CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 922-0 942-0 20-0 2.2% 890-0
High 944-0 970-0 26-0 2.8% 970-0
Low 922-0 942-0 20-0 2.2% 890-0
Close 940-6 968-0 27-2 2.9% 968-0
Range 22-0 28-0 6-0 27.3% 80-0
ATR 16-6 17-6 0-7 5.3% 0-0
Volume 9,909 8,953 -956 -9.6% 56,504
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1044-0 1034-0 983-3
R3 1016-0 1006-0 975-6
R2 988-0 988-0 973-1
R1 978-0 978-0 970-5 983-0
PP 960-0 960-0 960-0 962-4
S1 950-0 950-0 965-3 955-0
S2 932-0 932-0 962-7
S3 904-0 922-0 960-2
S4 876-0 894-0 952-5
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1182-5 1155-3 1012-0
R3 1102-5 1075-3 990-0
R2 1022-5 1022-5 982-5
R1 995-3 995-3 975-3 1009-0
PP 942-5 942-5 942-5 949-4
S1 915-3 915-3 960-5 929-0
S2 862-5 862-5 953-3
S3 782-5 835-3 946-0
S4 702-5 755-3 924-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 970-0 890-0 80-0 8.3% 18-1 1.9% 98% True False 11,300
10 970-0 890-0 80-0 8.3% 13-5 1.4% 98% True False 8,054
20 980-0 890-0 90-0 9.3% 12-1 1.2% 87% False False 7,227
40 1012-0 890-0 122-0 12.6% 11-4 1.2% 64% False False 5,928
60 1058-0 890-0 168-0 17.4% 11-4 1.2% 46% False False 5,090
80 1058-0 890-0 168-0 17.4% 11-5 1.2% 46% False False 4,381
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 18 trading days
Fibonacci Retracements and Extensions
4.250 1089-0
2.618 1043-2
1.618 1015-2
1.000 998-0
0.618 987-2
HIGH 970-0
0.618 959-2
0.500 956-0
0.382 952-6
LOW 942-0
0.618 924-6
1.000 914-0
1.618 896-6
2.618 868-6
4.250 823-0
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 964-0 958-7
PP 960-0 949-7
S1 956-0 940-6

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

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