CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	918-0	930-0	12-0	1.3%	967-0
High	922-0	931-0	9-0	1.0%	977-0
Low	908-0	929-6	21-6	2.4%	891-0
Close	922-4	929-6	7-2	0.8%	929-2
Range	14-0	1-2	-12-6	-91.1%	86-0
ATR	23-5	22-5	-1-1	-4.6%	0-0
Volume	3,589	3,192	-397	-11.1%	12,909

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	933-7	933-1	930-4
R3	932-5	931-7	930-1
R2	931-3	931-3	930-0
R1	930-5	930-5	929-7	930-3
PP	930-1	930-1	930-1	930-0
S1	929-3	929-3	929-5	929-1
S2	928-7	928-7	929-4
S3	927-5	928-1	929-3
S4	926-3	926-7	929-0

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	931-0	891-0	40-0	4.3%	11-6	1.3%	97%	True	False	3,292
10	1011-0	891-0	120-0	12.9%	16-4	1.8%	32%	False	False	2,515
20	1056-0	891-0	165-0	17.7%	11-3	1.2%	23%	False	False	2,141

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	2-7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	936-2
2.618	934-2
1.618	933-0
1.000	932-2
0.618	931-6
HIGH	931-0
0.618	930-4
0.500	930-3
0.382	930-2
LOW	929-6
0.618	929-0
1.000	928-4
1.618	927-6
2.618	926-4
4.250	924-4

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	930-3	926-3
PP	930-1	922-7
S1	930-0	919-4

Download as Excel Spreadsheet

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

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