CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 13-Aug-2009

Day Change Summary
	Previous	Current
	12-Aug-2009	13-Aug-2009	Change	Change %	Previous Week
Open	1037-0	1057-0	20-0	1.9%	1014-0
High	1044-0	1058-0	14-0	1.3%	1045-0
Low	1021-0	1023-0	2-0	0.2%	1014-0
Close	1044-0	1023-6	-20-2	-1.9%	1035-4
Range	23-0	35-0	12-0	52.2%	31-0
ATR	22-5	23-4	0-7	3.9%	0-0
Volume	3,921	3,562	-359	-9.2%	24,373

Daily Pivots for day following 13-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1139-7	1116-7	1043-0
R3	1104-7	1081-7	1033-3
R2	1069-7	1069-7	1030-1
R1	1046-7	1046-7	1027-0	1040-7
PP	1034-7	1034-7	1034-7	1032-0
S1	1011-7	1011-7	1020-4	1005-7
S2	999-7	999-7	1017-3
S3	964-7	976-7	1014-1
S4	929-7	941-7	1004-4

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	1058-0	1011-6	46-2	4.5%	16-3	1.6%	26%	True	False	3,526
10	1058-0	973-0	85-0	8.3%	15-2	1.5%	60%	True	False	4,442
20	1058-0	910-0	148-0	14.5%	11-5	1.1%	77%	True	False	3,415
40	1058-0	891-0	167-0	16.3%	11-5	1.1%	79%	True	False	2,835

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-1
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1206-6
2.618	1149-5
1.618	1114-5
1.000	1093-0
0.618	1079-5
HIGH	1058-0
0.618	1044-5
0.500	1040-4
0.382	1036-3
LOW	1023-0
0.618	1001-3
1.000	988-0
1.618	966-3
2.618	931-3
4.250	874-2

Fisher Pivots for day following 13-Aug-2009
Pivot	1 day	3 day
R1	1040-4	1039-4
PP	1034-7	1034-2
S1	1029-3	1029-0

Download as Excel Spreadsheet

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

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