CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 933-0 931-4 -1-4 -0.2% 918-0
High 937-0 935-0 -2-0 -0.2% 946-0
Low 933-0 910-0 -23-0 -2.5% 903-0
Close 934-6 917-0 -17-6 -1.9% 936-0
Range 4-0 25-0 21-0 525.0% 43-0
ATR 21-7 22-1 0-2 1.0% 0-0
Volume 4,112 2,137 -1,975 -48.0% 15,094
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 995-5 981-3 930-6
R3 970-5 956-3 923-7
R2 945-5 945-5 921-5
R1 931-3 931-3 919-2 926-0
PP 920-5 920-5 920-5 918-0
S1 906-3 906-3 914-6 901-0
S2 895-5 895-5 912-3
S3 870-5 881-3 910-1
S4 845-5 856-3 903-2
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 4.7% 15-2 1.7% 33% False False 2,912
10 946-0 891-0 55-0 6.0% 13-4 1.5% 47% False False 3,102
20 1016-0 891-0 125-0 13.6% 13-0 1.4% 21% False False 2,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1041-2
2.618 1000-4
1.618 975-4
1.000 960-0
0.618 950-4
HIGH 935-0
0.618 925-4
0.500 922-4
0.382 919-4
LOW 910-0
0.618 894-4
1.000 885-0
1.618 869-4
2.618 844-4
4.250 803-6
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 922-4 923-4
PP 920-5 921-3
S1 918-7 919-1

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

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