CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 910-0 890-0 -20-0 -2.2% 926-0
High 910-0 905-0 -5-0 -0.5% 936-4
Low 900-0 890-0 -10-0 -1.1% 900-0
Close 895-2 890-6 -4-4 -0.5% 895-2
Range 10-0 15-0 5-0 50.0% 36-4
ATR 16-1 16-0 -0-1 -0.5% 0-0
Volume 6,990 9,458 2,468 35.3% 24,039
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 940-2 930-4 899-0
R3 925-2 915-4 894-7
R2 910-2 910-2 893-4
R1 900-4 900-4 892-1 905-3
PP 895-2 895-2 895-2 897-6
S1 885-4 885-4 889-3 890-3
S2 880-2 880-2 888-0
S3 865-2 870-4 886-5
S4 850-2 855-4 882-4
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 1020-1 994-1 915-3
R3 983-5 957-5 905-2
R2 947-1 947-1 902-0
R1 921-1 921-1 898-5 915-7
PP 910-5 910-5 910-5 908-0
S1 884-5 884-5 891-7 879-3
S2 874-1 874-1 888-4
S3 837-5 848-1 885-2
S4 801-1 811-5 875-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 936-4 890-0 46-4 5.2% 11-1 1.2% 2% False True 6,164
10 936-4 890-0 46-4 5.2% 8-2 0.9% 2% False True 5,354
20 980-0 890-0 90-0 10.1% 9-6 1.1% 1% False True 6,378
40 1058-0 890-0 168-0 18.9% 11-2 1.3% 0% False True 5,116
60 1058-0 890-0 168-0 18.9% 11-1 1.2% 0% False True 4,488
80 1079-4 890-0 189-4 21.3% 11-0 1.2% 0% False True 3,853
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 968-6
2.618 944-2
1.618 929-2
1.000 920-0
0.618 914-2
HIGH 905-0
0.618 899-2
0.500 897-4
0.382 895-6
LOW 890-0
0.618 880-6
1.000 875-0
1.618 865-6
2.618 850-6
4.250 826-2
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 897-4 913-2
PP 895-2 905-6
S1 893-0 898-2

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

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