CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 944-0 924-0 -20-0 -2.1% 933-0
High 945-0 924-0 -21-0 -2.2% 945-0
Low 941-0 924-0 -17-0 -1.8% 910-0
Close 943-4 925-4 -18-0 -1.9% 925-4
Range 4-0 0-0 -4-0 -100.0% 35-0
ATR 21-1 21-0 -0-1 -0.5% 0-0
Volume 1,606 1,487 -119 -7.4% 11,134
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 924-4 925-0 925-4
R3 924-4 925-0 925-4
R2 924-4 924-4 925-4
R1 925-0 925-0 925-4 924-6
PP 924-4 924-4 924-4 924-3
S1 925-0 925-0 925-4 924-6
S2 924-4 924-4 925-4
S3 924-4 925-0 925-4
S4 924-4 925-0 925-4
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1031-7 1013-5 944-6
R3 996-7 978-5 935-1
R2 961-7 961-7 931-7
R1 943-5 943-5 928-6 935-2
PP 926-7 926-7 926-7 922-5
S1 908-5 908-5 922-2 900-2
S2 891-7 891-7 919-1
S3 856-7 873-5 915-7
S4 821-7 838-5 906-2
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 3.8% 6-5 0.7% 44% False False 2,226
10 946-0 903-0 43-0 4.6% 9-5 1.0% 52% False False 2,622
20 1011-0 891-0 120-0 13.0% 12-4 1.3% 29% False False 2,416
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 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 924-0
2.618 924-0
1.618 924-0
1.000 924-0
0.618 924-0
HIGH 924-0
0.618 924-0
0.500 924-0
0.382 924-0
LOW 924-0
0.618 924-0
1.000 924-0
1.618 924-0
2.618 924-0
4.250 924-0
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 925-0 932-5
PP 924-4 930-2
S1 924-0 927-7

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

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