CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 23-Jul-2009

Day Change Summary
	Previous	Current
	22-Jul-2009	23-Jul-2009	Change	Change %	Previous Week
Open	920-2	944-0	23-6	2.6%	918-0
High	920-2	945-0	24-6	2.7%	946-0
Low	920-2	941-0	20-6	2.3%	903-0
Close	920-2	943-4	23-2	2.5%	936-0
Range	0-0	4-0	4-0		43-0
ATR	20-6	21-1	0-2	1.4%	0-0
Volume	1,792	1,606	-186	-10.4%	15,094

Daily Pivots for day following 23-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	955-1	953-3	945-6
R3	951-1	949-3	944-5
R2	947-1	947-1	944-2
R1	945-3	945-3	943-7	944-2
PP	943-1	943-1	943-1	942-5
S1	941-3	941-3	943-1	940-2
S2	939-1	939-1	942-6
S3	935-1	937-3	942-3
S4	931-1	933-3	941-2

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	945-0	910-0	35-0	3.7%	9-4	1.0%	96%	True	False	2,762
10	946-0	903-0	43-0	4.6%	11-2	1.2%	94%	False	False	2,850
20	1011-0	891-0	120-0	12.7%	12-4	1.3%	44%	False	False	2,447

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1-1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	962-0
2.618	955-4
1.618	951-4
1.000	949-0
0.618	947-4
HIGH	945-0
0.618	943-4
0.500	943-0
0.382	942-4
LOW	941-0
0.618	938-4
1.000	937-0
1.618	934-4
2.618	930-4
4.250	924-0

Fisher Pivots for day following 23-Jul-2009
Pivot	1 day	3 day
R1	943-3	938-1
PP	943-1	932-7
S1	943-0	927-4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols