CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 959-0 1011-0 52-0 5.4% 984-0
High 977-0 1011-0 34-0 3.5% 1016-0
Low 945-0 1011-0 66-0 7.0% 982-0
Close 977-4 1011-0 33-4 3.4% 986-4
Range 32-0 0-0 -32-0 -100.0% 34-0
ATR 19-2 20-2 1-0 5.3% 0-0
Volume 1,129 1,175 46 4.1% 8,343
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 1011-0 1011-0 1011-0
R3 1011-0 1011-0 1011-0
R2 1011-0 1011-0 1011-0
R1 1011-0 1011-0 1011-0 1011-0
PP 1011-0 1011-0 1011-0 1011-0
S1 1011-0 1011-0 1011-0 1011-0
S2 1011-0 1011-0 1011-0
S3 1011-0 1011-0 1011-0
S4 1011-0 1011-0 1011-0
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 1011-0 945-0 66-0 6.5% 7-2 0.7% 100% True False 1,628
10 1055-0 945-0 110-0 10.9% 6-7 0.7% 60% False False 1,809
20 1098-0 945-0 153-0 15.1% 8-7 0.9% 43% False False 1,755
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1011-0
2.618 1011-0
1.618 1011-0
1.000 1011-0
0.618 1011-0
HIGH 1011-0
0.618 1011-0
0.500 1011-0
0.382 1011-0
LOW 1011-0
0.618 1011-0
1.000 1011-0
1.618 1011-0
2.618 1011-0
4.250 1011-0
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 1011-0 1000-0
PP 1011-0 989-0
S1 1011-0 978-0

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

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