CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 940-4 941-0 0-4 0.1% 971-0
High 948-4 948-0 -0-4 -0.1% 981-4
Low 940-4 940-4 0-0 0.0% 930-0
Close 947-2 941-0 -6-2 -0.7% 927-6
Range 8-0 7-4 -0-4 -6.3% 51-4
ATR 19-7 19-0 -0-7 -4.4% 0-0
Volume 6,252 8,639 2,387 38.2% 21,823
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 965-5 960-7 945-1
R3 958-1 953-3 943-0
R2 950-5 950-5 942-3
R1 945-7 945-7 941-6 944-6
PP 943-1 943-1 943-1 942-5
S1 938-3 938-3 940-2 937-2
S2 935-5 935-5 939-5
S3 928-1 930-7 939-0
S4 920-5 923-3 936-7
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1100-7 1065-7 956-1
R3 1049-3 1014-3 941-7
R2 997-7 997-7 937-2
R1 962-7 962-7 932-4 954-5
PP 946-3 946-3 946-3 942-2
S1 911-3 911-3 923-0 903-1
S2 894-7 894-7 918-2
S3 843-3 859-7 913-5
S4 791-7 808-3 899-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 960-0 930-0 30-0 3.2% 10-2 1.1% 37% False False 5,839
10 1010-0 930-0 80-0 8.5% 10-2 1.1% 14% False False 4,581
20 1058-0 930-0 128-0 13.6% 13-1 1.4% 9% False False 4,245
40 1058-0 903-0 155-0 16.5% 11-6 1.2% 25% False False 3,747
60 1058-0 891-0 167-0 17.7% 11-5 1.2% 30% False False 3,211
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-5
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 979-7
2.618 967-5
1.618 960-1
1.000 955-4
0.618 952-5
HIGH 948-0
0.618 945-1
0.500 944-2
0.382 943-3
LOW 940-4
0.618 935-7
1.000 933-0
1.618 928-3
2.618 920-7
4.250 908-5
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 944-2 940-3
PP 943-1 939-7
S1 942-1 939-2

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

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