CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 941-0 939-4 -1-4 -0.2% 971-0
High 948-0 945-4 -2-4 -0.3% 981-4
Low 940-4 937-4 -3-0 -0.3% 930-0
Close 941-0 938-6 -2-2 -0.2% 927-6
Range 7-4 8-0 0-4 6.7% 51-4
ATR 19-0 18-2 -0-6 -4.1% 0-0
Volume 8,639 7,546 -1,093 -12.7% 21,823
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 964-5 959-5 943-1
R3 956-5 951-5 941-0
R2 948-5 948-5 940-2
R1 943-5 943-5 939-4 942-1
PP 940-5 940-5 940-5 939-6
S1 935-5 935-5 938-0 934-1
S2 932-5 932-5 937-2
S3 924-5 927-5 936-4
S4 916-5 919-5 934-3
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
5 954-0 930-0 24-0 2.6% 9-7 1.1% 36% False False 6,478
10 1010-0 930-0 80-0 8.5% 11-0 1.2% 11% False False 4,914
20 1058-0 930-0 128-0 13.6% 12-3 1.3% 7% False False 4,426
40 1058-0 903-0 155-0 16.5% 11-1 1.2% 23% False False 3,873
60 1058-0 891-0 167-0 17.8% 11-4 1.2% 29% False False 3,324
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 0-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 979-4
2.618 966-4
1.618 958-4
1.000 953-4
0.618 950-4
HIGH 945-4
0.618 942-4
0.500 941-4
0.382 940-4
LOW 937-4
0.618 932-4
1.000 929-4
1.618 924-4
2.618 916-4
4.250 903-4
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 941-4 943-0
PP 940-5 941-5
S1 939-5 940-1

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

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