CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 890-0 900-0 10-0 1.1% 926-0
High 905-0 917-0 12-0 1.3% 936-4
Low 890-0 900-0 10-0 1.1% 900-0
Close 890-6 914-2 23-4 2.6% 895-2
Range 15-0 17-0 2-0 13.3% 36-4
ATR 16-0 16-6 0-6 4.6% 0-0
Volume 9,458 15,257 5,799 61.3% 24,039
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 961-3 954-7 923-5
R3 944-3 937-7 918-7
R2 927-3 927-3 917-3
R1 920-7 920-7 915-6 924-1
PP 910-3 910-3 910-3 912-0
S1 903-7 903-7 912-6 907-1
S2 893-3 893-3 911-1
S3 876-3 886-7 909-5
S4 859-3 869-7 904-7
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 5.1% 14-4 1.6% 52% False False 8,322
10 936-4 890-0 46-4 5.1% 9-1 1.0% 52% False False 6,301
20 980-0 890-0 90-0 9.8% 10-1 1.1% 27% False False 6,828
40 1058-0 890-0 168-0 18.4% 11-5 1.3% 14% False False 5,418
60 1058-0 890-0 168-0 18.4% 11-1 1.2% 14% False False 4,683
80 1058-0 890-0 168-0 18.4% 11-2 1.2% 14% False False 4,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 989-2
2.618 961-4
1.618 944-4
1.000 934-0
0.618 927-4
HIGH 917-0
0.618 910-4
0.500 908-4
0.382 906-4
LOW 900-0
0.618 889-4
1.000 883-0
1.618 872-4
2.618 855-4
4.250 827-6
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 912-3 910-5
PP 910-3 907-1
S1 908-4 903-4

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

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