CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 1011-0 995-0 -16-0 -1.6% 984-0
High 1011-0 1008-0 -3-0 -0.3% 1016-0
Low 1011-0 995-0 -16-0 -1.6% 982-0
Close 1011-0 1001-0 -10-0 -1.0% 986-4
Range 0-0 13-0 13-0 34-0
ATR 20-2 19-7 -0-2 -1.5% 0-0
Volume 1,175 3,164 1,989 169.3% 8,343
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 1040-3 1033-5 1008-1
R3 1027-3 1020-5 1004-5
R2 1014-3 1014-3 1003-3
R1 1007-5 1007-5 1002-2 1011-0
PP 1001-3 1001-3 1001-3 1003-0
S1 994-5 994-5 999-6 998-0
S2 988-3 988-3 998-5
S3 975-3 981-5 997-3
S4 962-3 968-5 993-7
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 1011-0 945-0 66-0 6.6% 9-6 1.0% 85% False False 1,839
10 1016-0 945-0 71-0 7.1% 7-2 0.7% 79% False False 1,758
20 1098-0 945-0 153-0 15.3% 8-5 0.9% 37% False False 1,838
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 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1063-2
2.618 1042-0
1.618 1029-0
1.000 1021-0
0.618 1016-0
HIGH 1008-0
0.618 1003-0
0.500 1001-4
0.382 1000-0
LOW 995-0
0.618 987-0
1.000 982-0
1.618 974-0
2.618 961-0
4.250 939-6
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 1001-4 993-3
PP 1001-3 985-5
S1 1001-1 978-0

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

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