CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 950-0 952-0 2-0 0.2% 996-0
High 960-0 954-0 -6-0 -0.6% 1012-0
Low 950-0 939-0 -11-0 -1.2% 990-0
Close 954-0 946-2 -7-6 -0.8% 1007-2
Range 10-0 15-0 5-0 50.0% 22-0
ATR 20-4 20-1 -0-3 -1.9% 0-0
Volume 4,352 4,192 -160 -3.7% 16,503
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 991-3 983-7 954-4
R3 976-3 968-7 950-3
R2 961-3 961-3 949-0
R1 953-7 953-7 947-5 950-1
PP 946-3 946-3 946-3 944-4
S1 938-7 938-7 944-7 935-1
S2 931-3 931-3 943-4
S3 916-3 923-7 942-1
S4 901-3 908-7 938-0
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 1010-0 939-0 71-0 7.5% 13-6 1.5% 10% False True 3,760
10 1012-0 939-0 73-0 7.7% 12-6 1.4% 10% False True 3,570
20 1058-0 939-0 119-0 12.6% 13-0 1.4% 6% False True 3,720
40 1058-0 903-0 155-0 16.4% 11-7 1.3% 28% False False 3,494
60 1098-0 891-0 207-0 21.9% 11-4 1.2% 27% False False 2,954
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 1-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1017-6
2.618 993-2
1.618 978-2
1.000 969-0
0.618 963-2
HIGH 954-0
0.618 948-2
0.500 946-4
0.382 944-6
LOW 939-0
0.618 929-6
1.000 924-0
1.618 914-6
2.618 899-6
4.250 875-2
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 946-4 957-2
PP 946-3 953-5
S1 946-3 949-7

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

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