CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	1038-4	1024-0	-14-4	-1.4%	922-0
High	1045-0	1036-0	-9-0	-0.9%	986-0
Low	1026-0	1024-0	-2-0	-0.2%	915-0
Close	1045-0	1030-0	-15-0	-1.4%	981-0
Range	19-0	12-0	-7-0	-36.8%	71-0
ATR	22-6	22-5	-0-1	-0.6%	0-0
Volume	5,504	4,803	-701	-12.7%	14,080

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1066-0	1060-0	1036-5
R3	1054-0	1048-0	1033-2
R2	1042-0	1042-0	1032-2
R1	1036-0	1036-0	1031-1	1039-0
PP	1030-0	1030-0	1030-0	1031-4
S1	1024-0	1024-0	1028-7	1027-0
S2	1018-0	1018-0	1027-6
S3	1006-0	1012-0	1026-6
S4	994-0	1000-0	1023-3

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	973-0	72-0	7.0%	14-2	1.4%	79%	False	False	5,358
10	1045-0	915-0	130-0	12.6%	10-2	1.0%	88%	False	False	3,686
20	1045-0	903-0	142-0	13.8%	10-6	1.0%	89%	False	False	3,268
40	1098-0	891-0	207-0	20.1%	10-6	1.0%	67%	False	False	2,571

Crabel Price Patterns
NR	True
NR4	True
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	1-1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1087-0
2.618	1067-3
1.618	1055-3
1.000	1048-0
0.618	1043-3
HIGH	1036-0
0.618	1031-3
0.500	1030-0
0.382	1028-5
LOW	1024-0
0.618	1016-5
1.000	1012-0
1.618	1004-5
2.618	992-5
4.250	973-0

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	1030-0	1032-4
PP	1030-0	1031-5
S1	1030-0	1030-7

Download as Excel Spreadsheet

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

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