CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 948-0 922-4 -25-4 -2.7% 910-0
High 957-4 922-4 -35-0 -3.7% 980-0
Low 943-0 921-0 -22-0 -2.3% 908-0
Close 946-4 922-2 -24-2 -2.6% 946-4
Range 14-4 1-4 -13-0 -89.7% 72-0
ATR 20-0 20-4 0-3 1.9% 0-0
Volume 7,329 5,626 -1,703 -23.2% 38,321
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 926-3 925-7 923-1
R3 924-7 924-3 922-5
R2 923-3 923-3 922-4
R1 922-7 922-7 922-3 922-3
PP 921-7 921-7 921-7 921-6
S1 921-3 921-3 922-1 920-7
S2 920-3 920-3 922-0
S3 918-7 919-7 921-7
S4 917-3 918-3 921-3
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
5 980-0 921-0 59-0 6.4% 14-4 1.6% 2% False True 7,277
10 980-0 908-0 72-0 7.8% 11-2 1.2% 20% False False 7,401
20 1012-0 908-0 104-0 11.3% 11-4 1.3% 14% False False 5,617
40 1058-0 908-0 150-0 16.3% 12-1 1.3% 10% False False 4,739
60 1058-0 891-0 167-0 18.1% 12-2 1.3% 19% False False 3,964
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 928-7
2.618 926-3
1.618 924-7
1.000 924-0
0.618 923-3
HIGH 922-4
0.618 921-7
0.500 921-6
0.382 921-5
LOW 921-0
0.618 920-1
1.000 919-4
1.618 918-5
2.618 917-1
4.250 914-5
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 922-1 939-2
PP 921-7 933-5
S1 921-6 927-7

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

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