CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 995-0 967-0 -28-0 -2.8% 981-0
High 1008-0 977-0 -31-0 -3.1% 1011-0
Low 995-0 962-0 -33-0 -3.3% 945-0
Close 1001-0 961-0 -40-0 -4.0% 1001-0
Range 13-0 15-0 2-0 15.4% 66-0
ATR 19-7 21-2 1-3 6.8% 0-0
Volume 3,164 1,004 -2,160 -68.3% 7,653
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 1011-5 1001-3 969-2
R3 996-5 986-3 965-1
R2 981-5 981-5 963-6
R1 971-3 971-3 962-3 969-0
PP 966-5 966-5 966-5 965-4
S1 956-3 956-3 959-5 954-0
S2 951-5 951-5 958-2
S3 936-5 941-3 956-7
S4 921-5 926-3 952-6
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1183-5 1158-3 1037-2
R3 1117-5 1092-3 1019-1
R2 1051-5 1051-5 1013-1
R1 1026-3 1026-3 1007-0 1039-0
PP 985-5 985-5 985-5 992-0
S1 960-3 960-3 995-0 973-0
S2 919-5 919-5 988-7
S3 853-5 894-3 982-7
S4 787-5 828-3 964-6
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 6.9% 12-6 1.3% 24% False False 1,731
10 1016-0 945-0 71-0 7.4% 8-6 0.9% 23% False False 1,700
20 1098-0 945-0 153-0 15.9% 8-6 0.9% 10% False False 1,809
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 2-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1040-6
2.618 1016-2
1.618 1001-2
1.000 992-0
0.618 986-2
HIGH 977-0
0.618 971-2
0.500 969-4
0.382 967-6
LOW 962-0
0.618 952-6
1.000 947-0
1.618 937-6
2.618 922-6
4.250 898-2
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 969-4 986-4
PP 966-5 978-0
S1 963-7 969-4

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

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