CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 932-0 926-0 -6-0 -0.6% 922-4
High 932-0 928-0 -4-0 -0.4% 932-0
Low 932-0 923-0 -9-0 -1.0% 910-0
Close 932-0 924-0 -8-0 -0.9% 932-0
Range 0-0 5-0 5-0 22-0
ATR 17-1 16-4 -0-5 -3.4% 0-0
Volume 3,295 2,673 -622 -18.9% 25,677
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 940-0 937-0 926-6
R3 935-0 932-0 925-3
R2 930-0 930-0 924-7
R1 927-0 927-0 924-4 926-0
PP 925-0 925-0 925-0 924-4
S1 922-0 922-0 923-4 921-0
S2 920-0 920-0 923-1
S3 915-0 917-0 922-5
S4 910-0 912-0 921-2
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% 5-3 0.6% 64% False False 4,544
10 980-0 910-0 70-0 7.6% 10-0 1.1% 20% False False 5,911
20 981-4 908-0 73-4 8.0% 10-2 1.1% 22% False False 5,928
40 1058-0 908-0 150-0 16.2% 11-7 1.3% 11% False False 4,955
60 1058-0 891-0 167-0 18.1% 11-7 1.3% 20% False False 4,190
80 1098-0 891-0 207-0 22.4% 11-0 1.2% 16% False False 3,602
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 949-2
2.618 941-1
1.618 936-1
1.000 933-0
0.618 931-1
HIGH 928-0
0.618 926-1
0.500 925-4
0.382 924-7
LOW 923-0
0.618 919-7
1.000 918-0
1.618 914-7
2.618 909-7
4.250 901-6
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 925-4 927-4
PP 925-0 926-3
S1 924-4 925-1

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

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