CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 939-4 916-0 -23-4 -2.5% 940-4
High 945-4 916-0 -29-4 -3.1% 948-4
Low 937-4 911-0 -26-4 -2.8% 911-0
Close 938-6 915-4 -23-2 -2.5% 915-4
Range 8-0 5-0 -3-0 -37.5% 37-4
ATR 18-2 18-7 0-5 3.8% 0-0
Volume 7,546 7,632 86 1.1% 30,069
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 929-1 927-3 918-2
R3 924-1 922-3 916-7
R2 919-1 919-1 916-3
R1 917-3 917-3 916-0 915-6
PP 914-1 914-1 914-1 913-3
S1 912-3 912-3 915-0 910-6
S2 909-1 909-1 914-5
S3 904-1 907-3 914-1
S4 899-1 902-3 912-6
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1037-4 1014-0 936-1
R3 1000-0 976-4 925-6
R2 962-4 962-4 922-3
R1 939-0 939-0 919-0 932-0
PP 925-0 925-0 925-0 921-4
S1 901-4 901-4 912-0 894-4
S2 887-4 887-4 908-5
S3 850-0 864-0 905-2
S4 812-4 826-4 894-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 948-4 911-0 37-4 4.1% 7-7 0.9% 12% False True 7,166
10 1010-0 911-0 99-0 10.8% 10-7 1.2% 5% False True 5,463
20 1012-0 911-0 101-0 11.0% 10-7 1.2% 4% False True 4,630
40 1058-0 910-0 148-0 16.2% 11-2 1.2% 4% False False 4,022
60 1058-0 891-0 167-0 18.2% 11-3 1.2% 15% False False 3,433
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 0-6
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 937-2
2.618 929-1
1.618 924-1
1.000 921-0
0.618 919-1
HIGH 916-0
0.618 914-1
0.500 913-4
0.382 912-7
LOW 911-0
0.618 907-7
1.000 906-0
1.618 902-7
2.618 897-7
4.250 889-6
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 914-7 929-4
PP 914-1 924-7
S1 913-4 920-1

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

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