CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 967-0 981-0 14-0 1.4% 922-0
High 986-0 981-0 -5-0 -0.5% 986-0
Low 967-0 973-0 6-0 0.6% 915-0
Close 974-6 981-0 6-2 0.6% 981-0
Range 19-0 8-0 -11-0 -57.9% 71-0
ATR 22-6 21-6 -1-0 -4.6% 0-0
Volume 1,855 5,489 3,634 195.9% 14,080
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1002-3 999-5 985-3
R3 994-3 991-5 983-2
R2 986-3 986-3 982-4
R1 983-5 983-5 981-6 985-0
PP 978-3 978-3 978-3 979-0
S1 975-5 975-5 980-2 977-0
S2 970-3 970-3 979-4
S3 962-3 967-5 978-6
S4 954-3 959-5 976-5
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1173-5 1148-3 1020-0
R3 1102-5 1077-3 1000-4
R2 1031-5 1031-5 994-0
R1 1006-3 1006-3 987-4 1019-0
PP 960-5 960-5 960-5 967-0
S1 935-3 935-3 974-4 948-0
S2 889-5 889-5 968-0
S3 818-5 864-3 961-4
S4 747-5 793-3 942-0
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 7.2% 8-0 0.8% 93% False False 2,816
10 986-0 910-0 76-0 7.7% 7-2 0.7% 93% False False 2,521
20 986-0 891-0 95-0 9.7% 12-0 1.2% 95% False False 2,660
40 1098-0 891-0 207-0 21.1% 10-2 1.0% 43% False False 2,249
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1015-0
2.618 1002-0
1.618 994-0
1.000 989-0
0.618 986-0
HIGH 981-0
0.618 978-0
0.500 977-0
0.382 976-0
LOW 973-0
0.618 968-0
1.000 965-0
1.618 960-0
2.618 952-0
4.250 939-0
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 979-5 970-7
PP 978-3 960-5
S1 977-0 950-4

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

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