CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 922-4 915-0 -7-4 -0.8% 922-4
High 922-4 934-0 11-4 1.2% 932-0
Low 922-4 915-0 -7-4 -0.8% 910-0
Close 922-4 933-4 11-0 1.2% 932-0
Range 0-0 19-0 19-0 22-0
ATR 15-4 15-6 0-2 1.6% 0-0
Volume 4,467 4,468 1 0.0% 25,677
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 984-4 978-0 944-0
R3 965-4 959-0 938-6
R2 946-4 946-4 937-0
R1 940-0 940-0 935-2 943-2
PP 927-4 927-4 927-4 929-1
S1 921-0 921-0 931-6 924-2
S2 908-4 908-4 930-0
S3 889-4 902-0 928-2
S4 870-4 883-0 923-0
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
5 934-0 915-0 19-0 2.0% 4-6 0.5% 97% True True 3,823
10 957-4 910-0 47-4 5.1% 6-2 0.7% 49% False False 5,255
20 980-0 908-0 72-0 7.7% 9-6 1.0% 35% False False 5,999
40 1058-0 908-0 150-0 16.1% 11-4 1.2% 17% False False 4,903
60 1058-0 891-0 167-0 17.9% 11-1 1.2% 25% False False 4,285
80 1098-0 891-0 207-0 22.2% 11-0 1.2% 21% False False 3,662
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1014-6
2.618 983-6
1.618 964-6
1.000 953-0
0.618 945-6
HIGH 934-0
0.618 926-6
0.500 924-4
0.382 922-2
LOW 915-0
0.618 903-2
1.000 896-0
1.618 884-2
2.618 865-2
4.250 834-2
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 930-4 930-4
PP 927-4 927-4
S1 924-4 924-4

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

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