CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 1036-0 1011-6 -24-2 -2.3% 1014-0
High 1044-0 1011-6 -32-2 -3.1% 1045-0
Low 1029-0 1011-6 -17-2 -1.7% 1014-0
Close 1035-4 1011-6 -23-6 -2.3% 1035-4
Range 15-0 0-0 -15-0 -100.0% 31-0
ATR 22-1 22-2 0-1 0.5% 0-0
Volume 3,072 3,162 90 2.9% 24,373
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 1011-6 1011-6 1011-6
R3 1011-6 1011-6 1011-6
R2 1011-6 1011-6 1011-6
R1 1011-6 1011-6 1011-6 1011-6
PP 1011-6 1011-6 1011-6 1011-6
S1 1011-6 1011-6 1011-6 1011-6
S2 1011-6 1011-6 1011-6
S3 1011-6 1011-6 1011-6
S4 1011-6 1011-6 1011-6
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 1011-6 33-2 3.3% 12-3 1.2% 0% False True 4,642
10 1045-0 915-0 130-0 12.8% 11-1 1.1% 74% False False 3,994
20 1045-0 903-0 142-0 14.0% 10-0 1.0% 77% False False 3,212
40 1056-0 891-0 165-0 16.3% 10-7 1.1% 73% False False 2,624
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-5
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1011-6
2.618 1011-6
1.618 1011-6
1.000 1011-6
0.618 1011-6
HIGH 1011-6
0.618 1011-6
0.500 1011-6
0.382 1011-6
LOW 1011-6
0.618 1011-6
1.000 1011-6
1.618 1011-6
2.618 1011-6
4.250 1011-6
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 1011-6 1027-7
PP 1011-6 1022-4
S1 1011-6 1017-1

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

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