CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	917-4	967-0	49-4	5.4%	933-0
High	921-4	986-0	64-4	7.0%	945-0
Low	915-0	967-0	52-0	5.7%	910-0
Close	921-0	974-6	53-6	5.8%	925-4
Range	6-4	19-0	12-4	192.3%	35-0
ATR	19-4	22-6	3-2	16.7%	0-0
Volume	3,634	1,855	-1,779	-49.0%	11,134

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1032-7	1022-7	985-2
R3	1013-7	1003-7	980-0
R2	994-7	994-7	978-2
R1	984-7	984-7	976-4	989-7
PP	975-7	975-7	975-7	978-4
S1	965-7	965-7	973-0	970-7
S2	956-7	956-7	971-2
S3	937-7	946-7	969-4
S4	918-7	927-7	964-2

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	986-0	915-0	71-0	7.3%	6-3	0.7%	84%	True	False	2,015
10	986-0	910-0	76-0	7.8%	8-0	0.8%	85%	True	False	2,389
20	1008-0	891-0	117-0	12.0%	12-2	1.3%	72%	False	False	2,544
40	1098-0	891-0	207-0	21.2%	10-4	1.1%	40%	False	False	2,150

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1066-6
2.618	1035-6
1.618	1016-6
1.000	1005-0
0.618	997-6
HIGH	986-0
0.618	978-6
0.500	976-4
0.382	974-2
LOW	967-0
0.618	955-2
1.000	948-0
1.618	936-2
2.618	917-2
4.250	886-2

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	976-4	966-5
PP	975-7	958-5
S1	975-3	950-4

Download as Excel Spreadsheet

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

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