CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 15-Jul-2009

Day Change Summary
	Previous	Current
	14-Jul-2009	15-Jul-2009	Change	Change %	Previous Week
Open	930-0	944-0	14-0	1.5%	967-0
High	931-0	946-0	15-0	1.6%	977-0
Low	929-6	913-0	-16-6	-1.8%	891-0
Close	929-6	916-2	-13-4	-1.5%	929-2
Range	1-2	33-0	31-6	2,540.0%	86-0
ATR	22-5	23-3	0-6	3.3%	0-0
Volume	3,192	2,497	-695	-21.8%	12,909

Daily Pivots for day following 15-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1024-1	1003-1	934-3
R3	991-1	970-1	925-3
R2	958-1	958-1	922-2
R1	937-1	937-1	919-2	931-1
PP	925-1	925-1	925-1	922-0
S1	904-1	904-1	913-2	898-1
S2	892-1	892-1	910-2
S3	859-1	871-1	907-1
S4	826-1	838-1	898-1

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	946-0	908-0	38-0	4.1%	13-1	1.4%	22%	True	False	3,151
10	1011-0	891-0	120-0	13.1%	16-4	1.8%	21%	False	False	2,652
20	1056-0	891-0	165-0	18.0%	12-2	1.3%	15%	False	False	2,227

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-6
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1086-2
2.618	1032-3
1.618	999-3
1.000	979-0
0.618	966-3
HIGH	946-0
0.618	933-3
0.500	929-4
0.382	925-5
LOW	913-0
0.618	892-5
1.000	880-0
1.618	859-5
2.618	826-5
4.250	772-6

Fisher Pivots for day following 15-Jul-2009
Pivot	1 day	3 day
R1	929-4	927-0
PP	925-1	923-3
S1	920-5	919-7

Download as Excel Spreadsheet

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

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