CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 1000-0 1000-0 0-0 0.0% 890-0
High 1003-0 1005-0 2-0 0.2% 970-0
Low 991-4 995-0 3-4 0.4% 890-0
Close 995-2 999-0 3-6 0.4% 968-0
Range 11-4 10-0 -1-4 -13.0% 80-0
ATR 18-2 17-5 -0-5 -3.2% 0-0
Volume 11,804 14,589 2,785 23.6% 56,504
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 1029-5 1024-3 1004-4
R3 1019-5 1014-3 1001-6
R2 1009-5 1009-5 1000-7
R1 1004-3 1004-3 999-7 1002-0
PP 999-5 999-5 999-5 998-4
S1 994-3 994-3 998-1 992-0
S2 989-5 989-5 997-1
S3 979-5 984-3 996-2
S4 969-5 974-3 993-4
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 1005-0 922-0 83-0 8.3% 17-2 1.7% 93% True False 11,616
10 1005-0 890-0 115-0 11.5% 14-7 1.5% 95% True False 10,815
20 1005-0 890-0 115-0 11.5% 10-4 1.1% 95% True False 8,035
40 1012-0 890-0 122-0 12.2% 11-4 1.2% 89% False False 6,584
60 1058-0 890-0 168-0 16.8% 11-3 1.1% 65% False False 5,571
80 1058-0 890-0 168-0 16.8% 11-6 1.2% 65% False False 4,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 1-2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1047-4
2.618 1031-1
1.618 1021-1
1.000 1015-0
0.618 1011-1
HIGH 1005-0
0.618 1001-1
0.500 1000-0
0.382 998-7
LOW 995-0
0.618 988-7
1.000 985-0
1.618 978-7
2.618 968-7
4.250 952-4
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 1000-0 997-7
PP 999-5 996-5
S1 999-3 995-4

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

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