CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 926-0 922-4 -3-4 -0.4% 922-4
High 928-0 922-4 -5-4 -0.6% 932-0
Low 923-0 922-4 -0-4 -0.1% 910-0
Close 924-0 922-4 -1-4 -0.2% 932-0
Range 5-0 0-0 -5-0 -100.0% 22-0
ATR 16-4 15-4 -1-1 -6.5% 0-0
Volume 2,673 4,467 1,794 67.1% 25,677
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 922-4 922-4 922-4
R3 922-4 922-4 922-4
R2 922-4 922-4 922-4
R1 922-4 922-4 922-4 922-4
PP 922-4 922-4 922-4 922-4
S1 922-4 922-4 922-4 922-4
S2 922-4 922-4 922-4
S3 922-4 922-4 922-4
S4 922-4 922-4 922-4
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% 3-6 0.4% 57% False False 4,280
10 958-0 910-0 48-0 5.2% 6-2 0.7% 26% False False 5,657
20 980-0 908-0 72-0 7.8% 9-5 1.0% 20% False False 5,982
40 1058-0 908-0 150-0 16.3% 11-3 1.2% 10% False False 4,958
60 1058-0 891-0 167-0 18.1% 11-5 1.3% 19% False False 4,248
80 1098-0 891-0 207-0 22.4% 10-7 1.2% 15% False False 3,638
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 922-4
2.618 922-4
1.618 922-4
1.000 922-4
0.618 922-4
HIGH 922-4
0.618 922-4
0.500 922-4
0.382 922-4
LOW 922-4
0.618 922-4
1.000 922-4
1.618 922-4
2.618 922-4
4.250 922-4
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 922-4 927-2
PP 922-4 925-5
S1 922-4 924-1

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

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