CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 944-0 903-0 -41-0 -4.3% 967-0
High 946-0 903-0 -43-0 -4.5% 977-0
Low 913-0 903-0 -10-0 -1.1% 891-0
Close 916-2 904-4 -11-6 -1.3% 929-2
Range 33-0 0-0 -33-0 -100.0% 86-0
ATR 23-3 22-5 -0-6 -3.1% 0-0
Volume 2,497 1,649 -848 -34.0% 12,909
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 903-4 904-0 904-4
R3 903-4 904-0 904-4
R2 903-4 903-4 904-4
R1 904-0 904-0 904-4 903-6
PP 903-4 903-4 903-4 903-3
S1 904-0 904-0 904-4 903-6
S2 903-4 903-4 904-4
S3 903-4 904-0 904-4
S4 903-4 904-0 904-4
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
5 946-0 903-0 43-0 4.8% 13-1 1.4% 3% False True 2,937
10 1008-0 891-0 117-0 12.9% 16-4 1.8% 12% False False 2,700
20 1055-0 891-0 164-0 18.1% 11-6 1.3% 8% False False 2,254
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 903-0
2.618 903-0
1.618 903-0
1.000 903-0
0.618 903-0
HIGH 903-0
0.618 903-0
0.500 903-0
0.382 903-0
LOW 903-0
0.618 903-0
1.000 903-0
1.618 903-0
2.618 903-0
4.250 903-0
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 904-0 924-4
PP 903-4 917-7
S1 903-0 911-1

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

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