CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 10-Jul-2009

Day Change Summary
	Previous	Current
	09-Jul-2009	10-Jul-2009	Change	Change %	Previous Week
Open	926-4	912-0	-14-4	-1.6%	967-0
High	926-4	929-2	2-6	0.3%	977-0
Low	926-4	912-0	-14-4	-1.6%	891-0
Close	926-4	929-2	2-6	0.3%	929-2
Range	0-0	17-2	17-2		86-0
ATR	24-3	23-7	-0-4	-2.1%	0-0
Volume	2,718	3,759	1,041	38.3%	12,909

Daily Pivots for day following 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	975-2	969-4	938-6
R3	958-0	952-2	934-0
R2	940-6	940-6	932-3
R1	935-0	935-0	930-7	937-7
PP	923-4	923-4	923-4	925-0
S1	917-6	917-6	927-5	920-5
S2	906-2	906-2	926-1
S3	889-0	900-4	924-4
S4	871-6	883-2	919-6

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1190-3	1145-7	976-4
R3	1104-3	1059-7	952-7
R2	1018-3	1018-3	945-0
R1	973-7	973-7	937-1	953-1
PP	932-3	932-3	932-3	922-0
S1	887-7	887-7	921-3	867-1
S2	846-3	846-3	913-4
S3	760-3	801-7	905-5
S4	674-3	715-7	882-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	977-0	891-0	86-0	9.3%	20-7	2.2%	44%	False	False	2,581
10	1011-0	891-0	120-0	12.9%	15-3	1.6%	32%	False	False	2,210
20	1079-4	891-0	188-4	20.3%	11-0	1.2%	20%	False	False	1,947

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1002-4
2.618	974-3
1.618	957-1
1.000	946-4
0.618	939-7
HIGH	929-2
0.618	922-5
0.500	920-5
0.382	918-5
LOW	912-0
0.618	901-3
1.000	894-6
1.618	884-1
2.618	866-7
4.250	838-6

Fisher Pivots for day following 10-Jul-2009
Pivot	1 day	3 day
R1	926-3	922-7
PP	923-4	916-4
S1	920-5	910-1

Download as Excel Spreadsheet

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

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