-3 956-6
R2 964-5 964-5 955-7
R1 959-3 959-3 954-7 962-0
PP 954-5 954-5 954-5 956-0
S1 949-3 949-3 953-1 952-0
S2 944-5 944-5 952-1
S3 934-5 939-3 951-2
S4 924-5 929-3 948-4
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 1010-0 950-0 60-0 6.3% 12-2 1.3% 7% False True 3,350
10 1012-0 950-0 62-0 6.5% 12-2 1.3% 6% False True 3,505
20 1058-0 950-0 108-0 11.3% 12-7 1.3% 4% False True 3,750
40 1058-0 903-0 155-0 16.2% 11-4 1.2% 33% False False 3,457
60 1098-0 891-0 207-0 21.7% 11-4 1.2% 30% False False 2,921
Crabel Price Patterns
NR True
NR4 True
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 1-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1002-4
2.618 986-1
1.618 976-1
1.000 970-0
0.618 966-1
HIGH 960-0
0.618 956-1
0.500 955-0
0.382 953-7
LOW 950-0
0.618 943-7
1.000 940-0
1.618 933-7
2.618 923-7
4.250 907-4
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 955-0 965-6
PP 954-5 961-7
S1 954-3 957-7

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

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