CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 30-Jun-2009

Day Change Summary
	Previous	Current
	29-Jun-2009	30-Jun-2009	Change	Change %	Previous Week
Open	981-0	959-0	-22-0	-2.2%	984-0
High	983-0	977-0	-6-0	-0.6%	1016-0
Low	979-0	945-0	-34-0	-3.5%	982-0
Close	979-4	977-4	-2-0	-0.2%	986-4
Range	4-0	32-0	28-0	700.0%	34-0
ATR	18-0	19-2	1-1	6.5%	0-0
Volume	2,185	1,129	-1,056	-48.3%	8,343

Daily Pivots for day following 30-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1062-4	1052-0	995-1
R3	1030-4	1020-0	986-2
R2	998-4	998-4	983-3
R1	988-0	988-0	980-3	993-2
PP	966-4	966-4	966-4	969-1
S1	956-0	956-0	974-5	961-2
S2	934-4	934-4	971-5
S3	902-4	924-0	968-6
S4	870-4	892-0	959-7

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	945-0	71-0	7.3%	9-2	0.9%	46%	False	True	1,696
10	1056-0	945-0	111-0	11.4%	8-0	0.8%	29%	False	True	1,801

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	2-6
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1113-0
2.618	1060-6
1.618	1028-6
1.000	1009-0
0.618	996-6
HIGH	977-0
0.618	964-6
0.500	961-0
0.382	957-2
LOW	945-0
0.618	925-2
1.000	913-0
1.618	893-2
2.618	861-2
4.250	809-0

Fisher Pivots for day following 30-Jun-2009
Pivot	1 day	3 day
R1	972-0	973-5
PP	966-4	969-5
S1	961-0	965-6

Download as Excel Spreadsheet

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

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