CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 29-Jun-2009

Day Change Summary
	Previous	Current
	26-Jun-2009	29-Jun-2009	Change	Change %	Previous Week
Open	986-4	981-0	-5-4	-0.6%	984-0
High	986-4	983-0	-3-4	-0.4%	1016-0
Low	986-4	979-0	-7-4	-0.8%	982-0
Close	986-4	979-4	-7-0	-0.7%	986-4
Range	0-0	4-0	4-0		34-0
ATR	18-7	18-0	-0-6	-4.3%	0-0
Volume	1,546	2,185	639	41.3%	8,343

Daily Pivots for day following 29-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	992-4	990-0	981-6
R3	988-4	986-0	980-5
R2	984-4	984-4	980-2
R1	982-0	982-0	979-7	981-2
PP	980-4	980-4	980-4	980-1
S1	978-0	978-0	979-1	977-2
S2	976-4	976-4	978-6
S3	972-4	974-0	978-3
S4	968-4	970-0	977-2

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1096-7	1075-5	1005-2
R3	1062-7	1041-5	995-7
R2	1028-7	1028-7	992-6
R1	1007-5	1007-5	989-5	1018-2
PP	994-7	994-7	994-7	1000-1
S1	973-5	973-5	983-3	984-2
S2	960-7	960-7	980-2
S3	926-7	939-5	977-1
S4	892-7	905-5	967-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1016-0	979-0	37-0	3.8%	3-5	0.4%	1%	False	True	1,824
10	1056-0	979-0	77-0	7.9%	6-2	0.6%	1%	False	True	1,767

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1000-0
2.618	993-4
1.618	989-4
1.000	987-0
0.618	985-4
HIGH	983-0
0.618	981-4
0.500	981-0
0.382	980-4
LOW	979-0
0.618	976-4
1.000	975-0
1.618	972-4
2.618	968-4
4.250	962-0

Fisher Pivots for day following 29-Jun-2009
Pivot	1 day	3 day
R1	981-0	989-1
PP	980-4	985-7
S1	980-0	982-6

Download as Excel Spreadsheet

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

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