CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 07-Aug-2009

Day Change Summary
	Previous	Current
	06-Aug-2009	07-Aug-2009	Change	Change %	Previous Week
Open	1024-0	1036-0	12-0	1.2%	1014-0
High	1036-0	1044-0	8-0	0.8%	1045-0
Low	1024-0	1029-0	5-0	0.5%	1014-0
Close	1030-0	1035-4	5-4	0.5%	1035-4
Range	12-0	15-0	3-0	25.0%	31-0
ATR	22-5	22-1	-0-4	-2.4%	0-0
Volume	4,803	3,072	-1,731	-36.0%	24,373

Daily Pivots for day following 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1081-1	1073-3	1043-6
R3	1066-1	1058-3	1039-5
R2	1051-1	1051-1	1038-2
R1	1043-3	1043-3	1036-7	1039-6
PP	1036-1	1036-1	1036-1	1034-3
S1	1028-3	1028-3	1034-1	1024-6
S2	1021-1	1021-1	1032-6
S3	1006-1	1013-3	1031-3
S4	991-1	998-3	1027-2

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1124-4	1111-0	1052-4
R3	1093-4	1080-0	1044-0
R2	1062-4	1062-4	1041-1
R1	1049-0	1049-0	1038-3	1055-6
PP	1031-4	1031-4	1031-4	1034-7
S1	1018-0	1018-0	1032-5	1024-6
S2	1000-4	1000-4	1029-7
S3	969-4	987-0	1027-0
S4	938-4	956-0	1018-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1045-0	1014-0	31-0	3.0%	15-5	1.5%	69%	False	False	4,874
10	1045-0	915-0	130-0	12.6%	11-6	1.1%	93%	False	False	3,845
20	1045-0	903-0	142-0	13.7%	10-6	1.0%	93%	False	False	3,234
40	1079-4	891-0	188-4	18.2%	10-7	1.0%	77%	False	False	2,590

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	1-6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1107-6
2.618	1083-2
1.618	1068-2
1.000	1059-0
0.618	1053-2
HIGH	1044-0
0.618	1038-2
0.500	1036-4
0.382	1034-6
LOW	1029-0
0.618	1019-6
1.000	1014-0
1.618	1004-6
2.618	989-6
4.250	965-2

Fisher Pivots for day following 07-Aug-2009
Pivot	1 day	3 day
R1	1036-4	1035-1
PP	1036-1	1034-7
S1	1035-7	1034-4

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