CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 926-0 932-0 6-0 0.6% 922-4
High 926-0 932-0 6-0 0.6% 932-0
Low 926-0 932-0 6-0 0.6% 910-0
Close 926-4 932-0 5-4 0.6% 932-0
Range
ATR 18-0 17-1 -0-7 -5.0% 0-0
Volume 4,214 3,295 -919 -21.8% 25,677
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 932-0 932-0 932-0
R3 932-0 932-0 932-0
R2 932-0 932-0 932-0
R1 932-0 932-0 932-0 932-0
PP 932-0 932-0 932-0 932-0
S1 932-0 932-0 932-0 932-0
S2 932-0 932-0 932-0
S3 932-0 932-0 932-0
S4 932-0 932-0 932-0
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 990-5 983-3 944-1
R3 968-5 961-3 938-0
R2 946-5 946-5 936-0
R1 939-3 939-3 934-0 943-0
PP 924-5 924-5 924-5 926-4
S1 917-3 917-3 930-0 921-0
S2 902-5 902-5 928-0
S3 880-5 895-3 926-0
S4 858-5 873-3 919-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 932-0 910-0 22-0 2.4% 4-6 0.5% 100% True False 5,135
10 980-0 908-0 72-0 7.7% 10-4 1.1% 33% False False 6,399
20 1010-0 908-0 102-0 10.9% 10-6 1.1% 24% False False 5,931
40 1058-0 908-0 150-0 16.1% 11-7 1.3% 16% False False 5,025
60 1058-0 891-0 167-0 17.9% 12-0 1.3% 25% False False 4,198
80 1098-0 891-0 207-0 22.2% 11-2 1.2% 20% False False 3,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Fibonacci Retracements and Extensions
4.250 932-0
2.618 932-0
1.618 932-0
1.000 932-0
0.618 932-0
HIGH 932-0
0.618 932-0
0.500 932-0
0.382 932-0
LOW 932-0
0.618 932-0
1.000 932-0
1.618 932-0
2.618 932-0
4.250 932-0
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 932-0 928-3
PP 932-0 924-5
S1 932-0 921-0

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

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