CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	963-0	966-0	3-0	0.3%	1011-6
High	964-6	966-0	1-2	0.1%	1058-0
Low	958-0	957-0	-1-0	-0.1%	989-0
Close	964-6	959-4	-5-2	-0.5%	988-6
Range	6-6	9-0	2-2	33.3%	69-0
ATR	22-6	21-6	-1-0	-4.3%	0-0
Volume	4,520	3,548	-972	-21.5%	19,407

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	987-7	982-5	964-4
R3	978-7	973-5	962-0
R2	969-7	969-7	961-1
R1	964-5	964-5	960-3	962-6
PP	960-7	960-7	960-7	959-7
S1	955-5	955-5	958-5	953-6
S2	951-7	951-7	957-7
S3	942-7	946-5	957-0
S4	933-7	937-5	954-4

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1218-7	1172-7	1026-6
R3	1149-7	1103-7	1007-6
R2	1080-7	1080-7	1001-3
R1	1034-7	1034-7	995-1	1023-3
PP	1011-7	1011-7	1011-7	1006-2
S1	965-7	965-7	982-3	954-3
S2	942-7	942-7	976-1
S3	873-7	896-7	969-6
S4	804-7	827-7	950-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1006-0	955-0	51-0	5.3%	10-0	1.0%	9%	False	False	4,213
10	1058-0	955-0	103-0	10.7%	13-1	1.4%	4%	False	False	3,869
20	1058-0	915-0	143-0	14.9%	11-6	1.2%	31%	False	False	3,778
40	1058-0	891-0	167-0	17.4%	12-1	1.3%	41%	False	False	3,113

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1004-2
2.618	989-4
1.618	980-4
1.000	975-0
0.618	971-4
HIGH	966-0
0.618	962-4
0.500	961-4
0.382	960-4
LOW	957-0
0.618	951-4
1.000	948-0
1.618	942-4
2.618	933-4
4.250	918-6

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	961-4	960-4
PP	960-7	960-1
S1	960-1	959-7

Download as Excel Spreadsheet

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

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