CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 27-Jul-2009

Day Change Summary
	Previous	Current
	24-Jul-2009	27-Jul-2009	Change	Change %	Previous Week
Open	924-0	922-0	-2-0	-0.2%	933-0
High	924-0	924-0	0-0	0.0%	945-0
Low	924-0	917-4	-6-4	-0.7%	910-0
Close	925-4	916-6	-8-6	-0.9%	925-4
Range	0-0	6-4	6-4		35-0
ATR	21-0	20-0	-0-7	-4.4%	0-0
Volume	1,487	1,672	185	12.4%	11,134

Daily Pivots for day following 27-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	938-7	934-3	920-3
R3	932-3	927-7	918-4
R2	925-7	925-7	918-0
R1	921-3	921-3	917-3	920-3
PP	919-3	919-3	919-3	919-0
S1	914-7	914-7	916-1	913-7
S2	912-7	912-7	915-4
S3	906-3	908-3	915-0
S4	899-7	901-7	913-1

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%	7-1	0.8%	19%	False	False	1,738
10	946-0	903-0	43-0	4.7%	8-7	1.0%	32%	False	False	2,431
20	1011-0	891-0	120-0	13.1%	12-6	1.4%	21%	False	False	2,423

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	951-5
2.618	941-0
1.618	934-4
1.000	930-4
0.618	928-0
HIGH	924-0
0.618	921-4
0.500	920-6
0.382	920-0
LOW	917-4
0.618	913-4
1.000	911-0
1.618	907-0
2.618	900-4
4.250	889-7

Fisher Pivots for day following 27-Jul-2009
Pivot	1 day	3 day
R1	920-6	931-2
PP	919-3	926-3
S1	918-1	921-5

Download as Excel Spreadsheet

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

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