CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 03-Aug-2009

Day Change Summary
	Previous	Current
	31-Jul-2009	03-Aug-2009	Change	Change %	Previous Week
Open	981-0	1014-0	33-0	3.4%	922-0
High	981-0	1030-0	49-0	5.0%	986-0
Low	973-0	1014-0	41-0	4.2%	915-0
Close	981-0	1026-2	45-2	4.6%	981-0
Range	8-0	16-0	8-0	100.0%	71-0
ATR	21-6	23-5	2-0	9.0%	0-0
Volume	5,489	4,322	-1,167	-21.3%	14,080

Daily Pivots for day following 03-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1071-3	1064-7	1035-0
R3	1055-3	1048-7	1030-5
R2	1039-3	1039-3	1029-1
R1	1032-7	1032-7	1027-6	1036-1
PP	1023-3	1023-3	1023-3	1025-0
S1	1016-7	1016-7	1024-6	1020-1
S2	1007-3	1007-3	1023-3
S3	991-3	1000-7	1021-7
S4	975-3	984-7	1017-4

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	1030-0	915-0	115-0	11.2%	9-7	1.0%	97%	True	False	3,346
10	1030-0	910-0	120-0	11.7%	8-4	0.8%	97%	True	False	2,542
20	1030-0	891-0	139-0	13.5%	12-0	1.2%	97%	True	False	2,826
40	1098-0	891-0	207-0	20.2%	10-3	1.0%	65%	False	False	2,318

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	0-7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1098-0
2.618	1071-7
1.618	1055-7
1.000	1046-0
0.618	1039-7
HIGH	1030-0
0.618	1023-7
0.500	1022-0
0.382	1020-1
LOW	1014-0
0.618	1004-1
1.000	998-0
1.618	988-1
2.618	972-1
4.250	946-0

Fisher Pivots for day following 03-Aug-2009
Pivot	1 day	3 day
R1	1024-7	1017-0
PP	1023-3	1007-6
S1	1022-0	998-4

Download as Excel Spreadsheet

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

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