CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 1020-0 1038-4 18-4 1.8% 922-0
High 1036-0 1045-0 9-0 0.9% 986-0
Low 1020-0 1026-0 6-0 0.6% 915-0
Close 1030-0 1045-0 15-0 1.5% 981-0
Range 16-0 19-0 3-0 18.8% 71-0
ATR 23-1 22-6 -0-2 -1.3% 0-0
Volume 6,672 5,504 -1,168 -17.5% 14,080
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 1095-5 1089-3 1055-4
R3 1076-5 1070-3 1050-2
R2 1057-5 1057-5 1048-4
R1 1051-3 1051-3 1046-6 1054-4
PP 1038-5 1038-5 1038-5 1040-2
S1 1032-3 1032-3 1043-2 1035-4
S2 1019-5 1019-5 1041-4
S3 1000-5 1013-3 1039-6
S4 981-5 994-3 1034-4
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 1045-0 967-0 78-0 7.5% 15-5 1.5% 100% True False 4,768
10 1045-0 915-0 130-0 12.4% 9-4 0.9% 100% True False 3,367
20 1045-0 903-0 142-0 13.6% 10-2 1.0% 100% True False 3,164
40 1098-0 891-0 207-0 19.8% 10-6 1.0% 74% False False 2,507
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1125-6
2.618 1094-6
1.618 1075-6
1.000 1064-0
0.618 1056-6
HIGH 1045-0
0.618 1037-6
0.500 1035-4
0.382 1033-2
LOW 1026-0
0.618 1014-2
1.000 1007-0
1.618 995-2
2.618 976-2
4.250 945-2
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 1041-7 1039-7
PP 1038-5 1034-5
S1 1035-4 1029-4

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

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