CME Pit-Traded Soybean Future March 2010

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	1057-0	1003-0	-54-0	-5.1%	1011-6
High	1058-0	1006-0	-52-0	-4.9%	1058-0
Low	1023-0	989-0	-34-0	-3.3%	989-0
Close	1023-6	988-6	-35-0	-3.4%	988-6
Range	35-0	17-0	-18-0	-51.4%	69-0
ATR	23-4	24-3	0-6	3.4%	0-0
Volume	3,562	4,849	1,287	36.1%	19,407

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1045-5	1034-1	998-1
R3	1028-5	1017-1	993-3
R2	1011-5	1011-5	991-7
R1	1000-1	1000-1	990-2	997-3
PP	994-5	994-5	994-5	993-2
S1	983-1	983-1	987-2	980-3
S2	977-5	977-5	985-5
S3	960-5	966-1	984-1
S4	943-5	949-1	979-3

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1218-7	1172-7	1026-6
R3	1149-7	1103-7	1007-6
R2	1080-7	1080-7	1001-3
R1	1034-7	1034-7	995-1	1023-3
PP	1011-7	1011-7	1011-7	1006-2
S1	965-7	965-7	982-3	954-3
S2	942-7	942-7	976-1
S3	873-7	896-7	969-6
S4	804-7	827-7	950-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1058-0	989-0	69-0	7.0%	16-6	1.7%	0%	False	True	3,881
10	1058-0	989-0	69-0	7.0%	16-2	1.6%	0%	False	True	4,378
20	1058-0	910-0	148-0	15.0%	11-6	1.2%	53%	False	False	3,449
40	1058-0	891-0	167-0	16.9%	11-7	1.2%	59%	False	False	2,864

Crabel Price Patterns
NR	True
NR4	False
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	2-4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1078-2
2.618	1050-4
1.618	1033-4
1.000	1023-0
0.618	1016-4
HIGH	1006-0
0.618	999-4
0.500	997-4
0.382	995-4
LOW	989-0
0.618	978-4
1.000	972-0
1.618	961-4
2.618	944-4
4.250	916-6

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	997-4	1023-4
PP	994-5	1011-7
S1	991-5	1000-3

Download as Excel Spreadsheet

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

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