CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 922-4 916-0 -6-4 -0.7% 910-0
High 922-4 924-0 1-4 0.2% 980-0
Low 921-0 916-0 -5-0 -0.5% 908-0
Close 922-2 927-6 5-4 0.6% 946-4
Range 1-4 8-0 6-4 433.3% 72-0
ATR 20-4 19-4 -0-7 -4.3% 0-0
Volume 5,626 5,790 164 2.9% 38,321
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 946-5 945-1 932-1
R3 938-5 937-1 930-0
R2 930-5 930-5 929-2
R1 929-1 929-1 928-4 929-7
PP 922-5 922-5 922-5 923-0
S1 921-1 921-1 927-0 921-7
S2 914-5 914-5 926-2
S3 906-5 913-1 925-4
S4 898-5 905-1 923-3
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
5 958-0 916-0 42-0 4.5% 8-6 0.9% 28% False True 7,034
10 980-0 908-0 72-0 7.8% 11-2 1.2% 27% False False 7,355
20 1012-0 908-0 104-0 11.2% 11-3 1.2% 19% False False 5,680
40 1058-0 908-0 150-0 16.2% 12-1 1.3% 13% False False 4,842
60 1058-0 891-0 167-0 18.0% 12-3 1.3% 22% False False 4,035
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 1-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 958-0
2.618 945-0
1.618 937-0
1.000 932-0
0.618 929-0
HIGH 924-0
0.618 921-0
0.500 920-0
0.382 919-0
LOW 916-0
0.618 911-0
1.000 908-0
1.618 903-0
2.618 895-0
4.250 882-0
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 925-1 936-6
PP 922-5 933-6
S1 920-0 930-6

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

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