CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 04-Aug-2009

Day Change Summary
	Previous	Current
	03-Aug-2009	04-Aug-2009	Change	Change %	Previous Week
Open	1014-0	1020-0	6-0	0.6%	922-0
High	1030-0	1036-0	6-0	0.6%	986-0
Low	1014-0	1020-0	6-0	0.6%	915-0
Close	1026-2	1030-0	3-6	0.4%	981-0
Range	16-0	16-0	0-0	0.0%	71-0
ATR	23-5	23-1	-0-4	-2.3%	0-0
Volume	4,322	6,672	2,350	54.4%	14,080

Daily Pivots for day following 04-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1076-5	1069-3	1038-6
R3	1060-5	1053-3	1034-3
R2	1044-5	1044-5	1032-7
R1	1037-3	1037-3	1031-4	1041-0
PP	1028-5	1028-5	1028-5	1030-4
S1	1021-3	1021-3	1028-4	1025-0
S2	1012-5	1012-5	1027-1
S3	996-5	1005-3	1025-5
S4	980-5	989-3	1021-2

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	1036-0	915-0	121-0	11.7%	13-1	1.3%	95%	True	False	4,394
10	1036-0	915-0	121-0	11.7%	7-5	0.7%	95%	True	False	2,995
20	1036-0	891-0	145-0	14.1%	10-4	1.0%	96%	True	False	3,049
40	1098-0	891-0	207-0	20.1%	10-5	1.0%	67%	False	False	2,421

Crabel Price Patterns
NR	False
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	0-4

Fibonacci Retracements and Extensions
4.250	1104-0
2.618	1077-7
1.618	1061-7
1.000	1052-0
0.618	1045-7
HIGH	1036-0
0.618	1029-7
0.500	1028-0
0.382	1026-1
LOW	1020-0
0.618	1010-1
1.000	1004-0
1.618	994-1
2.618	978-1
4.250	952-0

Fisher Pivots for day following 04-Aug-2009
Pivot	1 day	3 day
R1	1029-3	1021-4
PP	1028-5	1013-0
S1	1028-0	1004-4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols