CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	922-0	933-0	11-0	1.2%	918-0
High	936-4	937-0	0-4	0.1%	946-0
Low	922-0	933-0	11-0	1.2%	903-0
Close	936-0	934-6	-1-2	-0.1%	936-0
Range	14-4	4-0	-10-4	-72.4%	43-0
ATR	23-2	21-7	-1-3	-5.9%	0-0
Volume	4,167	4,112	-55	-1.3%	15,094

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	946-7	944-7	937-0
R3	942-7	940-7	935-7
R2	938-7	938-7	935-4
R1	936-7	936-7	935-1	937-7
PP	934-7	934-7	934-7	935-4
S1	932-7	932-7	934-3	933-7
S2	930-7	930-7	934-0
S3	926-7	928-7	933-5
S4	922-7	924-7	932-4

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1057-3	1039-5	959-5
R3	1014-3	996-5	947-7
R2	971-3	971-3	943-7
R1	953-5	953-5	940-0	962-4
PP	928-3	928-3	928-3	932-6
S1	910-5	910-5	932-0	919-4
S2	885-3	885-3	928-1
S3	842-3	867-5	924-1
S4	799-3	824-5	912-3

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	4.6%	10-4	1.1%	74%	False	False	3,123
10	946-0	891-0	55-0	5.9%	15-5	1.7%	80%	False	False	3,111
20	1016-0	891-0	125-0	13.4%	12-2	1.3%	35%	False	False	2,405

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	1-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	954-0
2.618	947-4
1.618	943-4
1.000	941-0
0.618	939-4
HIGH	937-0
0.618	935-4
0.500	935-0
0.382	934-4
LOW	933-0
0.618	930-4
1.000	929-0
1.618	926-4
2.618	922-4
4.250	916-0

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	935-0	929-7
PP	934-7	924-7
S1	934-7	920-0

Download as Excel Spreadsheet

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

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