CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 916-0 910-0 -6-0 -0.7% 940-4
High 916-0 919-0 3-0 0.3% 948-4
Low 911-0 908-0 -3-0 -0.3% 911-0
Close 915-4 918-2 2-6 0.3% 915-4
Range 5-0 11-0 6-0 120.0% 37-4
ATR 18-7 18-3 -0-5 -3.0% 0-0
Volume 7,632 7,558 -74 -1.0% 30,069
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 948-1 944-1 924-2
R3 937-1 933-1 921-2
R2 926-1 926-1 920-2
R1 922-1 922-1 919-2 924-1
PP 915-1 915-1 915-1 916-0
S1 911-1 911-1 917-2 913-1
S2 904-1 904-1 916-2
S3 893-1 900-1 915-2
S4 882-1 889-1 912-2
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
5 948-4 908-0 40-4 4.4% 7-7 0.9% 25% False True 7,525
10 981-4 908-0 73-4 8.0% 10-4 1.1% 14% False True 5,945
20 1012-0 908-0 104-0 11.3% 10-4 1.2% 10% False True 4,765
40 1058-0 908-0 150-0 16.3% 11-1 1.2% 7% False True 4,107
60 1058-0 891-0 167-0 18.2% 11-4 1.2% 16% False False 3,498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 965-6
2.618 947-6
1.618 936-6
1.000 930-0
0.618 925-6
HIGH 919-0
0.618 914-6
0.500 913-4
0.382 912-2
LOW 908-0
0.618 901-2
1.000 897-0
1.618 890-2
2.618 879-2
4.250 861-2
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 916-5 926-6
PP 915-1 923-7
S1 913-4 921-1

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

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