CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 1030-0 1037-0 7-0 0.7% 1014-0
High 1039-0 1044-0 5-0 0.5% 1045-0
Low 1030-0 1021-0 -9-0 -0.9% 1014-0
Close 1039-0 1044-0 5-0 0.5% 1035-4
Range 9-0 23-0 14-0 155.6% 31-0
ATR 22-5 22-5 0-0 0.1% 0-0
Volume 3,913 3,921 8 0.2% 24,373
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 1105-3 1097-5 1056-5
R3 1082-3 1074-5 1050-3
R2 1059-3 1059-3 1048-2
R1 1051-5 1051-5 1046-1 1055-4
PP 1036-3 1036-3 1036-3 1038-2
S1 1028-5 1028-5 1041-7 1032-4
S2 1013-3 1013-3 1039-6
S3 990-3 1005-5 1037-5
S4 967-3 982-5 1031-3
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 1044-0 1011-6 32-2 3.1% 11-6 1.1% 100% True False 3,774
10 1045-0 967-0 78-0 7.5% 13-6 1.3% 99% False False 4,271
20 1045-0 903-0 142-0 13.6% 9-7 0.9% 99% False False 3,319
40 1056-0 891-0 165-0 15.8% 11-1 1.1% 93% False False 2,773
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1141-6
2.618 1104-2
1.618 1081-2
1.000 1067-0
0.618 1058-2
HIGH 1044-0
0.618 1035-2
0.500 1032-4
0.382 1029-6
LOW 1021-0
0.618 1006-6
1.000 998-0
1.618 983-6
2.618 960-6
4.250 923-2
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 1040-1 1038-5
PP 1036-3 1033-2
S1 1032-4 1027-7

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

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