CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 955-4 948-0 -7-4 -0.8% 910-0
High 955-4 957-4 2-0 0.2% 980-0
Low 955-4 943-0 -12-4 -1.3% 908-0
Close 955-4 946-4 -9-0 -0.9% 946-4
Range 0-0 14-4 14-4 72-0
ATR 20-4 20-0 -0-3 -2.1% 0-0
Volume 7,939 7,329 -610 -7.7% 38,321
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 992-4 984-0 954-4
R3 978-0 969-4 950-4
R2 963-4 963-4 949-1
R1 955-0 955-0 947-7 952-0
PP 949-0 949-0 949-0 947-4
S1 940-4 940-4 945-1 937-4
S2 934-4 934-4 943-7
S3 920-0 926-0 942-4
S4 905-4 911-4 938-4
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 1160-7 1125-5 986-1
R3 1088-7 1053-5 966-2
R2 1016-7 1016-7 959-6
R1 981-5 981-5 953-1 999-2
PP 944-7 944-7 944-7 953-5
S1 909-5 909-5 939-7 927-2
S2 872-7 872-7 933-2
S3 800-7 837-5 926-6
S4 728-7 765-5 906-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 980-0 908-0 72-0 7.6% 16-3 1.7% 53% False False 7,664
10 980-0 908-0 72-0 7.6% 12-1 1.3% 53% False False 7,415
20 1012-0 908-0 104-0 11.0% 12-4 1.3% 37% False False 5,492
40 1058-0 908-0 150-0 15.8% 12-1 1.3% 26% False False 4,635
60 1058-0 891-0 167-0 17.6% 12-2 1.3% 33% False False 3,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1019-1
2.618 995-4
1.618 981-0
1.000 972-0
0.618 966-4
HIGH 957-4
0.618 952-0
0.500 950-2
0.382 948-4
LOW 943-0
0.618 934-0
1.000 928-4
1.618 919-4
2.618 905-0
4.250 881-3
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 950-2 948-2
PP 949-0 947-5
S1 947-6 947-1

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

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