CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 911-4 922-0 10-4 1.2% 926-0
High 920-0 944-0 24-0 2.6% 936-4
Low 911-4 922-0 10-4 1.2% 900-0
Close 918-6 940-6 22-0 2.4% 895-2
Range 8-4 22-0 13-4 158.8% 36-4
ATR 16-1 16-6 0-5 4.0% 0-0
Volume 12,927 9,909 -3,018 -23.3% 24,039
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 1001-5 993-1 952-7
R3 979-5 971-1 946-6
R2 957-5 957-5 944-6
R1 949-1 949-1 942-6 953-3
PP 935-5 935-5 935-5 937-6
S1 927-1 927-1 938-6 931-3
S2 913-5 913-5 936-6
S3 891-5 905-1 934-6
S4 869-5 883-1 928-5
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
5 944-0 890-0 54-0 5.7% 14-4 1.5% 94% True False 10,908
10 944-0 890-0 54-0 5.7% 10-6 1.1% 94% True False 7,488
20 980-0 890-0 90-0 9.6% 10-7 1.2% 56% False False 7,161
40 1058-0 890-0 168-0 17.9% 11-5 1.2% 30% False False 5,793
60 1058-0 890-0 168-0 17.9% 11-0 1.2% 30% False False 4,969
80 1058-0 890-0 168-0 17.9% 11-3 1.2% 30% False False 4,283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1037-4
2.618 1001-5
1.618 979-5
1.000 966-0
0.618 957-5
HIGH 944-0
0.618 935-5
0.500 933-0
0.382 930-3
LOW 922-0
0.618 908-3
1.000 900-0
1.618 886-3
2.618 864-3
4.250 828-4
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 938-1 934-4
PP 935-5 928-2
S1 933-0 922-0

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

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